NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.110 |
3.965 |
-0.145 |
-3.5% |
4.161 |
| High |
4.126 |
3.995 |
-0.131 |
-3.2% |
4.228 |
| Low |
3.930 |
3.911 |
-0.019 |
-0.5% |
3.911 |
| Close |
3.955 |
3.962 |
0.007 |
0.2% |
3.962 |
| Range |
0.196 |
0.084 |
-0.112 |
-57.1% |
0.317 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.3% |
0.000 |
| Volume |
43,362 |
85,376 |
42,014 |
96.9% |
223,660 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.208 |
4.169 |
4.008 |
|
| R3 |
4.124 |
4.085 |
3.985 |
|
| R2 |
4.040 |
4.040 |
3.977 |
|
| R1 |
4.001 |
4.001 |
3.970 |
3.979 |
| PP |
3.956 |
3.956 |
3.956 |
3.945 |
| S1 |
3.917 |
3.917 |
3.954 |
3.895 |
| S2 |
3.872 |
3.872 |
3.947 |
|
| S3 |
3.788 |
3.833 |
3.939 |
|
| S4 |
3.704 |
3.749 |
3.916 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.985 |
4.790 |
4.136 |
|
| R3 |
4.668 |
4.473 |
4.049 |
|
| R2 |
4.351 |
4.351 |
4.020 |
|
| R1 |
4.156 |
4.156 |
3.991 |
4.095 |
| PP |
4.034 |
4.034 |
4.034 |
4.003 |
| S1 |
3.839 |
3.839 |
3.933 |
3.778 |
| S2 |
3.717 |
3.717 |
3.904 |
|
| S3 |
3.400 |
3.522 |
3.875 |
|
| S4 |
3.083 |
3.205 |
3.788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.228 |
3.911 |
0.317 |
8.0% |
0.111 |
2.8% |
16% |
False |
True |
44,732 |
| 10 |
4.440 |
3.911 |
0.529 |
13.4% |
0.105 |
2.6% |
10% |
False |
True |
36,164 |
| 20 |
4.600 |
3.911 |
0.689 |
17.4% |
0.119 |
3.0% |
7% |
False |
True |
37,629 |
| 40 |
4.880 |
3.911 |
0.969 |
24.5% |
0.123 |
3.1% |
5% |
False |
True |
34,016 |
| 60 |
5.010 |
3.911 |
1.099 |
27.7% |
0.130 |
3.3% |
5% |
False |
True |
31,862 |
| 80 |
5.010 |
3.911 |
1.099 |
27.7% |
0.129 |
3.2% |
5% |
False |
True |
29,598 |
| 100 |
5.010 |
3.911 |
1.099 |
27.7% |
0.128 |
3.2% |
5% |
False |
True |
27,823 |
| 120 |
5.010 |
3.911 |
1.099 |
27.7% |
0.126 |
3.2% |
5% |
False |
True |
25,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.352 |
|
2.618 |
4.215 |
|
1.618 |
4.131 |
|
1.000 |
4.079 |
|
0.618 |
4.047 |
|
HIGH |
3.995 |
|
0.618 |
3.963 |
|
0.500 |
3.953 |
|
0.382 |
3.943 |
|
LOW |
3.911 |
|
0.618 |
3.859 |
|
1.000 |
3.827 |
|
1.618 |
3.775 |
|
2.618 |
3.691 |
|
4.250 |
3.554 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
4.047 |
| PP |
3.956 |
4.018 |
| S1 |
3.953 |
3.990 |
|