NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.969 |
4.025 |
0.056 |
1.4% |
4.161 |
| High |
4.060 |
4.096 |
0.036 |
0.9% |
4.228 |
| Low |
3.907 |
3.998 |
0.091 |
2.3% |
3.911 |
| Close |
4.015 |
4.024 |
0.009 |
0.2% |
3.962 |
| Range |
0.153 |
0.098 |
-0.055 |
-35.9% |
0.317 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.4% |
0.000 |
| Volume |
86,962 |
88,278 |
1,316 |
1.5% |
223,660 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.333 |
4.277 |
4.078 |
|
| R3 |
4.235 |
4.179 |
4.051 |
|
| R2 |
4.137 |
4.137 |
4.042 |
|
| R1 |
4.081 |
4.081 |
4.033 |
4.060 |
| PP |
4.039 |
4.039 |
4.039 |
4.029 |
| S1 |
3.983 |
3.983 |
4.015 |
3.962 |
| S2 |
3.941 |
3.941 |
4.006 |
|
| S3 |
3.843 |
3.885 |
3.997 |
|
| S4 |
3.745 |
3.787 |
3.970 |
|
|
| 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 |
4.126 |
3.876 |
0.250 |
6.2% |
0.129 |
3.2% |
59% |
False |
False |
77,607 |
| 10 |
4.349 |
3.876 |
0.473 |
11.8% |
0.115 |
2.8% |
31% |
False |
False |
54,656 |
| 20 |
4.600 |
3.876 |
0.724 |
18.0% |
0.119 |
3.0% |
20% |
False |
False |
45,419 |
| 40 |
4.692 |
3.876 |
0.816 |
20.3% |
0.122 |
3.0% |
18% |
False |
False |
37,692 |
| 60 |
5.010 |
3.876 |
1.134 |
28.2% |
0.130 |
3.2% |
13% |
False |
False |
35,238 |
| 80 |
5.010 |
3.876 |
1.134 |
28.2% |
0.129 |
3.2% |
13% |
False |
False |
31,944 |
| 100 |
5.010 |
3.876 |
1.134 |
28.2% |
0.127 |
3.2% |
13% |
False |
False |
29,865 |
| 120 |
5.010 |
3.876 |
1.134 |
28.2% |
0.126 |
3.1% |
13% |
False |
False |
27,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.513 |
|
2.618 |
4.353 |
|
1.618 |
4.255 |
|
1.000 |
4.194 |
|
0.618 |
4.157 |
|
HIGH |
4.096 |
|
0.618 |
4.059 |
|
0.500 |
4.047 |
|
0.382 |
4.035 |
|
LOW |
3.998 |
|
0.618 |
3.937 |
|
1.000 |
3.900 |
|
1.618 |
3.839 |
|
2.618 |
3.741 |
|
4.250 |
3.582 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.047 |
4.011 |
| PP |
4.039 |
3.999 |
| S1 |
4.032 |
3.986 |
|