NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.025 |
4.018 |
-0.007 |
-0.2% |
4.161 |
| High |
4.096 |
4.159 |
0.063 |
1.5% |
4.228 |
| Low |
3.998 |
3.960 |
-0.038 |
-1.0% |
3.911 |
| Close |
4.024 |
4.127 |
0.103 |
2.6% |
3.962 |
| Range |
0.098 |
0.199 |
0.101 |
103.1% |
0.317 |
| ATR |
0.121 |
0.126 |
0.006 |
4.6% |
0.000 |
| Volume |
88,278 |
77,433 |
-10,845 |
-12.3% |
223,660 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.679 |
4.602 |
4.236 |
|
| R3 |
4.480 |
4.403 |
4.182 |
|
| R2 |
4.281 |
4.281 |
4.163 |
|
| R1 |
4.204 |
4.204 |
4.145 |
4.243 |
| PP |
4.082 |
4.082 |
4.082 |
4.101 |
| S1 |
4.005 |
4.005 |
4.109 |
4.044 |
| S2 |
3.883 |
3.883 |
4.091 |
|
| S3 |
3.684 |
3.806 |
4.072 |
|
| S4 |
3.485 |
3.607 |
4.018 |
|
|
| 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 |
4.159 |
3.876 |
0.283 |
6.9% |
0.129 |
3.1% |
89% |
True |
False |
84,422 |
| 10 |
4.246 |
3.876 |
0.370 |
9.0% |
0.121 |
2.9% |
68% |
False |
False |
59,894 |
| 20 |
4.600 |
3.876 |
0.724 |
17.5% |
0.121 |
2.9% |
35% |
False |
False |
47,493 |
| 40 |
4.687 |
3.876 |
0.811 |
19.7% |
0.125 |
3.0% |
31% |
False |
False |
39,137 |
| 60 |
5.010 |
3.876 |
1.134 |
27.5% |
0.131 |
3.2% |
22% |
False |
False |
36,268 |
| 80 |
5.010 |
3.876 |
1.134 |
27.5% |
0.129 |
3.1% |
22% |
False |
False |
32,730 |
| 100 |
5.010 |
3.876 |
1.134 |
27.5% |
0.128 |
3.1% |
22% |
False |
False |
30,492 |
| 120 |
5.010 |
3.876 |
1.134 |
27.5% |
0.128 |
3.1% |
22% |
False |
False |
28,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.005 |
|
2.618 |
4.680 |
|
1.618 |
4.481 |
|
1.000 |
4.358 |
|
0.618 |
4.282 |
|
HIGH |
4.159 |
|
0.618 |
4.083 |
|
0.500 |
4.060 |
|
0.382 |
4.036 |
|
LOW |
3.960 |
|
0.618 |
3.837 |
|
1.000 |
3.761 |
|
1.618 |
3.638 |
|
2.618 |
3.439 |
|
4.250 |
3.114 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.105 |
4.096 |
| PP |
4.082 |
4.064 |
| S1 |
4.060 |
4.033 |
|