NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.049 |
3.963 |
-0.086 |
-2.1% |
3.933 |
| High |
4.057 |
3.989 |
-0.068 |
-1.7% |
4.159 |
| Low |
3.921 |
3.900 |
-0.021 |
-0.5% |
3.876 |
| Close |
3.942 |
3.943 |
0.001 |
0.0% |
4.071 |
| Range |
0.136 |
0.089 |
-0.047 |
-34.6% |
0.283 |
| ATR |
0.124 |
0.121 |
-0.002 |
-2.0% |
0.000 |
| Volume |
53,539 |
96,820 |
43,281 |
80.8% |
409,675 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.211 |
4.166 |
3.992 |
|
| R3 |
4.122 |
4.077 |
3.967 |
|
| R2 |
4.033 |
4.033 |
3.959 |
|
| R1 |
3.988 |
3.988 |
3.951 |
3.966 |
| PP |
3.944 |
3.944 |
3.944 |
3.933 |
| S1 |
3.899 |
3.899 |
3.935 |
3.877 |
| S2 |
3.855 |
3.855 |
3.927 |
|
| S3 |
3.766 |
3.810 |
3.919 |
|
| S4 |
3.677 |
3.721 |
3.894 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.884 |
4.761 |
4.227 |
|
| R3 |
4.601 |
4.478 |
4.149 |
|
| R2 |
4.318 |
4.318 |
4.123 |
|
| R1 |
4.195 |
4.195 |
4.097 |
4.257 |
| PP |
4.035 |
4.035 |
4.035 |
4.066 |
| S1 |
3.912 |
3.912 |
4.045 |
3.974 |
| S2 |
3.752 |
3.752 |
4.019 |
|
| S3 |
3.469 |
3.629 |
3.993 |
|
| S4 |
3.186 |
3.346 |
3.915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.159 |
3.900 |
0.259 |
6.6% |
0.125 |
3.2% |
17% |
False |
True |
68,193 |
| 10 |
4.159 |
3.876 |
0.283 |
7.2% |
0.127 |
3.2% |
24% |
False |
False |
72,900 |
| 20 |
4.572 |
3.876 |
0.696 |
17.7% |
0.117 |
3.0% |
10% |
False |
False |
52,019 |
| 40 |
4.600 |
3.876 |
0.724 |
18.4% |
0.123 |
3.1% |
9% |
False |
False |
43,203 |
| 60 |
5.010 |
3.876 |
1.134 |
28.8% |
0.130 |
3.3% |
6% |
False |
False |
39,543 |
| 80 |
5.010 |
3.876 |
1.134 |
28.8% |
0.130 |
3.3% |
6% |
False |
False |
35,047 |
| 100 |
5.010 |
3.876 |
1.134 |
28.8% |
0.127 |
3.2% |
6% |
False |
False |
32,264 |
| 120 |
5.010 |
3.876 |
1.134 |
28.8% |
0.127 |
3.2% |
6% |
False |
False |
29,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.367 |
|
2.618 |
4.222 |
|
1.618 |
4.133 |
|
1.000 |
4.078 |
|
0.618 |
4.044 |
|
HIGH |
3.989 |
|
0.618 |
3.955 |
|
0.500 |
3.945 |
|
0.382 |
3.934 |
|
LOW |
3.900 |
|
0.618 |
3.845 |
|
1.000 |
3.811 |
|
1.618 |
3.756 |
|
2.618 |
3.667 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
3.987 |
| PP |
3.944 |
3.972 |
| S1 |
3.944 |
3.958 |
|