NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.945 |
3.949 |
0.004 |
0.1% |
4.034 |
| High |
4.002 |
3.974 |
-0.028 |
-0.7% |
4.073 |
| Low |
3.851 |
3.905 |
0.054 |
1.4% |
3.851 |
| Close |
3.899 |
3.941 |
0.042 |
1.1% |
3.941 |
| Range |
0.151 |
0.069 |
-0.082 |
-54.3% |
0.222 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.8% |
0.000 |
| Volume |
48,826 |
77,804 |
28,978 |
59.3% |
317,222 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.113 |
3.979 |
|
| R3 |
4.078 |
4.044 |
3.960 |
|
| R2 |
4.009 |
4.009 |
3.954 |
|
| R1 |
3.975 |
3.975 |
3.947 |
3.958 |
| PP |
3.940 |
3.940 |
3.940 |
3.931 |
| S1 |
3.906 |
3.906 |
3.935 |
3.889 |
| S2 |
3.871 |
3.871 |
3.928 |
|
| S3 |
3.802 |
3.837 |
3.922 |
|
| S4 |
3.733 |
3.768 |
3.903 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.621 |
4.503 |
4.063 |
|
| R3 |
4.399 |
4.281 |
4.002 |
|
| R2 |
4.177 |
4.177 |
3.982 |
|
| R1 |
4.059 |
4.059 |
3.961 |
4.007 |
| PP |
3.955 |
3.955 |
3.955 |
3.929 |
| S1 |
3.837 |
3.837 |
3.921 |
3.785 |
| S2 |
3.733 |
3.733 |
3.900 |
|
| S3 |
3.511 |
3.615 |
3.880 |
|
| S4 |
3.289 |
3.393 |
3.819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.073 |
3.851 |
0.222 |
5.6% |
0.111 |
2.8% |
41% |
False |
False |
63,444 |
| 10 |
4.159 |
3.851 |
0.308 |
7.8% |
0.121 |
3.1% |
29% |
False |
False |
72,689 |
| 20 |
4.440 |
3.851 |
0.589 |
14.9% |
0.113 |
2.9% |
15% |
False |
False |
54,426 |
| 40 |
4.600 |
3.851 |
0.749 |
19.0% |
0.121 |
3.1% |
12% |
False |
False |
45,339 |
| 60 |
5.010 |
3.851 |
1.159 |
29.4% |
0.131 |
3.3% |
8% |
False |
False |
41,085 |
| 80 |
5.010 |
3.851 |
1.159 |
29.4% |
0.130 |
3.3% |
8% |
False |
False |
36,294 |
| 100 |
5.010 |
3.851 |
1.159 |
29.4% |
0.126 |
3.2% |
8% |
False |
False |
33,062 |
| 120 |
5.010 |
3.851 |
1.159 |
29.4% |
0.126 |
3.2% |
8% |
False |
False |
30,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.267 |
|
2.618 |
4.155 |
|
1.618 |
4.086 |
|
1.000 |
4.043 |
|
0.618 |
4.017 |
|
HIGH |
3.974 |
|
0.618 |
3.948 |
|
0.500 |
3.940 |
|
0.382 |
3.931 |
|
LOW |
3.905 |
|
0.618 |
3.862 |
|
1.000 |
3.836 |
|
1.618 |
3.793 |
|
2.618 |
3.724 |
|
4.250 |
3.612 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.941 |
3.936 |
| PP |
3.940 |
3.931 |
| S1 |
3.940 |
3.927 |
|