NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.949 |
3.900 |
-0.049 |
-1.2% |
4.034 |
| High |
3.974 |
3.924 |
-0.050 |
-1.3% |
4.073 |
| Low |
3.905 |
3.855 |
-0.050 |
-1.3% |
3.851 |
| Close |
3.941 |
3.869 |
-0.072 |
-1.8% |
3.941 |
| Range |
0.069 |
0.069 |
0.000 |
0.0% |
0.222 |
| ATR |
0.120 |
0.118 |
-0.002 |
-2.0% |
0.000 |
| Volume |
77,804 |
40,530 |
-37,274 |
-47.9% |
317,222 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.090 |
4.048 |
3.907 |
|
| R3 |
4.021 |
3.979 |
3.888 |
|
| R2 |
3.952 |
3.952 |
3.882 |
|
| R1 |
3.910 |
3.910 |
3.875 |
3.897 |
| PP |
3.883 |
3.883 |
3.883 |
3.876 |
| S1 |
3.841 |
3.841 |
3.863 |
3.828 |
| S2 |
3.814 |
3.814 |
3.856 |
|
| S3 |
3.745 |
3.772 |
3.850 |
|
| S4 |
3.676 |
3.703 |
3.831 |
|
|
| 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 |
4.057 |
3.851 |
0.206 |
5.3% |
0.103 |
2.7% |
9% |
False |
False |
63,503 |
| 10 |
4.159 |
3.851 |
0.308 |
8.0% |
0.117 |
3.0% |
6% |
False |
False |
68,336 |
| 20 |
4.391 |
3.851 |
0.540 |
14.0% |
0.111 |
2.9% |
3% |
False |
False |
55,134 |
| 40 |
4.600 |
3.851 |
0.749 |
19.4% |
0.120 |
3.1% |
2% |
False |
False |
45,623 |
| 60 |
5.010 |
3.851 |
1.159 |
30.0% |
0.128 |
3.3% |
2% |
False |
False |
41,510 |
| 80 |
5.010 |
3.851 |
1.159 |
30.0% |
0.129 |
3.3% |
2% |
False |
False |
36,688 |
| 100 |
5.010 |
3.851 |
1.159 |
30.0% |
0.126 |
3.3% |
2% |
False |
False |
33,238 |
| 120 |
5.010 |
3.851 |
1.159 |
30.0% |
0.126 |
3.3% |
2% |
False |
False |
30,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.217 |
|
2.618 |
4.105 |
|
1.618 |
4.036 |
|
1.000 |
3.993 |
|
0.618 |
3.967 |
|
HIGH |
3.924 |
|
0.618 |
3.898 |
|
0.500 |
3.890 |
|
0.382 |
3.881 |
|
LOW |
3.855 |
|
0.618 |
3.812 |
|
1.000 |
3.786 |
|
1.618 |
3.743 |
|
2.618 |
3.674 |
|
4.250 |
3.562 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.927 |
| PP |
3.883 |
3.907 |
| S1 |
3.876 |
3.888 |
|