NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.869 |
3.969 |
0.100 |
2.6% |
4.034 |
| High |
4.024 |
4.004 |
-0.020 |
-0.5% |
4.073 |
| Low |
3.851 |
3.882 |
0.031 |
0.8% |
3.851 |
| Close |
3.968 |
3.889 |
-0.079 |
-2.0% |
3.941 |
| Range |
0.173 |
0.122 |
-0.051 |
-29.5% |
0.222 |
| ATR |
0.122 |
0.122 |
0.000 |
0.0% |
0.000 |
| Volume |
71,124 |
109,816 |
38,692 |
54.4% |
317,222 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.212 |
3.956 |
|
| R3 |
4.169 |
4.090 |
3.923 |
|
| R2 |
4.047 |
4.047 |
3.911 |
|
| R1 |
3.968 |
3.968 |
3.900 |
3.947 |
| PP |
3.925 |
3.925 |
3.925 |
3.914 |
| S1 |
3.846 |
3.846 |
3.878 |
3.825 |
| S2 |
3.803 |
3.803 |
3.867 |
|
| S3 |
3.681 |
3.724 |
3.855 |
|
| S4 |
3.559 |
3.602 |
3.822 |
|
|
| 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 |
4.024 |
3.851 |
0.173 |
4.4% |
0.117 |
3.0% |
22% |
False |
False |
69,620 |
| 10 |
4.159 |
3.851 |
0.308 |
7.9% |
0.121 |
3.1% |
12% |
False |
False |
68,906 |
| 20 |
4.349 |
3.851 |
0.498 |
12.8% |
0.118 |
3.0% |
8% |
False |
False |
61,781 |
| 40 |
4.600 |
3.851 |
0.749 |
19.3% |
0.123 |
3.2% |
5% |
False |
False |
49,423 |
| 60 |
5.010 |
3.851 |
1.159 |
29.8% |
0.127 |
3.3% |
3% |
False |
False |
43,688 |
| 80 |
5.010 |
3.851 |
1.159 |
29.8% |
0.130 |
3.3% |
3% |
False |
False |
38,125 |
| 100 |
5.010 |
3.851 |
1.159 |
29.8% |
0.126 |
3.2% |
3% |
False |
False |
34,524 |
| 120 |
5.010 |
3.851 |
1.159 |
29.8% |
0.127 |
3.3% |
3% |
False |
False |
31,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.523 |
|
2.618 |
4.323 |
|
1.618 |
4.201 |
|
1.000 |
4.126 |
|
0.618 |
4.079 |
|
HIGH |
4.004 |
|
0.618 |
3.957 |
|
0.500 |
3.943 |
|
0.382 |
3.929 |
|
LOW |
3.882 |
|
0.618 |
3.807 |
|
1.000 |
3.760 |
|
1.618 |
3.685 |
|
2.618 |
3.563 |
|
4.250 |
3.364 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.943 |
3.938 |
| PP |
3.925 |
3.921 |
| S1 |
3.907 |
3.905 |
|