NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.969 |
3.885 |
-0.084 |
-2.1% |
4.034 |
| High |
4.004 |
3.958 |
-0.046 |
-1.1% |
4.073 |
| Low |
3.882 |
3.840 |
-0.042 |
-1.1% |
3.851 |
| Close |
3.889 |
3.906 |
0.017 |
0.4% |
3.941 |
| Range |
0.122 |
0.118 |
-0.004 |
-3.3% |
0.222 |
| ATR |
0.122 |
0.121 |
0.000 |
-0.2% |
0.000 |
| Volume |
109,816 |
73,489 |
-36,327 |
-33.1% |
317,222 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.255 |
4.199 |
3.971 |
|
| R3 |
4.137 |
4.081 |
3.938 |
|
| R2 |
4.019 |
4.019 |
3.928 |
|
| R1 |
3.963 |
3.963 |
3.917 |
3.991 |
| PP |
3.901 |
3.901 |
3.901 |
3.916 |
| S1 |
3.845 |
3.845 |
3.895 |
3.873 |
| S2 |
3.783 |
3.783 |
3.884 |
|
| S3 |
3.665 |
3.727 |
3.874 |
|
| S4 |
3.547 |
3.609 |
3.841 |
|
|
| 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 |
3.840 |
0.184 |
4.7% |
0.110 |
2.8% |
36% |
False |
True |
74,552 |
| 10 |
4.157 |
3.840 |
0.317 |
8.1% |
0.113 |
2.9% |
21% |
False |
True |
68,512 |
| 20 |
4.246 |
3.840 |
0.406 |
10.4% |
0.117 |
3.0% |
16% |
False |
True |
64,203 |
| 40 |
4.600 |
3.840 |
0.760 |
19.5% |
0.123 |
3.2% |
9% |
False |
True |
50,612 |
| 60 |
5.010 |
3.840 |
1.170 |
30.0% |
0.128 |
3.3% |
6% |
False |
True |
44,273 |
| 80 |
5.010 |
3.840 |
1.170 |
30.0% |
0.131 |
3.3% |
6% |
False |
True |
38,715 |
| 100 |
5.010 |
3.840 |
1.170 |
30.0% |
0.126 |
3.2% |
6% |
False |
True |
35,052 |
| 120 |
5.010 |
3.840 |
1.170 |
30.0% |
0.127 |
3.2% |
6% |
False |
True |
32,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.460 |
|
2.618 |
4.267 |
|
1.618 |
4.149 |
|
1.000 |
4.076 |
|
0.618 |
4.031 |
|
HIGH |
3.958 |
|
0.618 |
3.913 |
|
0.500 |
3.899 |
|
0.382 |
3.885 |
|
LOW |
3.840 |
|
0.618 |
3.767 |
|
1.000 |
3.722 |
|
1.618 |
3.649 |
|
2.618 |
3.531 |
|
4.250 |
3.339 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.904 |
3.932 |
| PP |
3.901 |
3.923 |
| S1 |
3.899 |
3.915 |
|