NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.899 |
0.014 |
0.4% |
3.900 |
| High |
3.958 |
3.947 |
-0.011 |
-0.3% |
4.024 |
| Low |
3.840 |
3.871 |
0.031 |
0.8% |
3.840 |
| Close |
3.906 |
3.912 |
0.006 |
0.2% |
3.912 |
| Range |
0.118 |
0.076 |
-0.042 |
-35.6% |
0.184 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.7% |
0.000 |
| Volume |
73,489 |
96,264 |
22,775 |
31.0% |
391,223 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
4.101 |
3.954 |
|
| R3 |
4.062 |
4.025 |
3.933 |
|
| R2 |
3.986 |
3.986 |
3.926 |
|
| R1 |
3.949 |
3.949 |
3.919 |
3.968 |
| PP |
3.910 |
3.910 |
3.910 |
3.919 |
| S1 |
3.873 |
3.873 |
3.905 |
3.892 |
| S2 |
3.834 |
3.834 |
3.898 |
|
| S3 |
3.758 |
3.797 |
3.891 |
|
| S4 |
3.682 |
3.721 |
3.870 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.477 |
4.379 |
4.013 |
|
| R3 |
4.293 |
4.195 |
3.963 |
|
| R2 |
4.109 |
4.109 |
3.946 |
|
| R1 |
4.011 |
4.011 |
3.929 |
4.060 |
| PP |
3.925 |
3.925 |
3.925 |
3.950 |
| S1 |
3.827 |
3.827 |
3.895 |
3.876 |
| S2 |
3.741 |
3.741 |
3.878 |
|
| S3 |
3.557 |
3.643 |
3.861 |
|
| S4 |
3.373 |
3.459 |
3.811 |
|
|
| 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% |
0.112 |
2.9% |
39% |
False |
False |
78,244 |
| 10 |
4.073 |
3.840 |
0.233 |
6.0% |
0.111 |
2.8% |
31% |
False |
False |
70,844 |
| 20 |
4.228 |
3.840 |
0.388 |
9.9% |
0.116 |
3.0% |
19% |
False |
False |
67,089 |
| 40 |
4.600 |
3.840 |
0.760 |
19.4% |
0.120 |
3.1% |
9% |
False |
False |
52,432 |
| 60 |
5.010 |
3.840 |
1.170 |
29.9% |
0.126 |
3.2% |
6% |
False |
False |
45,386 |
| 80 |
5.010 |
3.840 |
1.170 |
29.9% |
0.130 |
3.3% |
6% |
False |
False |
39,712 |
| 100 |
5.010 |
3.840 |
1.170 |
29.9% |
0.126 |
3.2% |
6% |
False |
False |
35,817 |
| 120 |
5.010 |
3.840 |
1.170 |
29.9% |
0.126 |
3.2% |
6% |
False |
False |
33,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.270 |
|
2.618 |
4.146 |
|
1.618 |
4.070 |
|
1.000 |
4.023 |
|
0.618 |
3.994 |
|
HIGH |
3.947 |
|
0.618 |
3.918 |
|
0.500 |
3.909 |
|
0.382 |
3.900 |
|
LOW |
3.871 |
|
0.618 |
3.824 |
|
1.000 |
3.795 |
|
1.618 |
3.748 |
|
2.618 |
3.672 |
|
4.250 |
3.548 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.911 |
3.922 |
| PP |
3.910 |
3.919 |
| S1 |
3.909 |
3.915 |
|