NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.910 |
0.011 |
0.3% |
3.900 |
| High |
3.947 |
3.924 |
-0.023 |
-0.6% |
4.024 |
| Low |
3.871 |
3.822 |
-0.049 |
-1.3% |
3.840 |
| Close |
3.912 |
3.830 |
-0.082 |
-2.1% |
3.912 |
| Range |
0.076 |
0.102 |
0.026 |
34.2% |
0.184 |
| ATR |
0.118 |
0.117 |
-0.001 |
-1.0% |
0.000 |
| Volume |
96,264 |
102,396 |
6,132 |
6.4% |
391,223 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.099 |
3.886 |
|
| R3 |
4.063 |
3.997 |
3.858 |
|
| R2 |
3.961 |
3.961 |
3.849 |
|
| R1 |
3.895 |
3.895 |
3.839 |
3.877 |
| PP |
3.859 |
3.859 |
3.859 |
3.850 |
| S1 |
3.793 |
3.793 |
3.821 |
3.775 |
| S2 |
3.757 |
3.757 |
3.811 |
|
| S3 |
3.655 |
3.691 |
3.802 |
|
| S4 |
3.553 |
3.589 |
3.774 |
|
|
| 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 |
3.822 |
0.202 |
5.3% |
0.118 |
3.1% |
4% |
False |
True |
90,617 |
| 10 |
4.057 |
3.822 |
0.235 |
6.1% |
0.111 |
2.9% |
3% |
False |
True |
77,060 |
| 20 |
4.228 |
3.822 |
0.406 |
10.6% |
0.118 |
3.1% |
2% |
False |
True |
70,738 |
| 40 |
4.600 |
3.822 |
0.778 |
20.3% |
0.121 |
3.2% |
1% |
False |
True |
54,077 |
| 60 |
5.010 |
3.822 |
1.188 |
31.0% |
0.126 |
3.3% |
1% |
False |
True |
45,757 |
| 80 |
5.010 |
3.822 |
1.188 |
31.0% |
0.127 |
3.3% |
1% |
False |
True |
40,720 |
| 100 |
5.010 |
3.822 |
1.188 |
31.0% |
0.126 |
3.3% |
1% |
False |
True |
36,676 |
| 120 |
5.010 |
3.822 |
1.188 |
31.0% |
0.126 |
3.3% |
1% |
False |
True |
33,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.191 |
|
1.618 |
4.089 |
|
1.000 |
4.026 |
|
0.618 |
3.987 |
|
HIGH |
3.924 |
|
0.618 |
3.885 |
|
0.500 |
3.873 |
|
0.382 |
3.861 |
|
LOW |
3.822 |
|
0.618 |
3.759 |
|
1.000 |
3.720 |
|
1.618 |
3.657 |
|
2.618 |
3.555 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
3.890 |
| PP |
3.859 |
3.870 |
| S1 |
3.844 |
3.850 |
|