NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.909 |
0.067 |
1.7% |
3.900 |
| High |
3.920 |
4.068 |
0.148 |
3.8% |
4.024 |
| Low |
3.780 |
3.870 |
0.090 |
2.4% |
3.840 |
| Close |
3.909 |
4.054 |
0.145 |
3.7% |
3.912 |
| Range |
0.140 |
0.198 |
0.058 |
41.4% |
0.184 |
| ATR |
0.119 |
0.124 |
0.006 |
4.8% |
0.000 |
| Volume |
81,327 |
130,340 |
49,013 |
60.3% |
391,223 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.591 |
4.521 |
4.163 |
|
| R3 |
4.393 |
4.323 |
4.108 |
|
| R2 |
4.195 |
4.195 |
4.090 |
|
| R1 |
4.125 |
4.125 |
4.072 |
4.160 |
| PP |
3.997 |
3.997 |
3.997 |
4.015 |
| S1 |
3.927 |
3.927 |
4.036 |
3.962 |
| S2 |
3.799 |
3.799 |
4.018 |
|
| S3 |
3.601 |
3.729 |
4.000 |
|
| S4 |
3.403 |
3.531 |
3.945 |
|
|
| 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 |
4.068 |
3.780 |
0.288 |
7.1% |
0.127 |
3.1% |
95% |
True |
False |
96,763 |
| 10 |
4.068 |
3.780 |
0.288 |
7.1% |
0.122 |
3.0% |
95% |
True |
False |
83,191 |
| 20 |
4.159 |
3.780 |
0.379 |
9.3% |
0.124 |
3.1% |
72% |
False |
False |
78,046 |
| 40 |
4.600 |
3.780 |
0.820 |
20.2% |
0.122 |
3.0% |
33% |
False |
False |
57,557 |
| 60 |
5.010 |
3.780 |
1.230 |
30.3% |
0.129 |
3.2% |
22% |
False |
False |
47,962 |
| 80 |
5.010 |
3.780 |
1.230 |
30.3% |
0.128 |
3.2% |
22% |
False |
False |
42,418 |
| 100 |
5.010 |
3.780 |
1.230 |
30.3% |
0.127 |
3.1% |
22% |
False |
False |
38,343 |
| 120 |
5.010 |
3.780 |
1.230 |
30.3% |
0.127 |
3.1% |
22% |
False |
False |
35,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.910 |
|
2.618 |
4.586 |
|
1.618 |
4.388 |
|
1.000 |
4.266 |
|
0.618 |
4.190 |
|
HIGH |
4.068 |
|
0.618 |
3.992 |
|
0.500 |
3.969 |
|
0.382 |
3.946 |
|
LOW |
3.870 |
|
0.618 |
3.748 |
|
1.000 |
3.672 |
|
1.618 |
3.550 |
|
2.618 |
3.352 |
|
4.250 |
3.029 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.026 |
4.011 |
| PP |
3.997 |
3.967 |
| S1 |
3.969 |
3.924 |
|