NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.909 |
4.060 |
0.151 |
3.9% |
3.900 |
| High |
4.068 |
4.130 |
0.062 |
1.5% |
4.024 |
| Low |
3.870 |
3.970 |
0.100 |
2.6% |
3.840 |
| Close |
4.054 |
4.050 |
-0.004 |
-0.1% |
3.912 |
| Range |
0.198 |
0.160 |
-0.038 |
-19.2% |
0.184 |
| ATR |
0.124 |
0.127 |
0.003 |
2.1% |
0.000 |
| Volume |
130,340 |
150,006 |
19,666 |
15.1% |
391,223 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.450 |
4.138 |
|
| R3 |
4.370 |
4.290 |
4.094 |
|
| R2 |
4.210 |
4.210 |
4.079 |
|
| R1 |
4.130 |
4.130 |
4.065 |
4.090 |
| PP |
4.050 |
4.050 |
4.050 |
4.030 |
| S1 |
3.970 |
3.970 |
4.035 |
3.930 |
| S2 |
3.890 |
3.890 |
4.021 |
|
| S3 |
3.730 |
3.810 |
4.006 |
|
| S4 |
3.570 |
3.650 |
3.962 |
|
|
| 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 |
4.130 |
3.780 |
0.350 |
8.6% |
0.135 |
3.3% |
77% |
True |
False |
112,066 |
| 10 |
4.130 |
3.780 |
0.350 |
8.6% |
0.123 |
3.0% |
77% |
True |
False |
93,309 |
| 20 |
4.159 |
3.780 |
0.379 |
9.4% |
0.123 |
3.0% |
71% |
False |
False |
83,378 |
| 40 |
4.600 |
3.780 |
0.820 |
20.2% |
0.121 |
3.0% |
33% |
False |
False |
60,106 |
| 60 |
5.010 |
3.780 |
1.230 |
30.4% |
0.130 |
3.2% |
22% |
False |
False |
49,704 |
| 80 |
5.010 |
3.780 |
1.230 |
30.4% |
0.129 |
3.2% |
22% |
False |
False |
43,924 |
| 100 |
5.010 |
3.780 |
1.230 |
30.4% |
0.127 |
3.1% |
22% |
False |
False |
39,676 |
| 120 |
5.010 |
3.780 |
1.230 |
30.4% |
0.128 |
3.1% |
22% |
False |
False |
36,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.810 |
|
2.618 |
4.549 |
|
1.618 |
4.389 |
|
1.000 |
4.290 |
|
0.618 |
4.229 |
|
HIGH |
4.130 |
|
0.618 |
4.069 |
|
0.500 |
4.050 |
|
0.382 |
4.031 |
|
LOW |
3.970 |
|
0.618 |
3.871 |
|
1.000 |
3.810 |
|
1.618 |
3.711 |
|
2.618 |
3.551 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.050 |
4.018 |
| PP |
4.050 |
3.987 |
| S1 |
4.050 |
3.955 |
|