NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.060 |
4.050 |
-0.010 |
-0.2% |
3.910 |
| High |
4.130 |
4.065 |
-0.065 |
-1.6% |
4.130 |
| Low |
3.970 |
3.850 |
-0.120 |
-3.0% |
3.780 |
| Close |
4.050 |
3.872 |
-0.178 |
-4.4% |
3.872 |
| Range |
0.160 |
0.215 |
0.055 |
34.4% |
0.350 |
| ATR |
0.127 |
0.133 |
0.006 |
5.0% |
0.000 |
| Volume |
150,006 |
121,319 |
-28,687 |
-19.1% |
585,388 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.574 |
4.438 |
3.990 |
|
| R3 |
4.359 |
4.223 |
3.931 |
|
| R2 |
4.144 |
4.144 |
3.911 |
|
| R1 |
4.008 |
4.008 |
3.892 |
3.969 |
| PP |
3.929 |
3.929 |
3.929 |
3.909 |
| S1 |
3.793 |
3.793 |
3.852 |
3.754 |
| S2 |
3.714 |
3.714 |
3.833 |
|
| S3 |
3.499 |
3.578 |
3.813 |
|
| S4 |
3.284 |
3.363 |
3.754 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.977 |
4.775 |
4.065 |
|
| R3 |
4.627 |
4.425 |
3.968 |
|
| R2 |
4.277 |
4.277 |
3.936 |
|
| R1 |
4.075 |
4.075 |
3.904 |
4.001 |
| PP |
3.927 |
3.927 |
3.927 |
3.891 |
| S1 |
3.725 |
3.725 |
3.840 |
3.651 |
| S2 |
3.577 |
3.577 |
3.808 |
|
| S3 |
3.227 |
3.375 |
3.776 |
|
| S4 |
2.877 |
3.025 |
3.680 |
|
|
| 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 |
9.0% |
0.163 |
4.2% |
26% |
False |
False |
117,077 |
| 10 |
4.130 |
3.780 |
0.350 |
9.0% |
0.137 |
3.5% |
26% |
False |
False |
97,661 |
| 20 |
4.159 |
3.780 |
0.379 |
9.8% |
0.129 |
3.3% |
24% |
False |
False |
85,175 |
| 40 |
4.600 |
3.780 |
0.820 |
21.2% |
0.124 |
3.2% |
11% |
False |
False |
61,402 |
| 60 |
4.880 |
3.780 |
1.100 |
28.4% |
0.125 |
3.2% |
8% |
False |
False |
51,069 |
| 80 |
5.010 |
3.780 |
1.230 |
31.8% |
0.130 |
3.4% |
7% |
False |
False |
45,190 |
| 100 |
5.010 |
3.780 |
1.230 |
31.8% |
0.129 |
3.3% |
7% |
False |
False |
40,713 |
| 120 |
5.010 |
3.780 |
1.230 |
31.8% |
0.128 |
3.3% |
7% |
False |
False |
37,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.979 |
|
2.618 |
4.628 |
|
1.618 |
4.413 |
|
1.000 |
4.280 |
|
0.618 |
4.198 |
|
HIGH |
4.065 |
|
0.618 |
3.983 |
|
0.500 |
3.958 |
|
0.382 |
3.932 |
|
LOW |
3.850 |
|
0.618 |
3.717 |
|
1.000 |
3.635 |
|
1.618 |
3.502 |
|
2.618 |
3.287 |
|
4.250 |
2.936 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.990 |
| PP |
3.929 |
3.951 |
| S1 |
3.901 |
3.911 |
|