NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.078 |
4.036 |
-0.042 |
-1.0% |
4.163 |
| High |
4.105 |
4.060 |
-0.045 |
-1.1% |
4.215 |
| Low |
4.040 |
3.986 |
-0.054 |
-1.3% |
3.992 |
| Close |
4.075 |
3.991 |
-0.084 |
-2.1% |
4.075 |
| Range |
0.065 |
0.074 |
0.009 |
13.8% |
0.223 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.5% |
0.000 |
| Volume |
38,818 |
17,567 |
-21,251 |
-54.7% |
177,158 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.187 |
4.032 |
|
| R3 |
4.160 |
4.113 |
4.011 |
|
| R2 |
4.086 |
4.086 |
4.005 |
|
| R1 |
4.039 |
4.039 |
3.998 |
4.026 |
| PP |
4.012 |
4.012 |
4.012 |
4.006 |
| S1 |
3.965 |
3.965 |
3.984 |
3.952 |
| S2 |
3.938 |
3.938 |
3.977 |
|
| S3 |
3.864 |
3.891 |
3.971 |
|
| S4 |
3.790 |
3.817 |
3.950 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.642 |
4.198 |
|
| R3 |
4.540 |
4.419 |
4.136 |
|
| R2 |
4.317 |
4.317 |
4.116 |
|
| R1 |
4.196 |
4.196 |
4.095 |
4.145 |
| PP |
4.094 |
4.094 |
4.094 |
4.069 |
| S1 |
3.973 |
3.973 |
4.055 |
3.922 |
| S2 |
3.871 |
3.871 |
4.034 |
|
| S3 |
3.648 |
3.750 |
4.014 |
|
| S4 |
3.425 |
3.527 |
3.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.201 |
3.986 |
0.215 |
5.4% |
0.097 |
2.4% |
2% |
False |
True |
33,179 |
| 10 |
4.306 |
3.986 |
0.320 |
8.0% |
0.109 |
2.7% |
2% |
False |
True |
51,311 |
| 20 |
4.495 |
3.986 |
0.509 |
12.8% |
0.104 |
2.6% |
1% |
False |
True |
44,231 |
| 40 |
4.697 |
3.986 |
0.711 |
17.8% |
0.113 |
2.8% |
1% |
False |
True |
32,685 |
| 60 |
5.106 |
3.986 |
1.120 |
28.1% |
0.114 |
2.9% |
0% |
False |
True |
27,281 |
| 80 |
5.106 |
3.986 |
1.120 |
28.1% |
0.115 |
2.9% |
0% |
False |
True |
23,247 |
| 100 |
5.106 |
3.986 |
1.120 |
28.1% |
0.112 |
2.8% |
0% |
False |
True |
19,946 |
| 120 |
5.106 |
3.986 |
1.120 |
28.1% |
0.112 |
2.8% |
0% |
False |
True |
17,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.375 |
|
2.618 |
4.254 |
|
1.618 |
4.180 |
|
1.000 |
4.134 |
|
0.618 |
4.106 |
|
HIGH |
4.060 |
|
0.618 |
4.032 |
|
0.500 |
4.023 |
|
0.382 |
4.014 |
|
LOW |
3.986 |
|
0.618 |
3.940 |
|
1.000 |
3.912 |
|
1.618 |
3.866 |
|
2.618 |
3.792 |
|
4.250 |
3.672 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.023 |
4.058 |
| PP |
4.012 |
4.035 |
| S1 |
4.002 |
4.013 |
|