NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.043 |
3.962 |
-0.081 |
-2.0% |
4.036 |
| High |
4.054 |
4.035 |
-0.019 |
-0.5% |
4.128 |
| Low |
3.952 |
3.903 |
-0.049 |
-1.2% |
3.950 |
| Close |
3.955 |
4.024 |
0.069 |
1.7% |
4.047 |
| Range |
0.102 |
0.132 |
0.030 |
29.4% |
0.178 |
| ATR |
0.111 |
0.112 |
0.002 |
1.4% |
0.000 |
| Volume |
31,635 |
27,636 |
-3,999 |
-12.6% |
166,477 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.383 |
4.336 |
4.097 |
|
| R3 |
4.251 |
4.204 |
4.060 |
|
| R2 |
4.119 |
4.119 |
4.048 |
|
| R1 |
4.072 |
4.072 |
4.036 |
4.096 |
| PP |
3.987 |
3.987 |
3.987 |
3.999 |
| S1 |
3.940 |
3.940 |
4.012 |
3.964 |
| S2 |
3.855 |
3.855 |
4.000 |
|
| S3 |
3.723 |
3.808 |
3.988 |
|
| S4 |
3.591 |
3.676 |
3.951 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.489 |
4.145 |
|
| R3 |
4.398 |
4.311 |
4.096 |
|
| R2 |
4.220 |
4.220 |
4.080 |
|
| R1 |
4.133 |
4.133 |
4.063 |
4.177 |
| PP |
4.042 |
4.042 |
4.042 |
4.063 |
| S1 |
3.955 |
3.955 |
4.031 |
3.999 |
| S2 |
3.864 |
3.864 |
4.014 |
|
| S3 |
3.686 |
3.777 |
3.998 |
|
| S4 |
3.508 |
3.599 |
3.949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.105 |
3.903 |
0.202 |
5.0% |
0.108 |
2.7% |
60% |
False |
True |
35,175 |
| 10 |
4.129 |
3.903 |
0.226 |
5.6% |
0.106 |
2.6% |
54% |
False |
True |
34,111 |
| 20 |
4.306 |
3.903 |
0.403 |
10.0% |
0.114 |
2.8% |
30% |
False |
True |
47,684 |
| 40 |
4.697 |
3.903 |
0.794 |
19.7% |
0.114 |
2.8% |
15% |
False |
True |
36,072 |
| 60 |
5.106 |
3.903 |
1.203 |
29.9% |
0.114 |
2.8% |
10% |
False |
True |
28,857 |
| 80 |
5.106 |
3.903 |
1.203 |
29.9% |
0.114 |
2.8% |
10% |
False |
True |
24,641 |
| 100 |
5.106 |
3.903 |
1.203 |
29.9% |
0.112 |
2.8% |
10% |
False |
True |
21,600 |
| 120 |
5.106 |
3.903 |
1.203 |
29.9% |
0.113 |
2.8% |
10% |
False |
True |
19,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.596 |
|
2.618 |
4.381 |
|
1.618 |
4.249 |
|
1.000 |
4.167 |
|
0.618 |
4.117 |
|
HIGH |
4.035 |
|
0.618 |
3.985 |
|
0.500 |
3.969 |
|
0.382 |
3.953 |
|
LOW |
3.903 |
|
0.618 |
3.821 |
|
1.000 |
3.771 |
|
1.618 |
3.689 |
|
2.618 |
3.557 |
|
4.250 |
3.342 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.006 |
4.013 |
| PP |
3.987 |
4.001 |
| S1 |
3.969 |
3.990 |
|