NYMEX Natural Gas Future November 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 |
3.962 |
4.026 |
0.064 |
1.6% |
4.036 |
| High |
4.035 |
4.181 |
0.146 |
3.6% |
4.128 |
| Low |
3.903 |
3.980 |
0.077 |
2.0% |
3.950 |
| Close |
4.024 |
4.173 |
0.149 |
3.7% |
4.047 |
| Range |
0.132 |
0.201 |
0.069 |
52.3% |
0.178 |
| ATR |
0.112 |
0.118 |
0.006 |
5.7% |
0.000 |
| Volume |
27,636 |
37,841 |
10,205 |
36.9% |
166,477 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.714 |
4.645 |
4.284 |
|
| R3 |
4.513 |
4.444 |
4.228 |
|
| R2 |
4.312 |
4.312 |
4.210 |
|
| R1 |
4.243 |
4.243 |
4.191 |
4.278 |
| PP |
4.111 |
4.111 |
4.111 |
4.129 |
| S1 |
4.042 |
4.042 |
4.155 |
4.077 |
| S2 |
3.910 |
3.910 |
4.136 |
|
| S3 |
3.709 |
3.841 |
4.118 |
|
| S4 |
3.508 |
3.640 |
4.062 |
|
|
| 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 |
4.181 |
3.903 |
0.278 |
6.7% |
0.125 |
3.0% |
97% |
True |
False |
34,340 |
| 10 |
4.181 |
3.903 |
0.278 |
6.7% |
0.118 |
2.8% |
97% |
True |
False |
33,466 |
| 20 |
4.306 |
3.903 |
0.403 |
9.7% |
0.119 |
2.9% |
67% |
False |
False |
47,898 |
| 40 |
4.697 |
3.903 |
0.794 |
19.0% |
0.115 |
2.8% |
34% |
False |
False |
36,241 |
| 60 |
5.106 |
3.903 |
1.203 |
28.8% |
0.116 |
2.8% |
22% |
False |
False |
29,191 |
| 80 |
5.106 |
3.903 |
1.203 |
28.8% |
0.115 |
2.8% |
22% |
False |
False |
24,977 |
| 100 |
5.106 |
3.903 |
1.203 |
28.8% |
0.114 |
2.7% |
22% |
False |
False |
21,893 |
| 120 |
5.106 |
3.903 |
1.203 |
28.8% |
0.114 |
2.7% |
22% |
False |
False |
19,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.035 |
|
2.618 |
4.707 |
|
1.618 |
4.506 |
|
1.000 |
4.382 |
|
0.618 |
4.305 |
|
HIGH |
4.181 |
|
0.618 |
4.104 |
|
0.500 |
4.081 |
|
0.382 |
4.057 |
|
LOW |
3.980 |
|
0.618 |
3.856 |
|
1.000 |
3.779 |
|
1.618 |
3.655 |
|
2.618 |
3.454 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.142 |
4.129 |
| PP |
4.111 |
4.086 |
| S1 |
4.081 |
4.042 |
|