NYMEX Natural Gas Future November 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 |
4.172 |
4.162 |
-0.010 |
-0.2% |
4.043 |
| High |
4.243 |
4.166 |
-0.077 |
-1.8% |
4.243 |
| Low |
4.088 |
3.966 |
-0.122 |
-3.0% |
3.903 |
| Close |
4.170 |
3.990 |
-0.180 |
-4.3% |
3.990 |
| Range |
0.155 |
0.200 |
0.045 |
29.0% |
0.340 |
| ATR |
0.121 |
0.127 |
0.006 |
4.9% |
0.000 |
| Volume |
47,457 |
33,240 |
-14,217 |
-30.0% |
177,809 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.641 |
4.515 |
4.100 |
|
| R3 |
4.441 |
4.315 |
4.045 |
|
| R2 |
4.241 |
4.241 |
4.027 |
|
| R1 |
4.115 |
4.115 |
4.008 |
4.078 |
| PP |
4.041 |
4.041 |
4.041 |
4.022 |
| S1 |
3.915 |
3.915 |
3.972 |
3.878 |
| S2 |
3.841 |
3.841 |
3.953 |
|
| S3 |
3.641 |
3.715 |
3.935 |
|
| S4 |
3.441 |
3.515 |
3.880 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.065 |
4.868 |
4.177 |
|
| R3 |
4.725 |
4.528 |
4.084 |
|
| R2 |
4.385 |
4.385 |
4.052 |
|
| R1 |
4.188 |
4.188 |
4.021 |
4.117 |
| PP |
4.045 |
4.045 |
4.045 |
4.010 |
| S1 |
3.848 |
3.848 |
3.959 |
3.777 |
| S2 |
3.705 |
3.705 |
3.928 |
|
| S3 |
3.365 |
3.508 |
3.897 |
|
| S4 |
3.025 |
3.168 |
3.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.243 |
3.903 |
0.340 |
8.5% |
0.158 |
4.0% |
26% |
False |
False |
35,561 |
| 10 |
4.243 |
3.903 |
0.340 |
8.5% |
0.133 |
3.3% |
26% |
False |
False |
34,428 |
| 20 |
4.306 |
3.903 |
0.403 |
10.1% |
0.123 |
3.1% |
22% |
False |
False |
46,268 |
| 40 |
4.697 |
3.903 |
0.794 |
19.9% |
0.118 |
3.0% |
11% |
False |
False |
36,454 |
| 60 |
4.993 |
3.903 |
1.090 |
27.3% |
0.117 |
2.9% |
8% |
False |
False |
29,846 |
| 80 |
5.106 |
3.903 |
1.203 |
30.2% |
0.117 |
2.9% |
7% |
False |
False |
25,668 |
| 100 |
5.106 |
3.903 |
1.203 |
30.2% |
0.116 |
2.9% |
7% |
False |
False |
22,600 |
| 120 |
5.106 |
3.903 |
1.203 |
30.2% |
0.114 |
2.9% |
7% |
False |
False |
19,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.016 |
|
2.618 |
4.690 |
|
1.618 |
4.490 |
|
1.000 |
4.366 |
|
0.618 |
4.290 |
|
HIGH |
4.166 |
|
0.618 |
4.090 |
|
0.500 |
4.066 |
|
0.382 |
4.042 |
|
LOW |
3.966 |
|
0.618 |
3.842 |
|
1.000 |
3.766 |
|
1.618 |
3.642 |
|
2.618 |
3.442 |
|
4.250 |
3.116 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.066 |
4.105 |
| PP |
4.041 |
4.066 |
| S1 |
4.015 |
4.028 |
|