NYMEX Natural Gas Future December 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 |
4.386 |
4.381 |
-0.005 |
-0.1% |
4.280 |
| High |
4.450 |
4.385 |
-0.065 |
-1.5% |
4.450 |
| Low |
4.305 |
4.187 |
-0.118 |
-2.7% |
4.134 |
| Close |
4.381 |
4.211 |
-0.170 |
-3.9% |
4.211 |
| Range |
0.145 |
0.198 |
0.053 |
36.6% |
0.316 |
| ATR |
0.114 |
0.120 |
0.006 |
5.3% |
0.000 |
| Volume |
27,092 |
31,409 |
4,317 |
15.9% |
124,506 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.855 |
4.731 |
4.320 |
|
| R3 |
4.657 |
4.533 |
4.265 |
|
| R2 |
4.459 |
4.459 |
4.247 |
|
| R1 |
4.335 |
4.335 |
4.229 |
4.298 |
| PP |
4.261 |
4.261 |
4.261 |
4.243 |
| S1 |
4.137 |
4.137 |
4.193 |
4.100 |
| S2 |
4.063 |
4.063 |
4.175 |
|
| S3 |
3.865 |
3.939 |
4.157 |
|
| S4 |
3.667 |
3.741 |
4.102 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.213 |
5.028 |
4.385 |
|
| R3 |
4.897 |
4.712 |
4.298 |
|
| R2 |
4.581 |
4.581 |
4.269 |
|
| R1 |
4.396 |
4.396 |
4.240 |
4.331 |
| PP |
4.265 |
4.265 |
4.265 |
4.232 |
| S1 |
4.080 |
4.080 |
4.182 |
4.015 |
| S2 |
3.949 |
3.949 |
4.153 |
|
| S3 |
3.633 |
3.764 |
4.124 |
|
| S4 |
3.317 |
3.448 |
4.037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.450 |
4.134 |
0.316 |
7.5% |
0.151 |
3.6% |
24% |
False |
False |
24,901 |
| 10 |
4.450 |
4.134 |
0.316 |
7.5% |
0.128 |
3.0% |
24% |
False |
False |
22,416 |
| 20 |
4.516 |
4.134 |
0.382 |
9.1% |
0.116 |
2.7% |
20% |
False |
False |
23,303 |
| 40 |
4.871 |
4.134 |
0.737 |
17.5% |
0.110 |
2.6% |
10% |
False |
False |
18,787 |
| 60 |
5.156 |
4.134 |
1.022 |
24.3% |
0.111 |
2.6% |
8% |
False |
False |
15,458 |
| 80 |
5.283 |
4.134 |
1.149 |
27.3% |
0.113 |
2.7% |
7% |
False |
False |
13,570 |
| 100 |
5.283 |
4.134 |
1.149 |
27.3% |
0.112 |
2.7% |
7% |
False |
False |
12,145 |
| 120 |
5.283 |
4.134 |
1.149 |
27.3% |
0.110 |
2.6% |
7% |
False |
False |
10,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.227 |
|
2.618 |
4.903 |
|
1.618 |
4.705 |
|
1.000 |
4.583 |
|
0.618 |
4.507 |
|
HIGH |
4.385 |
|
0.618 |
4.309 |
|
0.500 |
4.286 |
|
0.382 |
4.263 |
|
LOW |
4.187 |
|
0.618 |
4.065 |
|
1.000 |
3.989 |
|
1.618 |
3.867 |
|
2.618 |
3.669 |
|
4.250 |
3.346 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.286 |
4.319 |
| PP |
4.261 |
4.283 |
| S1 |
4.236 |
4.247 |
|