NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.355 |
4.225 |
-0.130 |
-3.0% |
4.263 |
High |
4.361 |
4.248 |
-0.113 |
-2.6% |
4.422 |
Low |
4.213 |
4.064 |
-0.149 |
-3.5% |
4.194 |
Close |
4.217 |
4.177 |
-0.040 |
-0.9% |
4.311 |
Range |
0.148 |
0.184 |
0.036 |
24.3% |
0.228 |
ATR |
0.138 |
0.141 |
0.003 |
2.4% |
0.000 |
Volume |
105,052 |
135,137 |
30,085 |
28.6% |
439,287 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.715 |
4.630 |
4.278 |
|
R3 |
4.531 |
4.446 |
4.228 |
|
R2 |
4.347 |
4.347 |
4.211 |
|
R1 |
4.262 |
4.262 |
4.194 |
4.213 |
PP |
4.163 |
4.163 |
4.163 |
4.138 |
S1 |
4.078 |
4.078 |
4.160 |
4.029 |
S2 |
3.979 |
3.979 |
4.143 |
|
S3 |
3.795 |
3.894 |
4.126 |
|
S4 |
3.611 |
3.710 |
4.076 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.993 |
4.880 |
4.436 |
|
R3 |
4.765 |
4.652 |
4.374 |
|
R2 |
4.537 |
4.537 |
4.353 |
|
R1 |
4.424 |
4.424 |
4.332 |
4.481 |
PP |
4.309 |
4.309 |
4.309 |
4.337 |
S1 |
4.196 |
4.196 |
4.290 |
4.253 |
S2 |
4.081 |
4.081 |
4.269 |
|
S3 |
3.853 |
3.968 |
4.248 |
|
S4 |
3.625 |
3.740 |
4.186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.422 |
4.064 |
0.358 |
8.6% |
0.158 |
3.8% |
32% |
False |
True |
101,911 |
10 |
4.422 |
4.064 |
0.358 |
8.6% |
0.137 |
3.3% |
32% |
False |
True |
88,564 |
20 |
5.000 |
4.064 |
0.936 |
22.4% |
0.147 |
3.5% |
12% |
False |
True |
71,763 |
40 |
5.000 |
4.064 |
0.936 |
22.4% |
0.139 |
3.3% |
12% |
False |
True |
51,059 |
60 |
5.000 |
4.064 |
0.936 |
22.4% |
0.135 |
3.2% |
12% |
False |
True |
41,221 |
80 |
5.000 |
4.061 |
0.939 |
22.5% |
0.134 |
3.2% |
12% |
False |
False |
34,454 |
100 |
5.000 |
3.994 |
1.006 |
24.1% |
0.130 |
3.1% |
18% |
False |
False |
29,038 |
120 |
5.000 |
3.994 |
1.006 |
24.1% |
0.126 |
3.0% |
18% |
False |
False |
24,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.030 |
2.618 |
4.730 |
1.618 |
4.546 |
1.000 |
4.432 |
0.618 |
4.362 |
HIGH |
4.248 |
0.618 |
4.178 |
0.500 |
4.156 |
0.382 |
4.134 |
LOW |
4.064 |
0.618 |
3.950 |
1.000 |
3.880 |
1.618 |
3.766 |
2.618 |
3.582 |
4.250 |
3.282 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.170 |
4.238 |
PP |
4.163 |
4.217 |
S1 |
4.156 |
4.197 |
|