NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.162 |
4.231 |
0.069 |
1.7% |
4.313 |
High |
4.223 |
4.338 |
0.115 |
2.7% |
4.411 |
Low |
4.121 |
4.182 |
0.061 |
1.5% |
4.064 |
Close |
4.205 |
4.320 |
0.115 |
2.7% |
4.205 |
Range |
0.102 |
0.156 |
0.054 |
52.9% |
0.347 |
ATR |
0.138 |
0.140 |
0.001 |
0.9% |
0.000 |
Volume |
78,503 |
104,968 |
26,465 |
33.7% |
390,192 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.748 |
4.690 |
4.406 |
|
R3 |
4.592 |
4.534 |
4.363 |
|
R2 |
4.436 |
4.436 |
4.349 |
|
R1 |
4.378 |
4.378 |
4.334 |
4.407 |
PP |
4.280 |
4.280 |
4.280 |
4.295 |
S1 |
4.222 |
4.222 |
4.306 |
4.251 |
S2 |
4.124 |
4.124 |
4.291 |
|
S3 |
3.968 |
4.066 |
4.277 |
|
S4 |
3.812 |
3.910 |
4.234 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.268 |
5.083 |
4.396 |
|
R3 |
4.921 |
4.736 |
4.300 |
|
R2 |
4.574 |
4.574 |
4.269 |
|
R1 |
4.389 |
4.389 |
4.237 |
4.308 |
PP |
4.227 |
4.227 |
4.227 |
4.186 |
S1 |
4.042 |
4.042 |
4.173 |
3.961 |
S2 |
3.880 |
3.880 |
4.141 |
|
S3 |
3.533 |
3.695 |
4.110 |
|
S4 |
3.186 |
3.348 |
4.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.411 |
4.064 |
0.347 |
8.0% |
0.150 |
3.5% |
74% |
False |
False |
99,032 |
10 |
4.422 |
4.064 |
0.358 |
8.3% |
0.137 |
3.2% |
72% |
False |
False |
93,444 |
20 |
4.841 |
4.064 |
0.777 |
18.0% |
0.134 |
3.1% |
33% |
False |
False |
73,255 |
40 |
5.000 |
4.064 |
0.936 |
21.7% |
0.139 |
3.2% |
27% |
False |
False |
54,314 |
60 |
5.000 |
4.064 |
0.936 |
21.7% |
0.137 |
3.2% |
27% |
False |
False |
43,684 |
80 |
5.000 |
4.064 |
0.936 |
21.7% |
0.134 |
3.1% |
27% |
False |
False |
36,560 |
100 |
5.000 |
3.994 |
1.006 |
23.3% |
0.131 |
3.0% |
32% |
False |
False |
30,714 |
120 |
5.000 |
3.994 |
1.006 |
23.3% |
0.126 |
2.9% |
32% |
False |
False |
26,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.001 |
2.618 |
4.746 |
1.618 |
4.590 |
1.000 |
4.494 |
0.618 |
4.434 |
HIGH |
4.338 |
0.618 |
4.278 |
0.500 |
4.260 |
0.382 |
4.242 |
LOW |
4.182 |
0.618 |
4.086 |
1.000 |
4.026 |
1.618 |
3.930 |
2.618 |
3.774 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.300 |
4.280 |
PP |
4.280 |
4.241 |
S1 |
4.260 |
4.201 |
|