NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.231 |
4.283 |
0.052 |
1.2% |
4.313 |
High |
4.338 |
4.350 |
0.012 |
0.3% |
4.411 |
Low |
4.182 |
4.223 |
0.041 |
1.0% |
4.064 |
Close |
4.320 |
4.333 |
0.013 |
0.3% |
4.205 |
Range |
0.156 |
0.127 |
-0.029 |
-18.6% |
0.347 |
ATR |
0.140 |
0.139 |
-0.001 |
-0.6% |
0.000 |
Volume |
104,968 |
86,104 |
-18,864 |
-18.0% |
390,192 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.683 |
4.635 |
4.403 |
|
R3 |
4.556 |
4.508 |
4.368 |
|
R2 |
4.429 |
4.429 |
4.356 |
|
R1 |
4.381 |
4.381 |
4.345 |
4.405 |
PP |
4.302 |
4.302 |
4.302 |
4.314 |
S1 |
4.254 |
4.254 |
4.321 |
4.278 |
S2 |
4.175 |
4.175 |
4.310 |
|
S3 |
4.048 |
4.127 |
4.298 |
|
S4 |
3.921 |
4.000 |
4.263 |
|
|
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 |
4.361 |
4.064 |
0.297 |
6.9% |
0.143 |
3.3% |
91% |
False |
False |
101,952 |
10 |
4.422 |
4.064 |
0.358 |
8.3% |
0.141 |
3.2% |
75% |
False |
False |
95,430 |
20 |
4.691 |
4.064 |
0.627 |
14.5% |
0.130 |
3.0% |
43% |
False |
False |
75,101 |
40 |
5.000 |
4.064 |
0.936 |
21.6% |
0.140 |
3.2% |
29% |
False |
False |
55,878 |
60 |
5.000 |
4.064 |
0.936 |
21.6% |
0.136 |
3.1% |
29% |
False |
False |
44,795 |
80 |
5.000 |
4.064 |
0.936 |
21.6% |
0.133 |
3.1% |
29% |
False |
False |
37,496 |
100 |
5.000 |
3.994 |
1.006 |
23.2% |
0.131 |
3.0% |
34% |
False |
False |
31,512 |
120 |
5.000 |
3.994 |
1.006 |
23.2% |
0.127 |
2.9% |
34% |
False |
False |
27,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.890 |
2.618 |
4.682 |
1.618 |
4.555 |
1.000 |
4.477 |
0.618 |
4.428 |
HIGH |
4.350 |
0.618 |
4.301 |
0.500 |
4.287 |
0.382 |
4.272 |
LOW |
4.223 |
0.618 |
4.145 |
1.000 |
4.096 |
1.618 |
4.018 |
2.618 |
3.891 |
4.250 |
3.683 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.318 |
4.301 |
PP |
4.302 |
4.268 |
S1 |
4.287 |
4.236 |
|