NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.469 |
4.364 |
-0.105 |
-2.3% |
4.844 |
High |
4.499 |
4.395 |
-0.104 |
-2.3% |
4.861 |
Low |
4.374 |
4.212 |
-0.162 |
-3.7% |
4.381 |
Close |
4.375 |
4.243 |
-0.132 |
-3.0% |
4.386 |
Range |
0.125 |
0.183 |
0.058 |
46.4% |
0.480 |
ATR |
0.143 |
0.146 |
0.003 |
2.0% |
0.000 |
Volume |
27,973 |
24,186 |
-3,787 |
-13.5% |
195,042 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.832 |
4.721 |
4.344 |
|
R3 |
4.649 |
4.538 |
4.293 |
|
R2 |
4.466 |
4.466 |
4.277 |
|
R1 |
4.355 |
4.355 |
4.260 |
4.319 |
PP |
4.283 |
4.283 |
4.283 |
4.266 |
S1 |
4.172 |
4.172 |
4.226 |
4.136 |
S2 |
4.100 |
4.100 |
4.209 |
|
S3 |
3.917 |
3.989 |
4.193 |
|
S4 |
3.734 |
3.806 |
4.142 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.983 |
5.664 |
4.650 |
|
R3 |
5.503 |
5.184 |
4.518 |
|
R2 |
5.023 |
5.023 |
4.474 |
|
R1 |
4.704 |
4.704 |
4.430 |
4.624 |
PP |
4.543 |
4.543 |
4.543 |
4.502 |
S1 |
4.224 |
4.224 |
4.342 |
4.144 |
S2 |
4.063 |
4.063 |
4.298 |
|
S3 |
3.583 |
3.744 |
4.254 |
|
S4 |
3.103 |
3.264 |
4.122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.508 |
4.212 |
0.296 |
7.0% |
0.142 |
3.3% |
10% |
False |
True |
26,263 |
10 |
4.861 |
4.212 |
0.649 |
15.3% |
0.138 |
3.3% |
5% |
False |
True |
37,949 |
20 |
5.011 |
4.212 |
0.799 |
18.8% |
0.153 |
3.6% |
4% |
False |
True |
40,387 |
40 |
5.011 |
4.212 |
0.799 |
18.8% |
0.142 |
3.4% |
4% |
False |
True |
28,770 |
60 |
5.011 |
4.208 |
0.803 |
18.9% |
0.132 |
3.1% |
4% |
False |
False |
23,144 |
80 |
5.011 |
4.011 |
1.000 |
23.6% |
0.130 |
3.1% |
23% |
False |
False |
19,862 |
100 |
5.011 |
4.011 |
1.000 |
23.6% |
0.124 |
2.9% |
23% |
False |
False |
16,915 |
120 |
5.011 |
4.011 |
1.000 |
23.6% |
0.123 |
2.9% |
23% |
False |
False |
14,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.173 |
2.618 |
4.874 |
1.618 |
4.691 |
1.000 |
4.578 |
0.618 |
4.508 |
HIGH |
4.395 |
0.618 |
4.325 |
0.500 |
4.304 |
0.382 |
4.282 |
LOW |
4.212 |
0.618 |
4.099 |
1.000 |
4.029 |
1.618 |
3.916 |
2.618 |
3.733 |
4.250 |
3.434 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.304 |
4.356 |
PP |
4.283 |
4.318 |
S1 |
4.263 |
4.281 |
|