NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.262 |
4.273 |
0.011 |
0.3% |
4.222 |
High |
4.294 |
4.306 |
0.012 |
0.3% |
4.499 |
Low |
4.219 |
4.219 |
0.000 |
0.0% |
4.212 |
Close |
4.275 |
4.286 |
0.011 |
0.3% |
4.275 |
Range |
0.075 |
0.087 |
0.012 |
16.0% |
0.287 |
ATR |
0.141 |
0.137 |
-0.004 |
-2.7% |
0.000 |
Volume |
35,652 |
20,431 |
-15,221 |
-42.7% |
139,867 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.531 |
4.496 |
4.334 |
|
R3 |
4.444 |
4.409 |
4.310 |
|
R2 |
4.357 |
4.357 |
4.302 |
|
R1 |
4.322 |
4.322 |
4.294 |
4.340 |
PP |
4.270 |
4.270 |
4.270 |
4.279 |
S1 |
4.235 |
4.235 |
4.278 |
4.253 |
S2 |
4.183 |
4.183 |
4.270 |
|
S3 |
4.096 |
4.148 |
4.262 |
|
S4 |
4.009 |
4.061 |
4.238 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.190 |
5.019 |
4.433 |
|
R3 |
4.903 |
4.732 |
4.354 |
|
R2 |
4.616 |
4.616 |
4.328 |
|
R1 |
4.445 |
4.445 |
4.301 |
4.531 |
PP |
4.329 |
4.329 |
4.329 |
4.371 |
S1 |
4.158 |
4.158 |
4.249 |
4.244 |
S2 |
4.042 |
4.042 |
4.222 |
|
S3 |
3.755 |
3.871 |
4.196 |
|
S4 |
3.468 |
3.584 |
4.117 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.499 |
4.212 |
0.287 |
6.7% |
0.114 |
2.7% |
26% |
False |
False |
26,734 |
10 |
4.713 |
4.212 |
0.501 |
11.7% |
0.123 |
2.9% |
15% |
False |
False |
29,850 |
20 |
5.011 |
4.212 |
0.799 |
18.6% |
0.141 |
3.3% |
9% |
False |
False |
41,308 |
40 |
5.011 |
4.212 |
0.799 |
18.6% |
0.139 |
3.2% |
9% |
False |
False |
29,644 |
60 |
5.011 |
4.208 |
0.803 |
18.7% |
0.130 |
3.0% |
10% |
False |
False |
23,789 |
80 |
5.011 |
4.011 |
1.000 |
23.3% |
0.130 |
3.0% |
28% |
False |
False |
20,375 |
100 |
5.011 |
4.011 |
1.000 |
23.3% |
0.125 |
2.9% |
28% |
False |
False |
17,416 |
120 |
5.011 |
4.011 |
1.000 |
23.3% |
0.122 |
2.9% |
28% |
False |
False |
15,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.676 |
2.618 |
4.534 |
1.618 |
4.447 |
1.000 |
4.393 |
0.618 |
4.360 |
HIGH |
4.306 |
0.618 |
4.273 |
0.500 |
4.263 |
0.382 |
4.252 |
LOW |
4.219 |
0.618 |
4.165 |
1.000 |
4.132 |
1.618 |
4.078 |
2.618 |
3.991 |
4.250 |
3.849 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.278 |
4.304 |
PP |
4.270 |
4.298 |
S1 |
4.263 |
4.292 |
|