NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 29-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.394 |
0.094 |
2.2% |
4.222 |
High |
4.398 |
4.397 |
-0.001 |
0.0% |
4.499 |
Low |
4.270 |
4.298 |
0.028 |
0.7% |
4.212 |
Close |
4.373 |
4.334 |
-0.039 |
-0.9% |
4.275 |
Range |
0.128 |
0.099 |
-0.029 |
-22.7% |
0.287 |
ATR |
0.136 |
0.134 |
-0.003 |
-2.0% |
0.000 |
Volume |
14,913 |
23,453 |
8,540 |
57.3% |
139,867 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.640 |
4.586 |
4.388 |
|
R3 |
4.541 |
4.487 |
4.361 |
|
R2 |
4.442 |
4.442 |
4.352 |
|
R1 |
4.388 |
4.388 |
4.343 |
4.366 |
PP |
4.343 |
4.343 |
4.343 |
4.332 |
S1 |
4.289 |
4.289 |
4.325 |
4.267 |
S2 |
4.244 |
4.244 |
4.316 |
|
S3 |
4.145 |
4.190 |
4.307 |
|
S4 |
4.046 |
4.091 |
4.280 |
|
|
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 |
4.398 |
4.212 |
0.186 |
4.3% |
0.114 |
2.6% |
66% |
False |
False |
23,727 |
10 |
4.652 |
4.212 |
0.440 |
10.2% |
0.128 |
2.9% |
28% |
False |
False |
25,254 |
20 |
5.011 |
4.212 |
0.799 |
18.4% |
0.141 |
3.3% |
15% |
False |
False |
40,340 |
40 |
5.011 |
4.212 |
0.799 |
18.4% |
0.141 |
3.2% |
15% |
False |
False |
29,773 |
60 |
5.011 |
4.208 |
0.803 |
18.5% |
0.129 |
3.0% |
16% |
False |
False |
23,992 |
80 |
5.011 |
4.071 |
0.940 |
21.7% |
0.130 |
3.0% |
28% |
False |
False |
20,665 |
100 |
5.011 |
4.011 |
1.000 |
23.1% |
0.125 |
2.9% |
32% |
False |
False |
17,731 |
120 |
5.011 |
4.011 |
1.000 |
23.1% |
0.122 |
2.8% |
32% |
False |
False |
15,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.818 |
2.618 |
4.656 |
1.618 |
4.557 |
1.000 |
4.496 |
0.618 |
4.458 |
HIGH |
4.397 |
0.618 |
4.359 |
0.500 |
4.348 |
0.382 |
4.336 |
LOW |
4.298 |
0.618 |
4.237 |
1.000 |
4.199 |
1.618 |
4.138 |
2.618 |
4.039 |
4.250 |
3.877 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.348 |
4.326 |
PP |
4.343 |
4.317 |
S1 |
4.339 |
4.309 |
|