NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.379 |
4.383 |
0.004 |
0.1% |
4.231 |
High |
4.393 |
4.528 |
0.135 |
3.1% |
4.528 |
Low |
4.240 |
4.359 |
0.119 |
2.8% |
4.179 |
Close |
4.358 |
4.520 |
0.162 |
3.7% |
4.520 |
Range |
0.153 |
0.169 |
0.016 |
10.5% |
0.349 |
ATR |
0.137 |
0.139 |
0.002 |
1.7% |
0.000 |
Volume |
60,298 |
72,585 |
12,287 |
20.4% |
276,367 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.976 |
4.917 |
4.613 |
|
R3 |
4.807 |
4.748 |
4.566 |
|
R2 |
4.638 |
4.638 |
4.551 |
|
R1 |
4.579 |
4.579 |
4.535 |
4.609 |
PP |
4.469 |
4.469 |
4.469 |
4.484 |
S1 |
4.410 |
4.410 |
4.505 |
4.440 |
S2 |
4.300 |
4.300 |
4.489 |
|
S3 |
4.131 |
4.241 |
4.474 |
|
S4 |
3.962 |
4.072 |
4.427 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.456 |
5.337 |
4.712 |
|
R3 |
5.107 |
4.988 |
4.616 |
|
R2 |
4.758 |
4.758 |
4.584 |
|
R1 |
4.639 |
4.639 |
4.552 |
4.699 |
PP |
4.409 |
4.409 |
4.409 |
4.439 |
S1 |
4.290 |
4.290 |
4.488 |
4.350 |
S2 |
4.060 |
4.060 |
4.456 |
|
S3 |
3.711 |
3.941 |
4.424 |
|
S4 |
3.362 |
3.592 |
4.328 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.528 |
4.179 |
0.349 |
7.7% |
0.141 |
3.1% |
98% |
True |
False |
55,273 |
10 |
4.528 |
4.067 |
0.461 |
10.2% |
0.137 |
3.0% |
98% |
True |
False |
49,287 |
20 |
4.528 |
4.067 |
0.461 |
10.2% |
0.134 |
3.0% |
98% |
True |
False |
37,254 |
40 |
5.011 |
4.067 |
0.944 |
20.9% |
0.141 |
3.1% |
48% |
False |
False |
37,234 |
60 |
5.011 |
4.067 |
0.944 |
20.9% |
0.136 |
3.0% |
48% |
False |
False |
30,218 |
80 |
5.011 |
4.067 |
0.944 |
20.9% |
0.133 |
2.9% |
48% |
False |
False |
25,629 |
100 |
5.011 |
4.011 |
1.000 |
22.1% |
0.131 |
2.9% |
51% |
False |
False |
22,314 |
120 |
5.011 |
4.011 |
1.000 |
22.1% |
0.125 |
2.8% |
51% |
False |
False |
19,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.246 |
2.618 |
4.970 |
1.618 |
4.801 |
1.000 |
4.697 |
0.618 |
4.632 |
HIGH |
4.528 |
0.618 |
4.463 |
0.500 |
4.444 |
0.382 |
4.424 |
LOW |
4.359 |
0.618 |
4.255 |
1.000 |
4.190 |
1.618 |
4.086 |
2.618 |
3.917 |
4.250 |
3.641 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.495 |
4.475 |
PP |
4.469 |
4.429 |
S1 |
4.444 |
4.384 |
|