NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.383 |
4.525 |
0.142 |
3.2% |
4.231 |
High |
4.528 |
4.586 |
0.058 |
1.3% |
4.528 |
Low |
4.359 |
4.463 |
0.104 |
2.4% |
4.179 |
Close |
4.520 |
4.524 |
0.004 |
0.1% |
4.520 |
Range |
0.169 |
0.123 |
-0.046 |
-27.2% |
0.349 |
ATR |
0.139 |
0.138 |
-0.001 |
-0.8% |
0.000 |
Volume |
72,585 |
55,135 |
-17,450 |
-24.0% |
276,367 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.893 |
4.832 |
4.592 |
|
R3 |
4.770 |
4.709 |
4.558 |
|
R2 |
4.647 |
4.647 |
4.547 |
|
R1 |
4.586 |
4.586 |
4.535 |
4.555 |
PP |
4.524 |
4.524 |
4.524 |
4.509 |
S1 |
4.463 |
4.463 |
4.513 |
4.432 |
S2 |
4.401 |
4.401 |
4.501 |
|
S3 |
4.278 |
4.340 |
4.490 |
|
S4 |
4.155 |
4.217 |
4.456 |
|
|
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 |
4.586 |
4.203 |
0.383 |
8.5% |
0.136 |
3.0% |
84% |
True |
False |
56,806 |
10 |
4.586 |
4.067 |
0.519 |
11.5% |
0.142 |
3.1% |
88% |
True |
False |
50,726 |
20 |
4.586 |
4.067 |
0.519 |
11.5% |
0.134 |
3.0% |
88% |
True |
False |
38,656 |
40 |
5.011 |
4.067 |
0.944 |
20.9% |
0.142 |
3.1% |
48% |
False |
False |
38,381 |
60 |
5.011 |
4.067 |
0.944 |
20.9% |
0.137 |
3.0% |
48% |
False |
False |
30,993 |
80 |
5.011 |
4.067 |
0.944 |
20.9% |
0.134 |
3.0% |
48% |
False |
False |
26,230 |
100 |
5.011 |
4.011 |
1.000 |
22.1% |
0.131 |
2.9% |
51% |
False |
False |
22,833 |
120 |
5.011 |
4.011 |
1.000 |
22.1% |
0.125 |
2.8% |
51% |
False |
False |
19,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.109 |
2.618 |
4.908 |
1.618 |
4.785 |
1.000 |
4.709 |
0.618 |
4.662 |
HIGH |
4.586 |
0.618 |
4.539 |
0.500 |
4.525 |
0.382 |
4.510 |
LOW |
4.463 |
0.618 |
4.387 |
1.000 |
4.340 |
1.618 |
4.264 |
2.618 |
4.141 |
4.250 |
3.940 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.525 |
4.487 |
PP |
4.524 |
4.450 |
S1 |
4.524 |
4.413 |
|