NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.346 |
4.340 |
-0.006 |
-0.1% |
4.525 |
High |
4.359 |
4.379 |
0.020 |
0.5% |
4.586 |
Low |
4.277 |
4.300 |
0.023 |
0.5% |
4.334 |
Close |
4.331 |
4.318 |
-0.013 |
-0.3% |
4.370 |
Range |
0.082 |
0.079 |
-0.003 |
-3.7% |
0.252 |
ATR |
0.134 |
0.130 |
-0.004 |
-2.9% |
0.000 |
Volume |
65,936 |
81,736 |
15,800 |
24.0% |
284,908 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.569 |
4.523 |
4.361 |
|
R3 |
4.490 |
4.444 |
4.340 |
|
R2 |
4.411 |
4.411 |
4.332 |
|
R1 |
4.365 |
4.365 |
4.325 |
4.349 |
PP |
4.332 |
4.332 |
4.332 |
4.324 |
S1 |
4.286 |
4.286 |
4.311 |
4.270 |
S2 |
4.253 |
4.253 |
4.304 |
|
S3 |
4.174 |
4.207 |
4.296 |
|
S4 |
4.095 |
4.128 |
4.275 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.186 |
5.030 |
4.509 |
|
R3 |
4.934 |
4.778 |
4.439 |
|
R2 |
4.682 |
4.682 |
4.416 |
|
R1 |
4.526 |
4.526 |
4.393 |
4.478 |
PP |
4.430 |
4.430 |
4.430 |
4.406 |
S1 |
4.274 |
4.274 |
4.347 |
4.226 |
S2 |
4.178 |
4.178 |
4.324 |
|
S3 |
3.926 |
4.022 |
4.301 |
|
S4 |
3.674 |
3.770 |
4.231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.562 |
4.277 |
0.285 |
6.6% |
0.122 |
2.8% |
14% |
False |
False |
65,320 |
10 |
4.586 |
4.240 |
0.346 |
8.0% |
0.129 |
3.0% |
23% |
False |
False |
62,528 |
20 |
4.586 |
4.067 |
0.519 |
12.0% |
0.132 |
3.1% |
48% |
False |
False |
51,759 |
40 |
5.011 |
4.067 |
0.944 |
21.9% |
0.136 |
3.2% |
27% |
False |
False |
46,322 |
60 |
5.011 |
4.067 |
0.944 |
21.9% |
0.137 |
3.2% |
27% |
False |
False |
37,004 |
80 |
5.011 |
4.067 |
0.944 |
21.9% |
0.130 |
3.0% |
27% |
False |
False |
30,771 |
100 |
5.011 |
4.012 |
0.999 |
23.1% |
0.131 |
3.0% |
31% |
False |
False |
26,692 |
120 |
5.011 |
4.011 |
1.000 |
23.2% |
0.126 |
2.9% |
31% |
False |
False |
23,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.715 |
2.618 |
4.586 |
1.618 |
4.507 |
1.000 |
4.458 |
0.618 |
4.428 |
HIGH |
4.379 |
0.618 |
4.349 |
0.500 |
4.340 |
0.382 |
4.330 |
LOW |
4.300 |
0.618 |
4.251 |
1.000 |
4.221 |
1.618 |
4.172 |
2.618 |
4.093 |
4.250 |
3.964 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.340 |
4.354 |
PP |
4.332 |
4.342 |
S1 |
4.325 |
4.330 |
|