NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.191 |
4.153 |
-0.038 |
-0.9% |
4.367 |
High |
4.230 |
4.180 |
-0.050 |
-1.2% |
4.430 |
Low |
4.135 |
4.066 |
-0.069 |
-1.7% |
4.138 |
Close |
4.155 |
4.094 |
-0.061 |
-1.5% |
4.145 |
Range |
0.095 |
0.114 |
0.019 |
20.0% |
0.292 |
ATR |
0.123 |
0.122 |
-0.001 |
-0.5% |
0.000 |
Volume |
64,706 |
95,411 |
30,705 |
47.5% |
390,583 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.455 |
4.389 |
4.157 |
|
R3 |
4.341 |
4.275 |
4.125 |
|
R2 |
4.227 |
4.227 |
4.115 |
|
R1 |
4.161 |
4.161 |
4.104 |
4.137 |
PP |
4.113 |
4.113 |
4.113 |
4.102 |
S1 |
4.047 |
4.047 |
4.084 |
4.023 |
S2 |
3.999 |
3.999 |
4.073 |
|
S3 |
3.885 |
3.933 |
4.063 |
|
S4 |
3.771 |
3.819 |
4.031 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.114 |
4.921 |
4.306 |
|
R3 |
4.822 |
4.629 |
4.225 |
|
R2 |
4.530 |
4.530 |
4.199 |
|
R1 |
4.337 |
4.337 |
4.172 |
4.288 |
PP |
4.238 |
4.238 |
4.238 |
4.213 |
S1 |
4.045 |
4.045 |
4.118 |
3.996 |
S2 |
3.946 |
3.946 |
4.091 |
|
S3 |
3.654 |
3.753 |
4.065 |
|
S4 |
3.362 |
3.461 |
3.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.339 |
4.066 |
0.273 |
6.7% |
0.104 |
2.5% |
10% |
False |
True |
83,392 |
10 |
4.562 |
4.066 |
0.496 |
12.1% |
0.113 |
2.8% |
6% |
False |
True |
74,356 |
20 |
4.586 |
4.066 |
0.520 |
12.7% |
0.124 |
3.0% |
5% |
False |
True |
64,092 |
40 |
5.011 |
4.066 |
0.945 |
23.1% |
0.135 |
3.3% |
3% |
False |
True |
51,160 |
60 |
5.011 |
4.066 |
0.945 |
23.1% |
0.132 |
3.2% |
3% |
False |
True |
41,715 |
80 |
5.011 |
4.066 |
0.945 |
23.1% |
0.131 |
3.2% |
3% |
False |
True |
35,251 |
100 |
5.011 |
4.066 |
0.945 |
23.1% |
0.130 |
3.2% |
3% |
False |
True |
30,320 |
120 |
5.011 |
4.011 |
1.000 |
24.4% |
0.126 |
3.1% |
8% |
False |
False |
26,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.665 |
2.618 |
4.478 |
1.618 |
4.364 |
1.000 |
4.294 |
0.618 |
4.250 |
HIGH |
4.180 |
0.618 |
4.136 |
0.500 |
4.123 |
0.382 |
4.110 |
LOW |
4.066 |
0.618 |
3.996 |
1.000 |
3.952 |
1.618 |
3.882 |
2.618 |
3.768 |
4.250 |
3.582 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.123 |
4.148 |
PP |
4.113 |
4.130 |
S1 |
4.104 |
4.112 |
|