NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.540 |
4.534 |
-0.006 |
-0.1% |
4.258 |
High |
4.600 |
4.572 |
-0.028 |
-0.6% |
4.544 |
Low |
4.482 |
4.504 |
0.022 |
0.5% |
4.200 |
Close |
4.540 |
4.526 |
-0.014 |
-0.3% |
4.535 |
Range |
0.118 |
0.068 |
-0.050 |
-42.4% |
0.344 |
ATR |
0.135 |
0.130 |
-0.005 |
-3.5% |
0.000 |
Volume |
53,506 |
42,503 |
-11,003 |
-20.6% |
182,421 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.738 |
4.700 |
4.563 |
|
R3 |
4.670 |
4.632 |
4.545 |
|
R2 |
4.602 |
4.602 |
4.538 |
|
R1 |
4.564 |
4.564 |
4.532 |
4.549 |
PP |
4.534 |
4.534 |
4.534 |
4.527 |
S1 |
4.496 |
4.496 |
4.520 |
4.481 |
S2 |
4.466 |
4.466 |
4.514 |
|
S3 |
4.398 |
4.428 |
4.507 |
|
S4 |
4.330 |
4.360 |
4.489 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.458 |
5.341 |
4.724 |
|
R3 |
5.114 |
4.997 |
4.630 |
|
R2 |
4.770 |
4.770 |
4.598 |
|
R1 |
4.653 |
4.653 |
4.567 |
4.712 |
PP |
4.426 |
4.426 |
4.426 |
4.456 |
S1 |
4.309 |
4.309 |
4.503 |
4.368 |
S2 |
4.082 |
4.082 |
4.472 |
|
S3 |
3.738 |
3.965 |
4.440 |
|
S4 |
3.394 |
3.621 |
4.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.600 |
4.263 |
0.337 |
7.4% |
0.120 |
2.7% |
78% |
False |
False |
40,736 |
10 |
4.600 |
4.110 |
0.490 |
10.8% |
0.129 |
2.9% |
85% |
False |
False |
44,300 |
20 |
4.600 |
4.110 |
0.490 |
10.8% |
0.125 |
2.8% |
85% |
False |
False |
33,795 |
40 |
5.010 |
4.110 |
0.900 |
19.9% |
0.136 |
3.0% |
46% |
False |
False |
32,907 |
60 |
5.010 |
4.110 |
0.900 |
19.9% |
0.132 |
2.9% |
46% |
False |
False |
29,227 |
80 |
5.010 |
4.110 |
0.900 |
19.9% |
0.130 |
2.9% |
46% |
False |
False |
27,217 |
100 |
5.010 |
4.051 |
0.959 |
21.2% |
0.129 |
2.8% |
50% |
False |
False |
25,178 |
120 |
5.010 |
4.051 |
0.959 |
21.2% |
0.124 |
2.7% |
50% |
False |
False |
23,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.861 |
2.618 |
4.750 |
1.618 |
4.682 |
1.000 |
4.640 |
0.618 |
4.614 |
HIGH |
4.572 |
0.618 |
4.546 |
0.500 |
4.538 |
0.382 |
4.530 |
LOW |
4.504 |
0.618 |
4.462 |
1.000 |
4.436 |
1.618 |
4.394 |
2.618 |
4.326 |
4.250 |
4.215 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.538 |
4.515 |
PP |
4.534 |
4.504 |
S1 |
4.530 |
4.493 |
|