NYMEX Natural Gas Future October 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 |
4.199 |
4.161 |
-0.038 |
-0.9% |
4.386 |
High |
4.228 |
4.182 |
-0.046 |
-1.1% |
4.440 |
Low |
4.136 |
4.072 |
-0.064 |
-1.5% |
4.151 |
Close |
4.156 |
4.102 |
-0.054 |
-1.3% |
4.157 |
Range |
0.092 |
0.110 |
0.018 |
19.6% |
0.289 |
ATR |
0.119 |
0.118 |
-0.001 |
-0.5% |
0.000 |
Volume |
34,132 |
31,381 |
-2,751 |
-8.1% |
137,982 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.449 |
4.385 |
4.163 |
|
R3 |
4.339 |
4.275 |
4.132 |
|
R2 |
4.229 |
4.229 |
4.122 |
|
R1 |
4.165 |
4.165 |
4.112 |
4.142 |
PP |
4.119 |
4.119 |
4.119 |
4.107 |
S1 |
4.055 |
4.055 |
4.092 |
4.032 |
S2 |
4.009 |
4.009 |
4.082 |
|
S3 |
3.899 |
3.945 |
4.072 |
|
S4 |
3.789 |
3.835 |
4.042 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.116 |
4.926 |
4.316 |
|
R3 |
4.827 |
4.637 |
4.236 |
|
R2 |
4.538 |
4.538 |
4.210 |
|
R1 |
4.348 |
4.348 |
4.183 |
4.299 |
PP |
4.249 |
4.249 |
4.249 |
4.225 |
S1 |
4.059 |
4.059 |
4.131 |
4.010 |
S2 |
3.960 |
3.960 |
4.104 |
|
S3 |
3.671 |
3.770 |
4.078 |
|
S4 |
3.382 |
3.481 |
3.998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.349 |
4.072 |
0.277 |
6.8% |
0.100 |
2.4% |
11% |
False |
True |
31,704 |
10 |
4.572 |
4.072 |
0.500 |
12.2% |
0.108 |
2.6% |
6% |
False |
True |
31,137 |
20 |
4.600 |
4.072 |
0.528 |
12.9% |
0.119 |
2.9% |
6% |
False |
True |
37,068 |
40 |
5.010 |
4.072 |
0.938 |
22.9% |
0.131 |
3.2% |
3% |
False |
True |
32,920 |
60 |
5.010 |
4.072 |
0.938 |
22.9% |
0.129 |
3.1% |
3% |
False |
True |
30,542 |
80 |
5.010 |
4.072 |
0.938 |
22.9% |
0.128 |
3.1% |
3% |
False |
True |
28,418 |
100 |
5.010 |
4.072 |
0.938 |
22.9% |
0.128 |
3.1% |
3% |
False |
True |
26,803 |
120 |
5.010 |
4.051 |
0.959 |
23.4% |
0.124 |
3.0% |
5% |
False |
False |
24,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.650 |
2.618 |
4.470 |
1.618 |
4.360 |
1.000 |
4.292 |
0.618 |
4.250 |
HIGH |
4.182 |
0.618 |
4.140 |
0.500 |
4.127 |
0.382 |
4.114 |
LOW |
4.072 |
0.618 |
4.004 |
1.000 |
3.962 |
1.618 |
3.894 |
2.618 |
3.784 |
4.250 |
3.605 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.127 |
4.150 |
PP |
4.119 |
4.134 |
S1 |
4.110 |
4.118 |
|