NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.547 |
4.478 |
-0.069 |
-1.5% |
4.454 |
High |
4.553 |
4.572 |
0.019 |
0.4% |
4.590 |
Low |
4.485 |
4.433 |
-0.052 |
-1.2% |
4.393 |
Close |
4.501 |
4.541 |
0.040 |
0.9% |
4.501 |
Range |
0.068 |
0.139 |
0.071 |
104.4% |
0.197 |
ATR |
0.114 |
0.116 |
0.002 |
1.6% |
0.000 |
Volume |
18,706 |
12,795 |
-5,911 |
-31.6% |
59,902 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.932 |
4.876 |
4.617 |
|
R3 |
4.793 |
4.737 |
4.579 |
|
R2 |
4.654 |
4.654 |
4.566 |
|
R1 |
4.598 |
4.598 |
4.554 |
4.626 |
PP |
4.515 |
4.515 |
4.515 |
4.530 |
S1 |
4.459 |
4.459 |
4.528 |
4.487 |
S2 |
4.376 |
4.376 |
4.516 |
|
S3 |
4.237 |
4.320 |
4.503 |
|
S4 |
4.098 |
4.181 |
4.465 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.086 |
4.990 |
4.609 |
|
R3 |
4.889 |
4.793 |
4.555 |
|
R2 |
4.692 |
4.692 |
4.537 |
|
R1 |
4.596 |
4.596 |
4.519 |
4.644 |
PP |
4.495 |
4.495 |
4.495 |
4.519 |
S1 |
4.399 |
4.399 |
4.483 |
4.447 |
S2 |
4.298 |
4.298 |
4.465 |
|
S3 |
4.101 |
4.202 |
4.447 |
|
S4 |
3.904 |
4.005 |
4.393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.590 |
4.399 |
0.191 |
4.2% |
0.118 |
2.6% |
74% |
False |
False |
12,614 |
10 |
4.662 |
4.393 |
0.269 |
5.9% |
0.109 |
2.4% |
55% |
False |
False |
11,594 |
20 |
5.106 |
4.393 |
0.713 |
15.7% |
0.115 |
2.5% |
21% |
False |
False |
14,426 |
40 |
5.106 |
4.393 |
0.713 |
15.7% |
0.114 |
2.5% |
21% |
False |
False |
13,210 |
60 |
5.106 |
4.393 |
0.713 |
15.7% |
0.112 |
2.5% |
21% |
False |
False |
11,951 |
80 |
5.106 |
4.329 |
0.777 |
17.1% |
0.112 |
2.5% |
27% |
False |
False |
10,575 |
100 |
5.106 |
4.243 |
0.863 |
19.0% |
0.108 |
2.4% |
35% |
False |
False |
9,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.163 |
2.618 |
4.936 |
1.618 |
4.797 |
1.000 |
4.711 |
0.618 |
4.658 |
HIGH |
4.572 |
0.618 |
4.519 |
0.500 |
4.503 |
0.382 |
4.486 |
LOW |
4.433 |
0.618 |
4.347 |
1.000 |
4.294 |
1.618 |
4.208 |
2.618 |
4.069 |
4.250 |
3.842 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.528 |
4.526 |
PP |
4.515 |
4.510 |
S1 |
4.503 |
4.495 |
|