NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.515 |
4.535 |
0.020 |
0.4% |
4.402 |
High |
4.540 |
4.648 |
0.108 |
2.4% |
4.648 |
Low |
4.392 |
4.502 |
0.110 |
2.5% |
4.348 |
Close |
4.501 |
4.639 |
0.138 |
3.1% |
4.639 |
Range |
0.148 |
0.146 |
-0.002 |
-1.4% |
0.300 |
ATR |
0.121 |
0.123 |
0.002 |
1.5% |
0.000 |
Volume |
25,368 |
30,753 |
5,385 |
21.2% |
125,979 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.034 |
4.983 |
4.719 |
|
R3 |
4.888 |
4.837 |
4.679 |
|
R2 |
4.742 |
4.742 |
4.666 |
|
R1 |
4.691 |
4.691 |
4.652 |
4.717 |
PP |
4.596 |
4.596 |
4.596 |
4.609 |
S1 |
4.545 |
4.545 |
4.626 |
4.571 |
S2 |
4.450 |
4.450 |
4.612 |
|
S3 |
4.304 |
4.399 |
4.599 |
|
S4 |
4.158 |
4.253 |
4.559 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.445 |
5.342 |
4.804 |
|
R3 |
5.145 |
5.042 |
4.722 |
|
R2 |
4.845 |
4.845 |
4.694 |
|
R1 |
4.742 |
4.742 |
4.667 |
4.794 |
PP |
4.545 |
4.545 |
4.545 |
4.571 |
S1 |
4.442 |
4.442 |
4.612 |
4.494 |
S2 |
4.245 |
4.245 |
4.584 |
|
S3 |
3.945 |
4.142 |
4.557 |
|
S4 |
3.645 |
3.842 |
4.474 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.648 |
4.348 |
0.300 |
6.5% |
0.130 |
2.8% |
97% |
True |
False |
25,195 |
10 |
4.648 |
4.260 |
0.388 |
8.4% |
0.125 |
2.7% |
98% |
True |
False |
26,073 |
20 |
4.672 |
4.260 |
0.412 |
8.9% |
0.117 |
2.5% |
92% |
False |
False |
18,592 |
40 |
5.106 |
4.260 |
0.846 |
18.2% |
0.119 |
2.6% |
45% |
False |
False |
16,815 |
60 |
5.106 |
4.260 |
0.846 |
18.2% |
0.116 |
2.5% |
45% |
False |
False |
14,879 |
80 |
5.106 |
4.260 |
0.846 |
18.2% |
0.114 |
2.5% |
45% |
False |
False |
13,016 |
100 |
5.106 |
4.243 |
0.863 |
18.6% |
0.112 |
2.4% |
46% |
False |
False |
11,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.269 |
2.618 |
5.030 |
1.618 |
4.884 |
1.000 |
4.794 |
0.618 |
4.738 |
HIGH |
4.648 |
0.618 |
4.592 |
0.500 |
4.575 |
0.382 |
4.558 |
LOW |
4.502 |
0.618 |
4.412 |
1.000 |
4.356 |
1.618 |
4.266 |
2.618 |
4.120 |
4.250 |
3.882 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.618 |
4.599 |
PP |
4.596 |
4.560 |
S1 |
4.575 |
4.520 |
|