NYMEX Natural Gas Future November 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 |
4.300 |
4.266 |
-0.034 |
-0.8% |
4.494 |
High |
4.340 |
4.291 |
-0.049 |
-1.1% |
4.540 |
Low |
4.250 |
4.195 |
-0.055 |
-1.3% |
4.266 |
Close |
4.271 |
4.222 |
-0.049 |
-1.1% |
4.272 |
Range |
0.090 |
0.096 |
0.006 |
6.7% |
0.274 |
ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
Volume |
27,321 |
33,567 |
6,246 |
22.9% |
103,409 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.524 |
4.469 |
4.275 |
|
R3 |
4.428 |
4.373 |
4.248 |
|
R2 |
4.332 |
4.332 |
4.240 |
|
R1 |
4.277 |
4.277 |
4.231 |
4.257 |
PP |
4.236 |
4.236 |
4.236 |
4.226 |
S1 |
4.181 |
4.181 |
4.213 |
4.161 |
S2 |
4.140 |
4.140 |
4.204 |
|
S3 |
4.044 |
4.085 |
4.196 |
|
S4 |
3.948 |
3.989 |
4.169 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.181 |
5.001 |
4.423 |
|
R3 |
4.907 |
4.727 |
4.347 |
|
R2 |
4.633 |
4.633 |
4.322 |
|
R1 |
4.453 |
4.453 |
4.297 |
4.406 |
PP |
4.359 |
4.359 |
4.359 |
4.336 |
S1 |
4.179 |
4.179 |
4.247 |
4.132 |
S2 |
4.085 |
4.085 |
4.222 |
|
S3 |
3.811 |
3.905 |
4.197 |
|
S4 |
3.537 |
3.631 |
4.121 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.460 |
4.195 |
0.265 |
6.3% |
0.092 |
2.2% |
10% |
False |
True |
27,084 |
10 |
4.670 |
4.195 |
0.475 |
11.3% |
0.101 |
2.4% |
6% |
False |
True |
22,960 |
20 |
4.697 |
4.195 |
0.502 |
11.9% |
0.112 |
2.6% |
5% |
False |
True |
24,584 |
40 |
5.106 |
4.195 |
0.911 |
21.6% |
0.115 |
2.7% |
3% |
False |
True |
19,838 |
60 |
5.106 |
4.195 |
0.911 |
21.6% |
0.114 |
2.7% |
3% |
False |
True |
17,336 |
80 |
5.106 |
4.195 |
0.911 |
21.6% |
0.113 |
2.7% |
3% |
False |
True |
15,392 |
100 |
5.106 |
4.195 |
0.911 |
21.6% |
0.112 |
2.7% |
3% |
False |
True |
13,647 |
120 |
5.106 |
4.195 |
0.911 |
21.6% |
0.109 |
2.6% |
3% |
False |
True |
12,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.699 |
2.618 |
4.542 |
1.618 |
4.446 |
1.000 |
4.387 |
0.618 |
4.350 |
HIGH |
4.291 |
0.618 |
4.254 |
0.500 |
4.243 |
0.382 |
4.232 |
LOW |
4.195 |
0.618 |
4.136 |
1.000 |
4.099 |
1.618 |
4.040 |
2.618 |
3.944 |
4.250 |
3.787 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.243 |
4.268 |
PP |
4.236 |
4.252 |
S1 |
4.229 |
4.237 |
|