NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.086 |
-0.014 |
-0.3% |
4.268 |
High |
4.141 |
4.149 |
0.008 |
0.2% |
4.340 |
Low |
4.053 |
4.031 |
-0.022 |
-0.5% |
4.053 |
Close |
4.113 |
4.115 |
0.002 |
0.0% |
4.113 |
Range |
0.088 |
0.118 |
0.030 |
34.1% |
0.287 |
ATR |
0.112 |
0.112 |
0.000 |
0.4% |
0.000 |
Volume |
72,336 |
85,540 |
13,204 |
18.3% |
199,048 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.402 |
4.180 |
|
R3 |
4.334 |
4.284 |
4.147 |
|
R2 |
4.216 |
4.216 |
4.137 |
|
R1 |
4.166 |
4.166 |
4.126 |
4.191 |
PP |
4.098 |
4.098 |
4.098 |
4.111 |
S1 |
4.048 |
4.048 |
4.104 |
4.073 |
S2 |
3.980 |
3.980 |
4.093 |
|
S3 |
3.862 |
3.930 |
4.083 |
|
S4 |
3.744 |
3.812 |
4.050 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.030 |
4.858 |
4.271 |
|
R3 |
4.743 |
4.571 |
4.192 |
|
R2 |
4.456 |
4.456 |
4.166 |
|
R1 |
4.284 |
4.284 |
4.139 |
4.227 |
PP |
4.169 |
4.169 |
4.169 |
4.140 |
S1 |
3.997 |
3.997 |
4.087 |
3.940 |
S2 |
3.882 |
3.882 |
4.060 |
|
S3 |
3.595 |
3.710 |
4.034 |
|
S4 |
3.308 |
3.423 |
3.955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.340 |
4.031 |
0.309 |
7.5% |
0.115 |
2.8% |
27% |
False |
True |
51,945 |
10 |
4.495 |
4.031 |
0.464 |
11.3% |
0.099 |
2.4% |
18% |
False |
True |
37,151 |
20 |
4.697 |
4.031 |
0.666 |
16.2% |
0.111 |
2.7% |
13% |
False |
True |
29,635 |
40 |
4.993 |
4.031 |
0.962 |
23.4% |
0.114 |
2.8% |
9% |
False |
True |
23,117 |
60 |
5.106 |
4.031 |
1.075 |
26.1% |
0.115 |
2.8% |
8% |
False |
True |
19,992 |
80 |
5.106 |
4.031 |
1.075 |
26.1% |
0.114 |
2.8% |
8% |
False |
True |
17,690 |
100 |
5.106 |
4.031 |
1.075 |
26.1% |
0.113 |
2.7% |
8% |
False |
True |
15,525 |
120 |
5.106 |
4.031 |
1.075 |
26.1% |
0.111 |
2.7% |
8% |
False |
True |
13,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.651 |
2.618 |
4.458 |
1.618 |
4.340 |
1.000 |
4.267 |
0.618 |
4.222 |
HIGH |
4.149 |
0.618 |
4.104 |
0.500 |
4.090 |
0.382 |
4.076 |
LOW |
4.031 |
0.618 |
3.958 |
1.000 |
3.913 |
1.618 |
3.840 |
2.618 |
3.722 |
4.250 |
3.530 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.107 |
4.138 |
PP |
4.098 |
4.130 |
S1 |
4.090 |
4.123 |
|