NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.175 |
4.276 |
0.101 |
2.4% |
4.086 |
High |
4.306 |
4.306 |
0.000 |
0.0% |
4.306 |
Low |
4.117 |
4.211 |
0.094 |
2.3% |
4.031 |
Close |
4.279 |
4.219 |
-0.060 |
-1.4% |
4.219 |
Range |
0.189 |
0.095 |
-0.094 |
-49.7% |
0.275 |
ATR |
0.118 |
0.116 |
-0.002 |
-1.4% |
0.000 |
Volume |
74,072 |
77,761 |
3,689 |
5.0% |
403,925 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.530 |
4.470 |
4.271 |
|
R3 |
4.435 |
4.375 |
4.245 |
|
R2 |
4.340 |
4.340 |
4.236 |
|
R1 |
4.280 |
4.280 |
4.228 |
4.263 |
PP |
4.245 |
4.245 |
4.245 |
4.237 |
S1 |
4.185 |
4.185 |
4.210 |
4.168 |
S2 |
4.150 |
4.150 |
4.202 |
|
S3 |
4.055 |
4.090 |
4.193 |
|
S4 |
3.960 |
3.995 |
4.167 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.010 |
4.890 |
4.370 |
|
R3 |
4.735 |
4.615 |
4.295 |
|
R2 |
4.460 |
4.460 |
4.269 |
|
R1 |
4.340 |
4.340 |
4.244 |
4.400 |
PP |
4.185 |
4.185 |
4.185 |
4.216 |
S1 |
4.065 |
4.065 |
4.194 |
4.125 |
S2 |
3.910 |
3.910 |
4.169 |
|
S3 |
3.635 |
3.790 |
4.143 |
|
S4 |
3.360 |
3.515 |
4.068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.306 |
4.031 |
0.275 |
6.5% |
0.126 |
3.0% |
68% |
True |
False |
80,785 |
10 |
4.340 |
4.031 |
0.309 |
7.3% |
0.114 |
2.7% |
61% |
False |
False |
60,297 |
20 |
4.697 |
4.031 |
0.666 |
15.8% |
0.111 |
2.6% |
28% |
False |
False |
40,538 |
40 |
4.697 |
4.031 |
0.666 |
15.8% |
0.114 |
2.7% |
28% |
False |
False |
29,565 |
60 |
5.106 |
4.031 |
1.075 |
25.5% |
0.117 |
2.8% |
17% |
False |
False |
24,722 |
80 |
5.106 |
4.031 |
1.075 |
25.5% |
0.115 |
2.7% |
17% |
False |
False |
21,293 |
100 |
5.106 |
4.031 |
1.075 |
25.5% |
0.114 |
2.7% |
17% |
False |
False |
18,520 |
120 |
5.106 |
4.031 |
1.075 |
25.5% |
0.112 |
2.7% |
17% |
False |
False |
16,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.710 |
2.618 |
4.555 |
1.618 |
4.460 |
1.000 |
4.401 |
0.618 |
4.365 |
HIGH |
4.306 |
0.618 |
4.270 |
0.500 |
4.259 |
0.382 |
4.247 |
LOW |
4.211 |
0.618 |
4.152 |
1.000 |
4.116 |
1.618 |
4.057 |
2.618 |
3.962 |
4.250 |
3.807 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.259 |
4.217 |
PP |
4.245 |
4.214 |
S1 |
4.232 |
4.212 |
|