NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.078 |
-0.012 |
-0.3% |
4.163 |
High |
4.129 |
4.105 |
-0.024 |
-0.6% |
4.215 |
Low |
3.992 |
4.040 |
0.048 |
1.2% |
3.992 |
Close |
4.038 |
4.075 |
0.037 |
0.9% |
4.075 |
Range |
0.137 |
0.065 |
-0.072 |
-52.6% |
0.223 |
ATR |
0.115 |
0.112 |
-0.003 |
-3.0% |
0.000 |
Volume |
32,253 |
38,818 |
6,565 |
20.4% |
177,158 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.268 |
4.237 |
4.111 |
|
R3 |
4.203 |
4.172 |
4.093 |
|
R2 |
4.138 |
4.138 |
4.087 |
|
R1 |
4.107 |
4.107 |
4.081 |
4.090 |
PP |
4.073 |
4.073 |
4.073 |
4.065 |
S1 |
4.042 |
4.042 |
4.069 |
4.025 |
S2 |
4.008 |
4.008 |
4.063 |
|
S3 |
3.943 |
3.977 |
4.057 |
|
S4 |
3.878 |
3.912 |
4.039 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.763 |
4.642 |
4.198 |
|
R3 |
4.540 |
4.419 |
4.136 |
|
R2 |
4.317 |
4.317 |
4.116 |
|
R1 |
4.196 |
4.196 |
4.095 |
4.145 |
PP |
4.094 |
4.094 |
4.094 |
4.069 |
S1 |
3.973 |
3.973 |
4.055 |
3.922 |
S2 |
3.871 |
3.871 |
4.034 |
|
S3 |
3.648 |
3.750 |
4.014 |
|
S4 |
3.425 |
3.527 |
3.952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.215 |
3.992 |
0.223 |
5.5% |
0.102 |
2.5% |
37% |
False |
False |
35,431 |
10 |
4.306 |
3.992 |
0.314 |
7.7% |
0.114 |
2.8% |
26% |
False |
False |
58,108 |
20 |
4.540 |
3.992 |
0.548 |
13.4% |
0.106 |
2.6% |
15% |
False |
False |
44,177 |
40 |
4.697 |
3.992 |
0.705 |
17.3% |
0.113 |
2.8% |
12% |
False |
False |
32,613 |
60 |
5.106 |
3.992 |
1.114 |
27.3% |
0.116 |
2.8% |
7% |
False |
False |
27,123 |
80 |
5.106 |
3.992 |
1.114 |
27.3% |
0.116 |
2.9% |
7% |
False |
False |
23,083 |
100 |
5.106 |
3.992 |
1.114 |
27.3% |
0.112 |
2.8% |
7% |
False |
False |
19,843 |
120 |
5.106 |
3.992 |
1.114 |
27.3% |
0.112 |
2.7% |
7% |
False |
False |
17,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.381 |
2.618 |
4.275 |
1.618 |
4.210 |
1.000 |
4.170 |
0.618 |
4.145 |
HIGH |
4.105 |
0.618 |
4.080 |
0.500 |
4.073 |
0.382 |
4.065 |
LOW |
4.040 |
0.618 |
4.000 |
1.000 |
3.975 |
1.618 |
3.935 |
2.618 |
3.870 |
4.250 |
3.764 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.074 |
4.070 |
PP |
4.073 |
4.065 |
S1 |
4.073 |
4.061 |
|