NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.626 |
4.635 |
0.009 |
0.2% |
4.821 |
High |
4.640 |
4.659 |
0.019 |
0.4% |
4.871 |
Low |
4.571 |
4.598 |
0.027 |
0.6% |
4.644 |
Close |
4.624 |
4.616 |
-0.008 |
-0.2% |
4.668 |
Range |
0.069 |
0.061 |
-0.008 |
-11.6% |
0.227 |
ATR |
0.113 |
0.109 |
-0.004 |
-3.3% |
0.000 |
Volume |
8,315 |
7,229 |
-1,086 |
-13.1% |
63,455 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.807 |
4.773 |
4.650 |
|
R3 |
4.746 |
4.712 |
4.633 |
|
R2 |
4.685 |
4.685 |
4.627 |
|
R1 |
4.651 |
4.651 |
4.622 |
4.638 |
PP |
4.624 |
4.624 |
4.624 |
4.618 |
S1 |
4.590 |
4.590 |
4.610 |
4.577 |
S2 |
4.563 |
4.563 |
4.605 |
|
S3 |
4.502 |
4.529 |
4.599 |
|
S4 |
4.441 |
4.468 |
4.582 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.409 |
5.265 |
4.793 |
|
R3 |
5.182 |
5.038 |
4.730 |
|
R2 |
4.955 |
4.955 |
4.710 |
|
R1 |
4.811 |
4.811 |
4.689 |
4.770 |
PP |
4.728 |
4.728 |
4.728 |
4.707 |
S1 |
4.584 |
4.584 |
4.647 |
4.543 |
S2 |
4.501 |
4.501 |
4.626 |
|
S3 |
4.274 |
4.357 |
4.606 |
|
S4 |
4.047 |
4.130 |
4.543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.837 |
4.571 |
0.266 |
5.8% |
0.100 |
2.2% |
17% |
False |
False |
8,602 |
10 |
4.871 |
4.571 |
0.300 |
6.5% |
0.106 |
2.3% |
15% |
False |
False |
11,725 |
20 |
4.871 |
4.476 |
0.395 |
8.6% |
0.111 |
2.4% |
35% |
False |
False |
11,227 |
40 |
5.283 |
4.476 |
0.807 |
17.5% |
0.114 |
2.5% |
17% |
False |
False |
10,441 |
60 |
5.283 |
4.476 |
0.807 |
17.5% |
0.115 |
2.5% |
17% |
False |
False |
9,107 |
80 |
5.283 |
4.476 |
0.807 |
17.5% |
0.110 |
2.4% |
17% |
False |
False |
8,146 |
100 |
5.283 |
4.476 |
0.807 |
17.5% |
0.110 |
2.4% |
17% |
False |
False |
7,411 |
120 |
5.283 |
4.476 |
0.807 |
17.5% |
0.106 |
2.3% |
17% |
False |
False |
6,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.918 |
2.618 |
4.819 |
1.618 |
4.758 |
1.000 |
4.720 |
0.618 |
4.697 |
HIGH |
4.659 |
0.618 |
4.636 |
0.500 |
4.629 |
0.382 |
4.621 |
LOW |
4.598 |
0.618 |
4.560 |
1.000 |
4.537 |
1.618 |
4.499 |
2.618 |
4.438 |
4.250 |
4.339 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.629 |
4.641 |
PP |
4.624 |
4.632 |
S1 |
4.620 |
4.624 |
|