NYMEX Natural Gas Future December 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 |
4.315 |
4.311 |
-0.004 |
-0.1% |
4.390 |
High |
4.350 |
4.333 |
-0.017 |
-0.4% |
4.440 |
Low |
4.217 |
4.268 |
0.051 |
1.2% |
4.217 |
Close |
4.271 |
4.307 |
0.036 |
0.8% |
4.307 |
Range |
0.133 |
0.065 |
-0.068 |
-51.1% |
0.223 |
ATR |
0.107 |
0.104 |
-0.003 |
-2.8% |
0.000 |
Volume |
19,631 |
23,826 |
4,195 |
21.4% |
104,966 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.498 |
4.467 |
4.343 |
|
R3 |
4.433 |
4.402 |
4.325 |
|
R2 |
4.368 |
4.368 |
4.319 |
|
R1 |
4.337 |
4.337 |
4.313 |
4.320 |
PP |
4.303 |
4.303 |
4.303 |
4.294 |
S1 |
4.272 |
4.272 |
4.301 |
4.255 |
S2 |
4.238 |
4.238 |
4.295 |
|
S3 |
4.173 |
4.207 |
4.289 |
|
S4 |
4.108 |
4.142 |
4.271 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.990 |
4.872 |
4.430 |
|
R3 |
4.767 |
4.649 |
4.368 |
|
R2 |
4.544 |
4.544 |
4.348 |
|
R1 |
4.426 |
4.426 |
4.327 |
4.374 |
PP |
4.321 |
4.321 |
4.321 |
4.295 |
S1 |
4.203 |
4.203 |
4.287 |
4.151 |
S2 |
4.098 |
4.098 |
4.266 |
|
S3 |
3.875 |
3.980 |
4.246 |
|
S4 |
3.652 |
3.757 |
4.184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.440 |
4.217 |
0.223 |
5.2% |
0.094 |
2.2% |
40% |
False |
False |
20,993 |
10 |
4.516 |
4.217 |
0.299 |
6.9% |
0.104 |
2.4% |
30% |
False |
False |
24,191 |
20 |
4.710 |
4.217 |
0.493 |
11.4% |
0.098 |
2.3% |
18% |
False |
False |
19,772 |
40 |
4.871 |
4.217 |
0.654 |
15.2% |
0.104 |
2.4% |
14% |
False |
False |
15,394 |
60 |
5.283 |
4.217 |
1.066 |
24.8% |
0.112 |
2.6% |
8% |
False |
False |
13,524 |
80 |
5.283 |
4.217 |
1.066 |
24.8% |
0.112 |
2.6% |
8% |
False |
False |
11,815 |
100 |
5.283 |
4.217 |
1.066 |
24.8% |
0.109 |
2.5% |
8% |
False |
False |
10,419 |
120 |
5.283 |
4.217 |
1.066 |
24.8% |
0.108 |
2.5% |
8% |
False |
False |
9,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.609 |
2.618 |
4.503 |
1.618 |
4.438 |
1.000 |
4.398 |
0.618 |
4.373 |
HIGH |
4.333 |
0.618 |
4.308 |
0.500 |
4.301 |
0.382 |
4.293 |
LOW |
4.268 |
0.618 |
4.228 |
1.000 |
4.203 |
1.618 |
4.163 |
2.618 |
4.098 |
4.250 |
3.992 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.305 |
4.299 |
PP |
4.303 |
4.291 |
S1 |
4.301 |
4.284 |
|