NYMEX Natural Gas Future January 2012
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 |
4.390 |
4.400 |
0.010 |
0.2% |
4.564 |
High |
4.451 |
4.464 |
0.013 |
0.3% |
4.636 |
Low |
4.361 |
4.360 |
-0.001 |
0.0% |
4.361 |
Close |
4.432 |
4.439 |
0.007 |
0.2% |
4.432 |
Range |
0.090 |
0.104 |
0.014 |
15.6% |
0.275 |
ATR |
0.105 |
0.105 |
0.000 |
-0.1% |
0.000 |
Volume |
34,710 |
23,189 |
-11,521 |
-33.2% |
95,789 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.733 |
4.690 |
4.496 |
|
R3 |
4.629 |
4.586 |
4.468 |
|
R2 |
4.525 |
4.525 |
4.458 |
|
R1 |
4.482 |
4.482 |
4.449 |
4.504 |
PP |
4.421 |
4.421 |
4.421 |
4.432 |
S1 |
4.378 |
4.378 |
4.429 |
4.400 |
S2 |
4.317 |
4.317 |
4.420 |
|
S3 |
4.213 |
4.274 |
4.410 |
|
S4 |
4.109 |
4.170 |
4.382 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.301 |
5.142 |
4.583 |
|
R3 |
5.026 |
4.867 |
4.508 |
|
R2 |
4.751 |
4.751 |
4.482 |
|
R1 |
4.592 |
4.592 |
4.457 |
4.534 |
PP |
4.476 |
4.476 |
4.476 |
4.448 |
S1 |
4.317 |
4.317 |
4.407 |
4.259 |
S2 |
4.201 |
4.201 |
4.382 |
|
S3 |
3.926 |
4.042 |
4.356 |
|
S4 |
3.651 |
3.767 |
4.281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.636 |
4.360 |
0.276 |
6.2% |
0.107 |
2.4% |
29% |
False |
True |
20,977 |
10 |
4.757 |
4.360 |
0.397 |
8.9% |
0.092 |
2.1% |
20% |
False |
True |
17,870 |
20 |
4.962 |
4.360 |
0.602 |
13.6% |
0.102 |
2.3% |
13% |
False |
True |
17,201 |
40 |
5.242 |
4.360 |
0.882 |
19.9% |
0.105 |
2.4% |
9% |
False |
True |
15,240 |
60 |
5.356 |
4.360 |
0.996 |
22.4% |
0.108 |
2.4% |
8% |
False |
True |
14,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.906 |
2.618 |
4.736 |
1.618 |
4.632 |
1.000 |
4.568 |
0.618 |
4.528 |
HIGH |
4.464 |
0.618 |
4.424 |
0.500 |
4.412 |
0.382 |
4.400 |
LOW |
4.360 |
0.618 |
4.296 |
1.000 |
4.256 |
1.618 |
4.192 |
2.618 |
4.088 |
4.250 |
3.918 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.430 |
4.449 |
PP |
4.421 |
4.446 |
S1 |
4.412 |
4.442 |
|