NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.402 |
4.546 |
0.144 |
3.3% |
4.231 |
High |
4.555 |
4.612 |
0.057 |
1.3% |
4.555 |
Low |
4.383 |
4.482 |
0.099 |
2.3% |
4.182 |
Close |
4.505 |
4.546 |
0.041 |
0.9% |
4.505 |
Range |
0.172 |
0.130 |
-0.042 |
-24.4% |
0.373 |
ATR |
0.141 |
0.140 |
-0.001 |
-0.5% |
0.000 |
Volume |
134,576 |
109,015 |
-25,561 |
-19.0% |
563,992 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.937 |
4.871 |
4.618 |
|
R3 |
4.807 |
4.741 |
4.582 |
|
R2 |
4.677 |
4.677 |
4.570 |
|
R1 |
4.611 |
4.611 |
4.558 |
4.611 |
PP |
4.547 |
4.547 |
4.547 |
4.547 |
S1 |
4.481 |
4.481 |
4.534 |
4.481 |
S2 |
4.417 |
4.417 |
4.522 |
|
S3 |
4.287 |
4.351 |
4.510 |
|
S4 |
4.157 |
4.221 |
4.475 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.533 |
5.392 |
4.710 |
|
R3 |
5.160 |
5.019 |
4.608 |
|
R2 |
4.787 |
4.787 |
4.573 |
|
R1 |
4.646 |
4.646 |
4.539 |
4.717 |
PP |
4.414 |
4.414 |
4.414 |
4.449 |
S1 |
4.273 |
4.273 |
4.471 |
4.344 |
S2 |
4.041 |
4.041 |
4.437 |
|
S3 |
3.668 |
3.900 |
4.402 |
|
S4 |
3.295 |
3.527 |
4.300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.612 |
4.223 |
0.389 |
8.6% |
0.138 |
3.0% |
83% |
True |
False |
113,607 |
10 |
4.612 |
4.064 |
0.548 |
12.1% |
0.144 |
3.2% |
88% |
True |
False |
106,319 |
20 |
4.612 |
4.064 |
0.548 |
12.1% |
0.134 |
2.9% |
88% |
True |
False |
89,277 |
40 |
5.000 |
4.064 |
0.936 |
20.6% |
0.143 |
3.1% |
51% |
False |
False |
66,037 |
60 |
5.000 |
4.064 |
0.936 |
20.6% |
0.138 |
3.0% |
51% |
False |
False |
51,874 |
80 |
5.000 |
4.064 |
0.936 |
20.6% |
0.136 |
3.0% |
51% |
False |
False |
43,079 |
100 |
5.000 |
3.994 |
1.006 |
22.1% |
0.133 |
2.9% |
55% |
False |
False |
36,148 |
120 |
5.000 |
3.994 |
1.006 |
22.1% |
0.127 |
2.8% |
55% |
False |
False |
31,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.165 |
2.618 |
4.952 |
1.618 |
4.822 |
1.000 |
4.742 |
0.618 |
4.692 |
HIGH |
4.612 |
0.618 |
4.562 |
0.500 |
4.547 |
0.382 |
4.532 |
LOW |
4.482 |
0.618 |
4.402 |
1.000 |
4.352 |
1.618 |
4.272 |
2.618 |
4.142 |
4.250 |
3.930 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.547 |
4.508 |
PP |
4.547 |
4.470 |
S1 |
4.546 |
4.432 |
|