NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.351 |
4.367 |
0.016 |
0.4% |
4.525 |
High |
4.445 |
4.430 |
-0.015 |
-0.3% |
4.586 |
Low |
4.334 |
4.312 |
-0.022 |
-0.5% |
4.334 |
Close |
4.370 |
4.355 |
-0.015 |
-0.3% |
4.370 |
Range |
0.111 |
0.118 |
0.007 |
6.3% |
0.252 |
ATR |
0.139 |
0.138 |
-0.002 |
-1.1% |
0.000 |
Volume |
52,204 |
59,822 |
7,618 |
14.6% |
284,908 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.720 |
4.655 |
4.420 |
|
R3 |
4.602 |
4.537 |
4.387 |
|
R2 |
4.484 |
4.484 |
4.377 |
|
R1 |
4.419 |
4.419 |
4.366 |
4.393 |
PP |
4.366 |
4.366 |
4.366 |
4.352 |
S1 |
4.301 |
4.301 |
4.344 |
4.275 |
S2 |
4.248 |
4.248 |
4.333 |
|
S3 |
4.130 |
4.183 |
4.323 |
|
S4 |
4.012 |
4.065 |
4.290 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.186 |
5.030 |
4.509 |
|
R3 |
4.934 |
4.778 |
4.439 |
|
R2 |
4.682 |
4.682 |
4.416 |
|
R1 |
4.526 |
4.526 |
4.393 |
4.478 |
PP |
4.430 |
4.430 |
4.430 |
4.406 |
S1 |
4.274 |
4.274 |
4.347 |
4.226 |
S2 |
4.178 |
4.178 |
4.324 |
|
S3 |
3.926 |
4.022 |
4.301 |
|
S4 |
3.674 |
3.770 |
4.231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.573 |
4.312 |
0.261 |
6.0% |
0.137 |
3.1% |
16% |
False |
True |
57,919 |
10 |
4.586 |
4.203 |
0.383 |
8.8% |
0.136 |
3.1% |
40% |
False |
False |
57,362 |
20 |
4.586 |
4.067 |
0.519 |
11.9% |
0.135 |
3.1% |
55% |
False |
False |
46,142 |
40 |
5.011 |
4.067 |
0.944 |
21.7% |
0.141 |
3.2% |
31% |
False |
False |
43,796 |
60 |
5.011 |
4.067 |
0.944 |
21.7% |
0.138 |
3.2% |
31% |
False |
False |
35,067 |
80 |
5.011 |
4.067 |
0.944 |
21.7% |
0.132 |
3.0% |
31% |
False |
False |
29,233 |
100 |
5.011 |
4.011 |
1.000 |
23.0% |
0.131 |
3.0% |
34% |
False |
False |
25,399 |
120 |
5.011 |
4.011 |
1.000 |
23.0% |
0.126 |
2.9% |
34% |
False |
False |
22,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.932 |
2.618 |
4.739 |
1.618 |
4.621 |
1.000 |
4.548 |
0.618 |
4.503 |
HIGH |
4.430 |
0.618 |
4.385 |
0.500 |
4.371 |
0.382 |
4.357 |
LOW |
4.312 |
0.618 |
4.239 |
1.000 |
4.194 |
1.618 |
4.121 |
2.618 |
4.003 |
4.250 |
3.811 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.371 |
4.437 |
PP |
4.366 |
4.410 |
S1 |
4.360 |
4.382 |
|