NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.455 |
4.471 |
0.016 |
0.4% |
4.478 |
High |
4.487 |
4.551 |
0.064 |
1.4% |
4.572 |
Low |
4.375 |
4.449 |
0.074 |
1.7% |
4.260 |
Close |
4.473 |
4.540 |
0.067 |
1.5% |
4.385 |
Range |
0.112 |
0.102 |
-0.010 |
-8.9% |
0.312 |
ATR |
0.120 |
0.119 |
-0.001 |
-1.1% |
0.000 |
Volume |
25,979 |
18,230 |
-7,749 |
-29.8% |
116,049 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.819 |
4.782 |
4.596 |
|
R3 |
4.717 |
4.680 |
4.568 |
|
R2 |
4.615 |
4.615 |
4.559 |
|
R1 |
4.578 |
4.578 |
4.549 |
4.597 |
PP |
4.513 |
4.513 |
4.513 |
4.523 |
S1 |
4.476 |
4.476 |
4.531 |
4.495 |
S2 |
4.411 |
4.411 |
4.521 |
|
S3 |
4.309 |
4.374 |
4.512 |
|
S4 |
4.207 |
4.272 |
4.484 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.342 |
5.175 |
4.557 |
|
R3 |
5.030 |
4.863 |
4.471 |
|
R2 |
4.718 |
4.718 |
4.442 |
|
R1 |
4.551 |
4.551 |
4.414 |
4.479 |
PP |
4.406 |
4.406 |
4.406 |
4.369 |
S1 |
4.239 |
4.239 |
4.356 |
4.167 |
S2 |
4.094 |
4.094 |
4.328 |
|
S3 |
3.782 |
3.927 |
4.299 |
|
S4 |
3.470 |
3.615 |
4.213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.551 |
4.260 |
0.291 |
6.4% |
0.124 |
2.7% |
96% |
True |
False |
28,405 |
10 |
4.590 |
4.260 |
0.330 |
7.3% |
0.123 |
2.7% |
85% |
False |
False |
22,844 |
20 |
4.817 |
4.260 |
0.557 |
12.3% |
0.114 |
2.5% |
50% |
False |
False |
16,975 |
40 |
5.106 |
4.260 |
0.846 |
18.6% |
0.117 |
2.6% |
33% |
False |
False |
15,775 |
60 |
5.106 |
4.260 |
0.846 |
18.6% |
0.115 |
2.5% |
33% |
False |
False |
14,097 |
80 |
5.106 |
4.260 |
0.846 |
18.6% |
0.113 |
2.5% |
33% |
False |
False |
12,438 |
100 |
5.106 |
4.243 |
0.863 |
19.0% |
0.111 |
2.5% |
34% |
False |
False |
10,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.985 |
2.618 |
4.818 |
1.618 |
4.716 |
1.000 |
4.653 |
0.618 |
4.614 |
HIGH |
4.551 |
0.618 |
4.512 |
0.500 |
4.500 |
0.382 |
4.488 |
LOW |
4.449 |
0.618 |
4.386 |
1.000 |
4.347 |
1.618 |
4.284 |
2.618 |
4.182 |
4.250 |
4.016 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.527 |
4.510 |
PP |
4.513 |
4.480 |
S1 |
4.500 |
4.450 |
|