NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.476 |
4.343 |
-0.133 |
-3.0% |
4.821 |
| High |
4.485 |
4.409 |
-0.076 |
-1.7% |
4.841 |
| Low |
4.353 |
4.305 |
-0.048 |
-1.1% |
4.353 |
| Close |
4.360 |
4.352 |
-0.008 |
-0.2% |
4.360 |
| Range |
0.132 |
0.104 |
-0.028 |
-21.2% |
0.488 |
| ATR |
0.147 |
0.144 |
-0.003 |
-2.1% |
0.000 |
| Volume |
56,949 |
43,496 |
-13,453 |
-23.6% |
247,606 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.667 |
4.614 |
4.409 |
|
| R3 |
4.563 |
4.510 |
4.381 |
|
| R2 |
4.459 |
4.459 |
4.371 |
|
| R1 |
4.406 |
4.406 |
4.362 |
4.433 |
| PP |
4.355 |
4.355 |
4.355 |
4.369 |
| S1 |
4.302 |
4.302 |
4.342 |
4.329 |
| S2 |
4.251 |
4.251 |
4.333 |
|
| S3 |
4.147 |
4.198 |
4.323 |
|
| S4 |
4.043 |
4.094 |
4.295 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.982 |
5.659 |
4.628 |
|
| R3 |
5.494 |
5.171 |
4.494 |
|
| R2 |
5.006 |
5.006 |
4.449 |
|
| R1 |
4.683 |
4.683 |
4.405 |
4.601 |
| PP |
4.518 |
4.518 |
4.518 |
4.477 |
| S1 |
4.195 |
4.195 |
4.315 |
4.113 |
| S2 |
4.030 |
4.030 |
4.271 |
|
| S3 |
3.542 |
3.707 |
4.226 |
|
| S4 |
3.054 |
3.219 |
4.092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.691 |
4.305 |
0.386 |
8.9% |
0.119 |
2.7% |
12% |
False |
True |
48,383 |
| 10 |
5.000 |
4.305 |
0.695 |
16.0% |
0.150 |
3.4% |
7% |
False |
True |
55,571 |
| 20 |
5.000 |
4.290 |
0.710 |
16.3% |
0.148 |
3.4% |
9% |
False |
False |
43,926 |
| 40 |
5.000 |
4.192 |
0.808 |
18.6% |
0.138 |
3.2% |
20% |
False |
False |
33,856 |
| 60 |
5.000 |
4.192 |
0.808 |
18.6% |
0.135 |
3.1% |
20% |
False |
False |
28,156 |
| 80 |
5.000 |
3.994 |
1.006 |
23.1% |
0.132 |
3.0% |
36% |
False |
False |
23,372 |
| 100 |
5.000 |
3.994 |
1.006 |
23.1% |
0.126 |
2.9% |
36% |
False |
False |
19,745 |
| 120 |
5.000 |
3.994 |
1.006 |
23.1% |
0.124 |
2.8% |
36% |
False |
False |
17,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.851 |
|
2.618 |
4.681 |
|
1.618 |
4.577 |
|
1.000 |
4.513 |
|
0.618 |
4.473 |
|
HIGH |
4.409 |
|
0.618 |
4.369 |
|
0.500 |
4.357 |
|
0.382 |
4.345 |
|
LOW |
4.305 |
|
0.618 |
4.241 |
|
1.000 |
4.201 |
|
1.618 |
4.137 |
|
2.618 |
4.033 |
|
4.250 |
3.863 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.357 |
4.467 |
| PP |
4.355 |
4.428 |
| S1 |
4.354 |
4.390 |
|