NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.372 |
4.313 |
-0.059 |
-1.3% |
4.263 |
High |
4.389 |
4.411 |
0.022 |
0.5% |
4.422 |
Low |
4.301 |
4.251 |
-0.050 |
-1.2% |
4.194 |
Close |
4.311 |
4.363 |
0.052 |
1.2% |
4.311 |
Range |
0.088 |
0.160 |
0.072 |
81.8% |
0.228 |
ATR |
0.135 |
0.137 |
0.002 |
1.3% |
0.000 |
Volume |
67,953 |
71,500 |
3,547 |
5.2% |
439,287 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.822 |
4.752 |
4.451 |
|
R3 |
4.662 |
4.592 |
4.407 |
|
R2 |
4.502 |
4.502 |
4.392 |
|
R1 |
4.432 |
4.432 |
4.378 |
4.467 |
PP |
4.342 |
4.342 |
4.342 |
4.359 |
S1 |
4.272 |
4.272 |
4.348 |
4.307 |
S2 |
4.182 |
4.182 |
4.334 |
|
S3 |
4.022 |
4.112 |
4.319 |
|
S4 |
3.862 |
3.952 |
4.275 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.993 |
4.880 |
4.436 |
|
R3 |
4.765 |
4.652 |
4.374 |
|
R2 |
4.537 |
4.537 |
4.353 |
|
R1 |
4.424 |
4.424 |
4.332 |
4.481 |
PP |
4.309 |
4.309 |
4.309 |
4.337 |
S1 |
4.196 |
4.196 |
4.290 |
4.253 |
S2 |
4.081 |
4.081 |
4.269 |
|
S3 |
3.853 |
3.968 |
4.248 |
|
S4 |
3.625 |
3.740 |
4.186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.422 |
4.213 |
0.209 |
4.8% |
0.138 |
3.2% |
72% |
False |
False |
88,909 |
10 |
4.476 |
4.186 |
0.290 |
6.6% |
0.129 |
3.0% |
61% |
False |
False |
75,035 |
20 |
5.000 |
4.186 |
0.814 |
18.7% |
0.140 |
3.2% |
22% |
False |
False |
65,303 |
40 |
5.000 |
4.186 |
0.814 |
18.7% |
0.137 |
3.1% |
22% |
False |
False |
46,859 |
60 |
5.000 |
4.186 |
0.814 |
18.7% |
0.133 |
3.1% |
22% |
False |
False |
38,138 |
80 |
5.000 |
4.061 |
0.939 |
21.5% |
0.133 |
3.1% |
32% |
False |
False |
31,728 |
100 |
5.000 |
3.994 |
1.006 |
23.1% |
0.128 |
2.9% |
37% |
False |
False |
26,789 |
120 |
5.000 |
3.994 |
1.006 |
23.1% |
0.125 |
2.9% |
37% |
False |
False |
23,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.091 |
2.618 |
4.830 |
1.618 |
4.670 |
1.000 |
4.571 |
0.618 |
4.510 |
HIGH |
4.411 |
0.618 |
4.350 |
0.500 |
4.331 |
0.382 |
4.312 |
LOW |
4.251 |
0.618 |
4.152 |
1.000 |
4.091 |
1.618 |
3.992 |
2.618 |
3.832 |
4.250 |
3.571 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.352 |
4.348 |
PP |
4.342 |
4.333 |
S1 |
4.331 |
4.318 |
|