NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.546 |
4.543 |
-0.003 |
-0.1% |
4.231 |
| High |
4.612 |
4.579 |
-0.033 |
-0.7% |
4.555 |
| Low |
4.482 |
4.511 |
0.029 |
0.6% |
4.182 |
| Close |
4.546 |
4.533 |
-0.013 |
-0.3% |
4.505 |
| Range |
0.130 |
0.068 |
-0.062 |
-47.7% |
0.373 |
| ATR |
0.140 |
0.135 |
-0.005 |
-3.7% |
0.000 |
| Volume |
109,015 |
78,355 |
-30,660 |
-28.1% |
563,992 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.745 |
4.707 |
4.570 |
|
| R3 |
4.677 |
4.639 |
4.552 |
|
| R2 |
4.609 |
4.609 |
4.545 |
|
| R1 |
4.571 |
4.571 |
4.539 |
4.556 |
| PP |
4.541 |
4.541 |
4.541 |
4.534 |
| S1 |
4.503 |
4.503 |
4.527 |
4.488 |
| S2 |
4.473 |
4.473 |
4.521 |
|
| S3 |
4.405 |
4.435 |
4.514 |
|
| S4 |
4.337 |
4.367 |
4.496 |
|
|
| 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 |
4.252 |
0.360 |
7.9% |
0.126 |
2.8% |
78% |
False |
False |
112,058 |
| 10 |
4.612 |
4.064 |
0.548 |
12.1% |
0.135 |
3.0% |
86% |
False |
False |
107,005 |
| 20 |
4.612 |
4.064 |
0.548 |
12.1% |
0.132 |
2.9% |
86% |
False |
False |
91,020 |
| 40 |
5.000 |
4.064 |
0.936 |
20.6% |
0.140 |
3.1% |
50% |
False |
False |
67,473 |
| 60 |
5.000 |
4.064 |
0.936 |
20.6% |
0.136 |
3.0% |
50% |
False |
False |
52,911 |
| 80 |
5.000 |
4.064 |
0.936 |
20.6% |
0.134 |
3.0% |
50% |
False |
False |
43,872 |
| 100 |
5.000 |
3.994 |
1.006 |
22.2% |
0.132 |
2.9% |
54% |
False |
False |
36,901 |
| 120 |
5.000 |
3.994 |
1.006 |
22.2% |
0.127 |
2.8% |
54% |
False |
False |
31,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.868 |
|
2.618 |
4.757 |
|
1.618 |
4.689 |
|
1.000 |
4.647 |
|
0.618 |
4.621 |
|
HIGH |
4.579 |
|
0.618 |
4.553 |
|
0.500 |
4.545 |
|
0.382 |
4.537 |
|
LOW |
4.511 |
|
0.618 |
4.469 |
|
1.000 |
4.443 |
|
1.618 |
4.401 |
|
2.618 |
4.333 |
|
4.250 |
4.222 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.545 |
4.521 |
| PP |
4.541 |
4.509 |
| S1 |
4.537 |
4.498 |
|