NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.399 |
4.540 |
0.141 |
3.2% |
4.258 |
| High |
4.544 |
4.600 |
0.056 |
1.2% |
4.544 |
| Low |
4.385 |
4.482 |
0.097 |
2.2% |
4.200 |
| Close |
4.535 |
4.540 |
0.005 |
0.1% |
4.535 |
| Range |
0.159 |
0.118 |
-0.041 |
-25.8% |
0.344 |
| ATR |
0.136 |
0.135 |
-0.001 |
-0.9% |
0.000 |
| Volume |
42,971 |
53,506 |
10,535 |
24.5% |
182,421 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.895 |
4.835 |
4.605 |
|
| R3 |
4.777 |
4.717 |
4.572 |
|
| R2 |
4.659 |
4.659 |
4.562 |
|
| R1 |
4.599 |
4.599 |
4.551 |
4.599 |
| PP |
4.541 |
4.541 |
4.541 |
4.541 |
| S1 |
4.481 |
4.481 |
4.529 |
4.481 |
| S2 |
4.423 |
4.423 |
4.518 |
|
| S3 |
4.305 |
4.363 |
4.508 |
|
| S4 |
4.187 |
4.245 |
4.475 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.458 |
5.341 |
4.724 |
|
| R3 |
5.114 |
4.997 |
4.630 |
|
| R2 |
4.770 |
4.770 |
4.598 |
|
| R1 |
4.653 |
4.653 |
4.567 |
4.712 |
| PP |
4.426 |
4.426 |
4.426 |
4.456 |
| S1 |
4.309 |
4.309 |
4.503 |
4.368 |
| S2 |
4.082 |
4.082 |
4.472 |
|
| S3 |
3.738 |
3.965 |
4.440 |
|
| S4 |
3.394 |
3.621 |
4.346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.600 |
4.230 |
0.370 |
8.1% |
0.131 |
2.9% |
84% |
True |
False |
40,379 |
| 10 |
4.600 |
4.110 |
0.490 |
10.8% |
0.137 |
3.0% |
88% |
True |
False |
42,593 |
| 20 |
4.600 |
4.110 |
0.490 |
10.8% |
0.128 |
2.8% |
88% |
True |
False |
32,783 |
| 40 |
5.010 |
4.110 |
0.900 |
19.8% |
0.139 |
3.1% |
48% |
False |
False |
32,306 |
| 60 |
5.010 |
4.110 |
0.900 |
19.8% |
0.133 |
2.9% |
48% |
False |
False |
28,876 |
| 80 |
5.010 |
4.110 |
0.900 |
19.8% |
0.131 |
2.9% |
48% |
False |
False |
27,007 |
| 100 |
5.010 |
4.051 |
0.959 |
21.1% |
0.129 |
2.8% |
51% |
False |
False |
24,942 |
| 120 |
5.010 |
4.051 |
0.959 |
21.1% |
0.124 |
2.7% |
51% |
False |
False |
23,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.102 |
|
2.618 |
4.909 |
|
1.618 |
4.791 |
|
1.000 |
4.718 |
|
0.618 |
4.673 |
|
HIGH |
4.600 |
|
0.618 |
4.555 |
|
0.500 |
4.541 |
|
0.382 |
4.527 |
|
LOW |
4.482 |
|
0.618 |
4.409 |
|
1.000 |
4.364 |
|
1.618 |
4.291 |
|
2.618 |
4.173 |
|
4.250 |
3.981 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.541 |
4.504 |
| PP |
4.541 |
4.468 |
| S1 |
4.540 |
4.432 |
|