NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.386 |
4.355 |
-0.031 |
-0.7% |
4.540 |
High |
4.440 |
4.370 |
-0.070 |
-1.6% |
4.600 |
Low |
4.327 |
4.292 |
-0.035 |
-0.8% |
4.355 |
Close |
4.368 |
4.347 |
-0.021 |
-0.5% |
4.385 |
Range |
0.113 |
0.078 |
-0.035 |
-31.0% |
0.245 |
ATR |
0.133 |
0.129 |
-0.004 |
-3.0% |
0.000 |
Volume |
26,379 |
24,190 |
-2,189 |
-8.3% |
208,518 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.570 |
4.537 |
4.390 |
|
R3 |
4.492 |
4.459 |
4.368 |
|
R2 |
4.414 |
4.414 |
4.361 |
|
R1 |
4.381 |
4.381 |
4.354 |
4.359 |
PP |
4.336 |
4.336 |
4.336 |
4.325 |
S1 |
4.303 |
4.303 |
4.340 |
4.281 |
S2 |
4.258 |
4.258 |
4.333 |
|
S3 |
4.180 |
4.225 |
4.326 |
|
S4 |
4.102 |
4.147 |
4.304 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.182 |
5.028 |
4.520 |
|
R3 |
4.937 |
4.783 |
4.452 |
|
R2 |
4.692 |
4.692 |
4.430 |
|
R1 |
4.538 |
4.538 |
4.407 |
4.493 |
PP |
4.447 |
4.447 |
4.447 |
4.424 |
S1 |
4.293 |
4.293 |
4.363 |
4.248 |
S2 |
4.202 |
4.202 |
4.340 |
|
S3 |
3.957 |
4.048 |
4.318 |
|
S4 |
3.712 |
3.803 |
4.250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.584 |
4.292 |
0.292 |
6.7% |
0.132 |
3.0% |
19% |
False |
True |
32,615 |
10 |
4.600 |
4.263 |
0.337 |
7.8% |
0.126 |
2.9% |
25% |
False |
False |
36,676 |
20 |
4.600 |
4.110 |
0.490 |
11.3% |
0.130 |
3.0% |
48% |
False |
False |
36,547 |
40 |
5.010 |
4.110 |
0.900 |
20.7% |
0.134 |
3.1% |
26% |
False |
False |
34,699 |
60 |
5.010 |
4.110 |
0.900 |
20.7% |
0.134 |
3.1% |
26% |
False |
False |
30,343 |
80 |
5.010 |
4.110 |
0.900 |
20.7% |
0.128 |
2.9% |
26% |
False |
False |
27,810 |
100 |
5.010 |
4.051 |
0.959 |
22.1% |
0.129 |
3.0% |
31% |
False |
False |
25,915 |
120 |
5.010 |
4.051 |
0.959 |
22.1% |
0.125 |
2.9% |
31% |
False |
False |
24,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.702 |
2.618 |
4.574 |
1.618 |
4.496 |
1.000 |
4.448 |
0.618 |
4.418 |
HIGH |
4.370 |
0.618 |
4.340 |
0.500 |
4.331 |
0.382 |
4.322 |
LOW |
4.292 |
0.618 |
4.244 |
1.000 |
4.214 |
1.618 |
4.166 |
2.618 |
4.088 |
4.250 |
3.961 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.342 |
4.373 |
PP |
4.336 |
4.364 |
S1 |
4.331 |
4.356 |
|