NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 29-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.462 |
4.549 |
0.087 |
1.9% |
4.547 |
High |
4.552 |
4.549 |
-0.003 |
-0.1% |
4.662 |
Low |
4.442 |
4.467 |
0.025 |
0.6% |
4.398 |
Close |
4.535 |
4.493 |
-0.042 |
-0.9% |
4.454 |
Range |
0.110 |
0.082 |
-0.028 |
-25.5% |
0.264 |
ATR |
0.114 |
0.112 |
-0.002 |
-2.0% |
0.000 |
Volume |
7,741 |
11,286 |
3,545 |
45.8% |
55,728 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.749 |
4.703 |
4.538 |
|
R3 |
4.667 |
4.621 |
4.516 |
|
R2 |
4.585 |
4.585 |
4.508 |
|
R1 |
4.539 |
4.539 |
4.501 |
4.521 |
PP |
4.503 |
4.503 |
4.503 |
4.494 |
S1 |
4.457 |
4.457 |
4.485 |
4.439 |
S2 |
4.421 |
4.421 |
4.478 |
|
S3 |
4.339 |
4.375 |
4.470 |
|
S4 |
4.257 |
4.293 |
4.448 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.139 |
4.599 |
|
R3 |
5.033 |
4.875 |
4.527 |
|
R2 |
4.769 |
4.769 |
4.502 |
|
R1 |
4.611 |
4.611 |
4.478 |
4.558 |
PP |
4.505 |
4.505 |
4.505 |
4.478 |
S1 |
4.347 |
4.347 |
4.430 |
4.294 |
S2 |
4.241 |
4.241 |
4.406 |
|
S3 |
3.977 |
4.083 |
4.381 |
|
S4 |
3.713 |
3.819 |
4.309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.570 |
4.393 |
0.177 |
3.9% |
0.103 |
2.3% |
56% |
False |
False |
10,788 |
10 |
4.801 |
4.393 |
0.408 |
9.1% |
0.105 |
2.3% |
25% |
False |
False |
10,944 |
20 |
5.106 |
4.393 |
0.713 |
15.9% |
0.112 |
2.5% |
14% |
False |
False |
15,629 |
40 |
5.106 |
4.393 |
0.713 |
15.9% |
0.118 |
2.6% |
14% |
False |
False |
13,130 |
60 |
5.106 |
4.393 |
0.713 |
15.9% |
0.110 |
2.4% |
14% |
False |
False |
11,486 |
80 |
5.106 |
4.307 |
0.799 |
17.8% |
0.111 |
2.5% |
23% |
False |
False |
10,209 |
100 |
5.106 |
4.243 |
0.863 |
19.2% |
0.106 |
2.4% |
29% |
False |
False |
8,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.898 |
2.618 |
4.764 |
1.618 |
4.682 |
1.000 |
4.631 |
0.618 |
4.600 |
HIGH |
4.549 |
0.618 |
4.518 |
0.500 |
4.508 |
0.382 |
4.498 |
LOW |
4.467 |
0.618 |
4.416 |
1.000 |
4.385 |
1.618 |
4.334 |
2.618 |
4.252 |
4.250 |
4.119 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.508 |
4.486 |
PP |
4.503 |
4.479 |
S1 |
4.498 |
4.473 |
|