NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.457 |
4.443 |
-0.014 |
-0.3% |
4.645 |
| High |
4.495 |
4.460 |
-0.035 |
-0.8% |
4.697 |
| Low |
4.428 |
4.335 |
-0.093 |
-2.1% |
4.463 |
| Close |
4.446 |
4.369 |
-0.077 |
-1.7% |
4.493 |
| Range |
0.067 |
0.125 |
0.058 |
86.6% |
0.234 |
| ATR |
0.115 |
0.116 |
0.001 |
0.6% |
0.000 |
| Volume |
19,055 |
21,306 |
2,251 |
11.8% |
104,390 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.691 |
4.438 |
|
| R3 |
4.638 |
4.566 |
4.403 |
|
| R2 |
4.513 |
4.513 |
4.392 |
|
| R1 |
4.441 |
4.441 |
4.380 |
4.415 |
| PP |
4.388 |
4.388 |
4.388 |
4.375 |
| S1 |
4.316 |
4.316 |
4.358 |
4.290 |
| S2 |
4.263 |
4.263 |
4.346 |
|
| S3 |
4.138 |
4.191 |
4.335 |
|
| S4 |
4.013 |
4.066 |
4.300 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.253 |
5.107 |
4.622 |
|
| R3 |
5.019 |
4.873 |
4.557 |
|
| R2 |
4.785 |
4.785 |
4.536 |
|
| R1 |
4.639 |
4.639 |
4.514 |
4.595 |
| PP |
4.551 |
4.551 |
4.551 |
4.529 |
| S1 |
4.405 |
4.405 |
4.472 |
4.361 |
| S2 |
4.317 |
4.317 |
4.450 |
|
| S3 |
4.083 |
4.171 |
4.429 |
|
| S4 |
3.849 |
3.937 |
4.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.556 |
4.335 |
0.221 |
5.1% |
0.094 |
2.2% |
15% |
False |
True |
19,321 |
| 10 |
4.697 |
4.335 |
0.362 |
8.3% |
0.113 |
2.6% |
9% |
False |
True |
21,018 |
| 20 |
4.697 |
4.260 |
0.437 |
10.0% |
0.121 |
2.8% |
25% |
False |
False |
22,635 |
| 40 |
5.106 |
4.260 |
0.846 |
19.4% |
0.117 |
2.7% |
13% |
False |
False |
19,132 |
| 60 |
5.106 |
4.260 |
0.846 |
19.4% |
0.119 |
2.7% |
13% |
False |
False |
16,298 |
| 80 |
5.106 |
4.260 |
0.846 |
19.4% |
0.113 |
2.6% |
13% |
False |
False |
14,273 |
| 100 |
5.106 |
4.260 |
0.846 |
19.4% |
0.113 |
2.6% |
13% |
False |
False |
12,694 |
| 120 |
5.106 |
4.243 |
0.863 |
19.8% |
0.109 |
2.5% |
15% |
False |
False |
11,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.991 |
|
2.618 |
4.787 |
|
1.618 |
4.662 |
|
1.000 |
4.585 |
|
0.618 |
4.537 |
|
HIGH |
4.460 |
|
0.618 |
4.412 |
|
0.500 |
4.398 |
|
0.382 |
4.383 |
|
LOW |
4.335 |
|
0.618 |
4.258 |
|
1.000 |
4.210 |
|
1.618 |
4.133 |
|
2.618 |
4.008 |
|
4.250 |
3.804 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.398 |
4.415 |
| PP |
4.388 |
4.400 |
| S1 |
4.379 |
4.384 |
|