NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4.443 |
4.350 |
-0.093 |
-2.1% |
4.494 |
| High |
4.460 |
4.354 |
-0.106 |
-2.4% |
4.540 |
| Low |
4.335 |
4.266 |
-0.069 |
-1.6% |
4.266 |
| Close |
4.369 |
4.272 |
-0.097 |
-2.2% |
4.272 |
| Range |
0.125 |
0.088 |
-0.037 |
-29.6% |
0.274 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.8% |
0.000 |
| Volume |
21,306 |
28,368 |
7,062 |
33.1% |
103,409 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.561 |
4.505 |
4.320 |
|
| R3 |
4.473 |
4.417 |
4.296 |
|
| R2 |
4.385 |
4.385 |
4.288 |
|
| R1 |
4.329 |
4.329 |
4.280 |
4.313 |
| PP |
4.297 |
4.297 |
4.297 |
4.290 |
| S1 |
4.241 |
4.241 |
4.264 |
4.225 |
| S2 |
4.209 |
4.209 |
4.256 |
|
| S3 |
4.121 |
4.153 |
4.248 |
|
| S4 |
4.033 |
4.065 |
4.224 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.181 |
5.001 |
4.423 |
|
| R3 |
4.907 |
4.727 |
4.347 |
|
| R2 |
4.633 |
4.633 |
4.322 |
|
| R1 |
4.453 |
4.453 |
4.297 |
4.406 |
| PP |
4.359 |
4.359 |
4.359 |
4.336 |
| S1 |
4.179 |
4.179 |
4.247 |
4.132 |
| S2 |
4.085 |
4.085 |
4.222 |
|
| S3 |
3.811 |
3.905 |
4.197 |
|
| S4 |
3.537 |
3.631 |
4.121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.540 |
4.266 |
0.274 |
6.4% |
0.093 |
2.2% |
2% |
False |
True |
20,681 |
| 10 |
4.697 |
4.266 |
0.431 |
10.1% |
0.108 |
2.5% |
1% |
False |
True |
20,779 |
| 20 |
4.697 |
4.260 |
0.437 |
10.2% |
0.116 |
2.7% |
3% |
False |
False |
23,426 |
| 40 |
5.106 |
4.260 |
0.846 |
19.8% |
0.115 |
2.7% |
1% |
False |
False |
19,526 |
| 60 |
5.106 |
4.260 |
0.846 |
19.8% |
0.119 |
2.8% |
1% |
False |
False |
16,592 |
| 80 |
5.106 |
4.260 |
0.846 |
19.8% |
0.113 |
2.6% |
1% |
False |
False |
14,553 |
| 100 |
5.106 |
4.260 |
0.846 |
19.8% |
0.113 |
2.6% |
1% |
False |
False |
12,925 |
| 120 |
5.106 |
4.243 |
0.863 |
20.2% |
0.109 |
2.5% |
3% |
False |
False |
11,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.728 |
|
2.618 |
4.584 |
|
1.618 |
4.496 |
|
1.000 |
4.442 |
|
0.618 |
4.408 |
|
HIGH |
4.354 |
|
0.618 |
4.320 |
|
0.500 |
4.310 |
|
0.382 |
4.300 |
|
LOW |
4.266 |
|
0.618 |
4.212 |
|
1.000 |
4.178 |
|
1.618 |
4.124 |
|
2.618 |
4.036 |
|
4.250 |
3.892 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.310 |
4.381 |
| PP |
4.297 |
4.344 |
| S1 |
4.285 |
4.308 |
|