NYMEX Natural Gas Future December 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 |
4.723 |
4.821 |
0.098 |
2.1% |
4.603 |
High |
4.823 |
4.871 |
0.048 |
1.0% |
4.823 |
Low |
4.694 |
4.766 |
0.072 |
1.5% |
4.560 |
Close |
4.816 |
4.822 |
0.006 |
0.1% |
4.816 |
Range |
0.129 |
0.105 |
-0.024 |
-18.6% |
0.263 |
ATR |
0.118 |
0.117 |
-0.001 |
-0.8% |
0.000 |
Volume |
16,542 |
20,153 |
3,611 |
21.8% |
68,450 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.135 |
5.083 |
4.880 |
|
R3 |
5.030 |
4.978 |
4.851 |
|
R2 |
4.925 |
4.925 |
4.841 |
|
R1 |
4.873 |
4.873 |
4.832 |
4.899 |
PP |
4.820 |
4.820 |
4.820 |
4.833 |
S1 |
4.768 |
4.768 |
4.812 |
4.794 |
S2 |
4.715 |
4.715 |
4.803 |
|
S3 |
4.610 |
4.663 |
4.793 |
|
S4 |
4.505 |
4.558 |
4.764 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.522 |
5.432 |
4.961 |
|
R3 |
5.259 |
5.169 |
4.888 |
|
R2 |
4.996 |
4.996 |
4.864 |
|
R1 |
4.906 |
4.906 |
4.840 |
4.951 |
PP |
4.733 |
4.733 |
4.733 |
4.756 |
S1 |
4.643 |
4.643 |
4.792 |
4.688 |
S2 |
4.470 |
4.470 |
4.768 |
|
S3 |
4.207 |
4.380 |
4.744 |
|
S4 |
3.944 |
4.117 |
4.671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.871 |
4.587 |
0.284 |
5.9% |
0.112 |
2.3% |
83% |
True |
False |
15,263 |
10 |
4.871 |
4.476 |
0.395 |
8.2% |
0.117 |
2.4% |
88% |
True |
False |
13,224 |
20 |
4.871 |
4.476 |
0.395 |
8.2% |
0.113 |
2.4% |
88% |
True |
False |
10,343 |
40 |
5.283 |
4.476 |
0.807 |
16.7% |
0.120 |
2.5% |
43% |
False |
False |
9,784 |
60 |
5.283 |
4.476 |
0.807 |
16.7% |
0.115 |
2.4% |
43% |
False |
False |
8,701 |
80 |
5.283 |
4.476 |
0.807 |
16.7% |
0.113 |
2.3% |
43% |
False |
False |
7,879 |
100 |
5.283 |
4.476 |
0.807 |
16.7% |
0.111 |
2.3% |
43% |
False |
False |
6,964 |
120 |
5.283 |
4.476 |
0.807 |
16.7% |
0.105 |
2.2% |
43% |
False |
False |
6,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.317 |
2.618 |
5.146 |
1.618 |
5.041 |
1.000 |
4.976 |
0.618 |
4.936 |
HIGH |
4.871 |
0.618 |
4.831 |
0.500 |
4.819 |
0.382 |
4.806 |
LOW |
4.766 |
0.618 |
4.701 |
1.000 |
4.661 |
1.618 |
4.596 |
2.618 |
4.491 |
4.250 |
4.320 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.821 |
4.793 |
PP |
4.820 |
4.764 |
S1 |
4.819 |
4.736 |
|