NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.821 |
4.840 |
0.019 |
0.4% |
4.603 |
High |
4.871 |
4.842 |
-0.029 |
-0.6% |
4.823 |
Low |
4.766 |
4.790 |
0.024 |
0.5% |
4.560 |
Close |
4.822 |
4.806 |
-0.016 |
-0.3% |
4.816 |
Range |
0.105 |
0.052 |
-0.053 |
-50.5% |
0.263 |
ATR |
0.117 |
0.113 |
-0.005 |
-4.0% |
0.000 |
Volume |
20,153 |
12,867 |
-7,286 |
-36.2% |
68,450 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.969 |
4.939 |
4.835 |
|
R3 |
4.917 |
4.887 |
4.820 |
|
R2 |
4.865 |
4.865 |
4.816 |
|
R1 |
4.835 |
4.835 |
4.811 |
4.824 |
PP |
4.813 |
4.813 |
4.813 |
4.807 |
S1 |
4.783 |
4.783 |
4.801 |
4.772 |
S2 |
4.761 |
4.761 |
4.796 |
|
S3 |
4.709 |
4.731 |
4.792 |
|
S4 |
4.657 |
4.679 |
4.777 |
|
|
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 |
4.600 |
0.271 |
5.6% |
0.101 |
2.1% |
76% |
False |
False |
15,429 |
10 |
4.871 |
4.476 |
0.395 |
8.2% |
0.110 |
2.3% |
84% |
False |
False |
13,813 |
20 |
4.871 |
4.476 |
0.395 |
8.2% |
0.109 |
2.3% |
84% |
False |
False |
10,475 |
40 |
5.283 |
4.476 |
0.807 |
16.8% |
0.117 |
2.4% |
41% |
False |
False |
9,976 |
60 |
5.283 |
4.476 |
0.807 |
16.8% |
0.114 |
2.4% |
41% |
False |
False |
8,867 |
80 |
5.283 |
4.476 |
0.807 |
16.8% |
0.112 |
2.3% |
41% |
False |
False |
7,951 |
100 |
5.283 |
4.476 |
0.807 |
16.8% |
0.110 |
2.3% |
41% |
False |
False |
7,070 |
120 |
5.283 |
4.476 |
0.807 |
16.8% |
0.105 |
2.2% |
41% |
False |
False |
6,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.063 |
2.618 |
4.978 |
1.618 |
4.926 |
1.000 |
4.894 |
0.618 |
4.874 |
HIGH |
4.842 |
0.618 |
4.822 |
0.500 |
4.816 |
0.382 |
4.810 |
LOW |
4.790 |
0.618 |
4.758 |
1.000 |
4.738 |
1.618 |
4.706 |
2.618 |
4.654 |
4.250 |
4.569 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.816 |
4.798 |
PP |
4.813 |
4.790 |
S1 |
4.809 |
4.783 |
|