NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.478 |
4.440 |
-0.038 |
-0.8% |
4.668 |
High |
4.488 |
4.440 |
-0.048 |
-1.1% |
4.710 |
Low |
4.401 |
4.267 |
-0.134 |
-3.0% |
4.457 |
Close |
4.425 |
4.297 |
-0.128 |
-2.9% |
4.462 |
Range |
0.087 |
0.173 |
0.086 |
98.9% |
0.253 |
ATR |
0.101 |
0.107 |
0.005 |
5.0% |
0.000 |
Volume |
18,835 |
22,892 |
4,057 |
21.5% |
44,190 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.854 |
4.748 |
4.392 |
|
R3 |
4.681 |
4.575 |
4.345 |
|
R2 |
4.508 |
4.508 |
4.329 |
|
R1 |
4.402 |
4.402 |
4.313 |
4.369 |
PP |
4.335 |
4.335 |
4.335 |
4.318 |
S1 |
4.229 |
4.229 |
4.281 |
4.196 |
S2 |
4.162 |
4.162 |
4.265 |
|
S3 |
3.989 |
4.056 |
4.249 |
|
S4 |
3.816 |
3.883 |
4.202 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.302 |
5.135 |
4.601 |
|
R3 |
5.049 |
4.882 |
4.532 |
|
R2 |
4.796 |
4.796 |
4.508 |
|
R1 |
4.629 |
4.629 |
4.485 |
4.586 |
PP |
4.543 |
4.543 |
4.543 |
4.522 |
S1 |
4.376 |
4.376 |
4.439 |
4.333 |
S2 |
4.290 |
4.290 |
4.416 |
|
S3 |
4.037 |
4.123 |
4.392 |
|
S4 |
3.784 |
3.870 |
4.323 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.537 |
4.267 |
0.270 |
6.3% |
0.095 |
2.2% |
11% |
False |
True |
17,116 |
10 |
4.726 |
4.267 |
0.459 |
10.7% |
0.090 |
2.1% |
7% |
False |
True |
12,600 |
20 |
4.871 |
4.267 |
0.604 |
14.1% |
0.103 |
2.4% |
5% |
False |
True |
13,210 |
40 |
5.283 |
4.267 |
1.016 |
23.6% |
0.115 |
2.7% |
3% |
False |
True |
10,834 |
60 |
5.283 |
4.267 |
1.016 |
23.6% |
0.113 |
2.6% |
3% |
False |
True |
9,839 |
80 |
5.283 |
4.267 |
1.016 |
23.6% |
0.110 |
2.6% |
3% |
False |
True |
8,927 |
100 |
5.283 |
4.267 |
1.016 |
23.6% |
0.110 |
2.6% |
3% |
False |
True |
8,162 |
120 |
5.283 |
4.267 |
1.016 |
23.6% |
0.107 |
2.5% |
3% |
False |
True |
7,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.175 |
2.618 |
4.893 |
1.618 |
4.720 |
1.000 |
4.613 |
0.618 |
4.547 |
HIGH |
4.440 |
0.618 |
4.374 |
0.500 |
4.354 |
0.382 |
4.333 |
LOW |
4.267 |
0.618 |
4.160 |
1.000 |
4.094 |
1.618 |
3.987 |
2.618 |
3.814 |
4.250 |
3.532 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.354 |
4.402 |
PP |
4.335 |
4.367 |
S1 |
4.316 |
4.332 |
|