NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.253 |
4.285 |
0.032 |
0.8% |
4.250 |
High |
4.339 |
4.328 |
-0.011 |
-0.3% |
4.297 |
Low |
4.196 |
4.160 |
-0.036 |
-0.9% |
4.109 |
Close |
4.318 |
4.182 |
-0.136 |
-3.1% |
4.246 |
Range |
0.143 |
0.168 |
0.025 |
17.5% |
0.188 |
ATR |
0.139 |
0.141 |
0.002 |
1.5% |
0.000 |
Volume |
96,228 |
104,328 |
8,100 |
8.4% |
502,717 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.727 |
4.623 |
4.274 |
|
R3 |
4.559 |
4.455 |
4.228 |
|
R2 |
4.391 |
4.391 |
4.213 |
|
R1 |
4.287 |
4.287 |
4.197 |
4.255 |
PP |
4.223 |
4.223 |
4.223 |
4.208 |
S1 |
4.119 |
4.119 |
4.167 |
4.087 |
S2 |
4.055 |
4.055 |
4.151 |
|
S3 |
3.887 |
3.951 |
4.136 |
|
S4 |
3.719 |
3.783 |
4.090 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.781 |
4.702 |
4.349 |
|
R3 |
4.593 |
4.514 |
4.298 |
|
R2 |
4.405 |
4.405 |
4.280 |
|
R1 |
4.326 |
4.326 |
4.263 |
4.272 |
PP |
4.217 |
4.217 |
4.217 |
4.190 |
S1 |
4.138 |
4.138 |
4.229 |
4.084 |
S2 |
4.029 |
4.029 |
4.212 |
|
S3 |
3.841 |
3.950 |
4.194 |
|
S4 |
3.653 |
3.762 |
4.143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.339 |
4.109 |
0.230 |
5.5% |
0.139 |
3.3% |
32% |
False |
False |
98,907 |
10 |
4.685 |
4.109 |
0.576 |
13.8% |
0.159 |
3.8% |
13% |
False |
False |
113,021 |
20 |
4.729 |
4.109 |
0.620 |
14.8% |
0.139 |
3.3% |
12% |
False |
False |
98,418 |
40 |
4.729 |
4.056 |
0.673 |
16.1% |
0.137 |
3.3% |
19% |
False |
False |
71,944 |
60 |
4.729 |
3.877 |
0.852 |
20.4% |
0.137 |
3.3% |
36% |
False |
False |
55,556 |
80 |
4.850 |
3.877 |
0.973 |
23.3% |
0.132 |
3.2% |
31% |
False |
False |
45,562 |
100 |
4.850 |
3.877 |
0.973 |
23.3% |
0.129 |
3.1% |
31% |
False |
False |
37,741 |
120 |
4.850 |
3.877 |
0.973 |
23.3% |
0.130 |
3.1% |
31% |
False |
False |
32,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.042 |
2.618 |
4.768 |
1.618 |
4.600 |
1.000 |
4.496 |
0.618 |
4.432 |
HIGH |
4.328 |
0.618 |
4.264 |
0.500 |
4.244 |
0.382 |
4.224 |
LOW |
4.160 |
0.618 |
4.056 |
1.000 |
3.992 |
1.618 |
3.888 |
2.618 |
3.720 |
4.250 |
3.446 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.244 |
4.246 |
PP |
4.223 |
4.225 |
S1 |
4.203 |
4.203 |
|