NYMEX Natural Gas Future July 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 |
4.332 |
4.358 |
0.026 |
0.6% |
4.310 |
High |
4.400 |
4.389 |
-0.011 |
-0.3% |
4.358 |
Low |
4.262 |
4.223 |
-0.039 |
-0.9% |
4.167 |
Close |
4.379 |
4.246 |
-0.133 |
-3.0% |
4.311 |
Range |
0.138 |
0.166 |
0.028 |
20.3% |
0.191 |
ATR |
0.134 |
0.137 |
0.002 |
1.7% |
0.000 |
Volume |
56,074 |
70,382 |
14,308 |
25.5% |
330,779 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.784 |
4.681 |
4.337 |
|
R3 |
4.618 |
4.515 |
4.292 |
|
R2 |
4.452 |
4.452 |
4.276 |
|
R1 |
4.349 |
4.349 |
4.261 |
4.318 |
PP |
4.286 |
4.286 |
4.286 |
4.270 |
S1 |
4.183 |
4.183 |
4.231 |
4.152 |
S2 |
4.120 |
4.120 |
4.216 |
|
S3 |
3.954 |
4.017 |
4.200 |
|
S4 |
3.788 |
3.851 |
4.155 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.852 |
4.772 |
4.416 |
|
R3 |
4.661 |
4.581 |
4.364 |
|
R2 |
4.470 |
4.470 |
4.346 |
|
R1 |
4.390 |
4.390 |
4.329 |
4.430 |
PP |
4.279 |
4.279 |
4.279 |
4.299 |
S1 |
4.199 |
4.199 |
4.293 |
4.239 |
S2 |
4.088 |
4.088 |
4.276 |
|
S3 |
3.897 |
4.008 |
4.258 |
|
S4 |
3.706 |
3.817 |
4.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.400 |
4.167 |
0.233 |
5.5% |
0.138 |
3.2% |
34% |
False |
False |
64,548 |
10 |
4.753 |
4.167 |
0.586 |
13.8% |
0.155 |
3.7% |
13% |
False |
False |
60,350 |
20 |
4.798 |
4.167 |
0.631 |
14.9% |
0.134 |
3.2% |
13% |
False |
False |
47,283 |
40 |
4.798 |
4.141 |
0.657 |
15.5% |
0.132 |
3.1% |
16% |
False |
False |
45,408 |
60 |
4.798 |
3.955 |
0.843 |
19.9% |
0.132 |
3.1% |
35% |
False |
False |
36,007 |
80 |
4.930 |
3.955 |
0.975 |
23.0% |
0.126 |
3.0% |
30% |
False |
False |
29,578 |
100 |
4.930 |
3.955 |
0.975 |
23.0% |
0.123 |
2.9% |
30% |
False |
False |
24,947 |
120 |
4.930 |
3.955 |
0.975 |
23.0% |
0.123 |
2.9% |
30% |
False |
False |
21,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.095 |
2.618 |
4.824 |
1.618 |
4.658 |
1.000 |
4.555 |
0.618 |
4.492 |
HIGH |
4.389 |
0.618 |
4.326 |
0.500 |
4.306 |
0.382 |
4.286 |
LOW |
4.223 |
0.618 |
4.120 |
1.000 |
4.057 |
1.618 |
3.954 |
2.618 |
3.788 |
4.250 |
3.518 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.306 |
4.307 |
PP |
4.286 |
4.287 |
S1 |
4.266 |
4.266 |
|