NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.293 |
4.389 |
0.096 |
2.2% |
4.332 |
High |
4.428 |
4.446 |
0.018 |
0.4% |
4.400 |
Low |
4.276 |
4.312 |
0.036 |
0.8% |
4.140 |
Close |
4.393 |
4.391 |
-0.002 |
0.0% |
4.290 |
Range |
0.152 |
0.134 |
-0.018 |
-11.8% |
0.260 |
ATR |
0.134 |
0.134 |
0.000 |
0.0% |
0.000 |
Volume |
80,781 |
87,611 |
6,830 |
8.5% |
331,120 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.785 |
4.722 |
4.465 |
|
R3 |
4.651 |
4.588 |
4.428 |
|
R2 |
4.517 |
4.517 |
4.416 |
|
R1 |
4.454 |
4.454 |
4.403 |
4.486 |
PP |
4.383 |
4.383 |
4.383 |
4.399 |
S1 |
4.320 |
4.320 |
4.379 |
4.352 |
S2 |
4.249 |
4.249 |
4.366 |
|
S3 |
4.115 |
4.186 |
4.354 |
|
S4 |
3.981 |
4.052 |
4.317 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.057 |
4.933 |
4.433 |
|
R3 |
4.797 |
4.673 |
4.362 |
|
R2 |
4.537 |
4.537 |
4.338 |
|
R1 |
4.413 |
4.413 |
4.314 |
4.345 |
PP |
4.277 |
4.277 |
4.277 |
4.243 |
S1 |
4.153 |
4.153 |
4.266 |
4.085 |
S2 |
4.017 |
4.017 |
4.242 |
|
S3 |
3.757 |
3.893 |
4.219 |
|
S4 |
3.497 |
3.633 |
4.147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.446 |
4.140 |
0.306 |
7.0% |
0.126 |
2.9% |
82% |
True |
False |
74,611 |
10 |
4.446 |
4.140 |
0.306 |
7.0% |
0.132 |
3.0% |
82% |
True |
False |
69,579 |
20 |
4.798 |
4.140 |
0.658 |
15.0% |
0.138 |
3.2% |
38% |
False |
False |
58,679 |
40 |
4.798 |
4.140 |
0.658 |
15.0% |
0.131 |
3.0% |
38% |
False |
False |
51,600 |
60 |
4.798 |
3.955 |
0.843 |
19.2% |
0.130 |
3.0% |
52% |
False |
False |
41,469 |
80 |
4.798 |
3.955 |
0.843 |
19.2% |
0.124 |
2.8% |
52% |
False |
False |
33,694 |
100 |
4.930 |
3.955 |
0.975 |
22.2% |
0.125 |
2.8% |
45% |
False |
False |
28,566 |
120 |
4.930 |
3.955 |
0.975 |
22.2% |
0.124 |
2.8% |
45% |
False |
False |
24,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.016 |
2.618 |
4.797 |
1.618 |
4.663 |
1.000 |
4.580 |
0.618 |
4.529 |
HIGH |
4.446 |
0.618 |
4.395 |
0.500 |
4.379 |
0.382 |
4.363 |
LOW |
4.312 |
0.618 |
4.229 |
1.000 |
4.178 |
1.618 |
4.095 |
2.618 |
3.961 |
4.250 |
3.743 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.387 |
4.358 |
PP |
4.383 |
4.326 |
S1 |
4.379 |
4.293 |
|