NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.371 |
4.376 |
0.005 |
0.1% |
4.780 |
High |
4.451 |
4.400 |
-0.051 |
-1.1% |
4.842 |
Low |
4.334 |
4.256 |
-0.078 |
-1.8% |
4.323 |
Close |
4.342 |
4.261 |
-0.081 |
-1.9% |
4.342 |
Range |
0.117 |
0.144 |
0.027 |
23.1% |
0.519 |
ATR |
0.133 |
0.134 |
0.001 |
0.6% |
0.000 |
Volume |
39,900 |
36,995 |
-2,905 |
-7.3% |
154,375 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.738 |
4.643 |
4.340 |
|
R3 |
4.594 |
4.499 |
4.301 |
|
R2 |
4.450 |
4.450 |
4.287 |
|
R1 |
4.355 |
4.355 |
4.274 |
4.331 |
PP |
4.306 |
4.306 |
4.306 |
4.293 |
S1 |
4.211 |
4.211 |
4.248 |
4.187 |
S2 |
4.162 |
4.162 |
4.235 |
|
S3 |
4.018 |
4.067 |
4.221 |
|
S4 |
3.874 |
3.923 |
4.182 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.059 |
5.720 |
4.627 |
|
R3 |
5.540 |
5.201 |
4.485 |
|
R2 |
5.021 |
5.021 |
4.437 |
|
R1 |
4.682 |
4.682 |
4.390 |
4.592 |
PP |
4.502 |
4.502 |
4.502 |
4.458 |
S1 |
4.163 |
4.163 |
4.294 |
4.073 |
S2 |
3.983 |
3.983 |
4.247 |
|
S3 |
3.464 |
3.644 |
4.199 |
|
S4 |
2.945 |
3.125 |
4.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.830 |
4.256 |
0.574 |
13.5% |
0.160 |
3.8% |
1% |
False |
True |
35,145 |
10 |
4.842 |
4.256 |
0.586 |
13.8% |
0.139 |
3.3% |
1% |
False |
True |
25,065 |
20 |
4.842 |
4.193 |
0.649 |
15.2% |
0.130 |
3.0% |
10% |
False |
False |
21,130 |
40 |
4.842 |
4.061 |
0.781 |
18.3% |
0.130 |
3.1% |
26% |
False |
False |
17,263 |
60 |
4.842 |
3.994 |
0.848 |
19.9% |
0.122 |
2.9% |
31% |
False |
False |
13,917 |
80 |
4.896 |
3.994 |
0.902 |
21.2% |
0.119 |
2.8% |
30% |
False |
False |
11,589 |
100 |
4.896 |
3.994 |
0.902 |
21.2% |
0.118 |
2.8% |
30% |
False |
False |
9,754 |
120 |
4.896 |
3.994 |
0.902 |
21.2% |
0.118 |
2.8% |
30% |
False |
False |
8,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.012 |
2.618 |
4.777 |
1.618 |
4.633 |
1.000 |
4.544 |
0.618 |
4.489 |
HIGH |
4.400 |
0.618 |
4.345 |
0.500 |
4.328 |
0.382 |
4.311 |
LOW |
4.256 |
0.618 |
4.167 |
1.000 |
4.112 |
1.618 |
4.023 |
2.618 |
3.879 |
4.250 |
3.644 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.328 |
4.467 |
PP |
4.306 |
4.398 |
S1 |
4.283 |
4.330 |
|