NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.429 |
4.605 |
0.176 |
4.0% |
4.341 |
High |
4.600 |
4.736 |
0.136 |
3.0% |
4.600 |
Low |
4.408 |
4.570 |
0.162 |
3.7% |
4.290 |
Close |
4.557 |
4.700 |
0.143 |
3.1% |
4.557 |
Range |
0.192 |
0.166 |
-0.026 |
-13.5% |
0.310 |
ATR |
0.137 |
0.140 |
0.003 |
2.2% |
0.000 |
Volume |
31,479 |
30,182 |
-1,297 |
-4.1% |
107,838 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.167 |
5.099 |
4.791 |
|
R3 |
5.001 |
4.933 |
4.746 |
|
R2 |
4.835 |
4.835 |
4.730 |
|
R1 |
4.767 |
4.767 |
4.715 |
4.801 |
PP |
4.669 |
4.669 |
4.669 |
4.686 |
S1 |
4.601 |
4.601 |
4.685 |
4.635 |
S2 |
4.503 |
4.503 |
4.670 |
|
S3 |
4.337 |
4.435 |
4.654 |
|
S4 |
4.171 |
4.269 |
4.609 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.412 |
5.295 |
4.728 |
|
R3 |
5.102 |
4.985 |
4.642 |
|
R2 |
4.792 |
4.792 |
4.614 |
|
R1 |
4.675 |
4.675 |
4.585 |
4.734 |
PP |
4.482 |
4.482 |
4.482 |
4.512 |
S1 |
4.365 |
4.365 |
4.529 |
4.424 |
S2 |
4.172 |
4.172 |
4.500 |
|
S3 |
3.862 |
4.055 |
4.472 |
|
S4 |
3.552 |
3.745 |
4.387 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.736 |
4.290 |
0.446 |
9.5% |
0.153 |
3.3% |
92% |
True |
False |
24,400 |
10 |
4.736 |
4.192 |
0.544 |
11.6% |
0.140 |
3.0% |
93% |
True |
False |
21,757 |
20 |
4.830 |
4.192 |
0.638 |
13.6% |
0.141 |
3.0% |
80% |
False |
False |
26,113 |
40 |
4.842 |
4.192 |
0.650 |
13.8% |
0.127 |
2.7% |
78% |
False |
False |
22,019 |
60 |
4.842 |
3.999 |
0.843 |
17.9% |
0.130 |
2.8% |
83% |
False |
False |
18,105 |
80 |
4.842 |
3.994 |
0.848 |
18.0% |
0.124 |
2.6% |
83% |
False |
False |
15,085 |
100 |
4.896 |
3.994 |
0.902 |
19.2% |
0.122 |
2.6% |
78% |
False |
False |
12,930 |
120 |
4.896 |
3.994 |
0.902 |
19.2% |
0.121 |
2.6% |
78% |
False |
False |
11,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.442 |
2.618 |
5.171 |
1.618 |
5.005 |
1.000 |
4.902 |
0.618 |
4.839 |
HIGH |
4.736 |
0.618 |
4.673 |
0.500 |
4.653 |
0.382 |
4.633 |
LOW |
4.570 |
0.618 |
4.467 |
1.000 |
4.404 |
1.618 |
4.301 |
2.618 |
4.135 |
4.250 |
3.865 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.684 |
4.638 |
PP |
4.669 |
4.575 |
S1 |
4.653 |
4.513 |
|