NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.792 |
4.858 |
0.066 |
1.4% |
4.605 |
High |
4.881 |
4.885 |
0.004 |
0.1% |
4.886 |
Low |
4.768 |
4.800 |
0.032 |
0.7% |
4.570 |
Close |
4.857 |
4.858 |
0.001 |
0.0% |
4.739 |
Range |
0.113 |
0.085 |
-0.028 |
-24.8% |
0.316 |
ATR |
0.141 |
0.137 |
-0.004 |
-2.8% |
0.000 |
Volume |
30,672 |
50,455 |
19,783 |
64.5% |
184,295 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.103 |
5.065 |
4.905 |
|
R3 |
5.018 |
4.980 |
4.881 |
|
R2 |
4.933 |
4.933 |
4.874 |
|
R1 |
4.895 |
4.895 |
4.866 |
4.901 |
PP |
4.848 |
4.848 |
4.848 |
4.850 |
S1 |
4.810 |
4.810 |
4.850 |
4.816 |
S2 |
4.763 |
4.763 |
4.842 |
|
S3 |
4.678 |
4.725 |
4.835 |
|
S4 |
4.593 |
4.640 |
4.811 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.680 |
5.525 |
4.913 |
|
R3 |
5.364 |
5.209 |
4.826 |
|
R2 |
5.048 |
5.048 |
4.797 |
|
R1 |
4.893 |
4.893 |
4.768 |
4.971 |
PP |
4.732 |
4.732 |
4.732 |
4.770 |
S1 |
4.577 |
4.577 |
4.710 |
4.655 |
S2 |
4.416 |
4.416 |
4.681 |
|
S3 |
4.100 |
4.261 |
4.652 |
|
S4 |
3.784 |
3.945 |
4.565 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.886 |
4.628 |
0.258 |
5.3% |
0.125 |
2.6% |
89% |
False |
False |
47,048 |
10 |
4.886 |
4.290 |
0.596 |
12.3% |
0.139 |
2.9% |
95% |
False |
False |
35,724 |
20 |
4.886 |
4.192 |
0.694 |
14.3% |
0.132 |
2.7% |
96% |
False |
False |
29,089 |
40 |
4.886 |
4.192 |
0.694 |
14.3% |
0.131 |
2.7% |
96% |
False |
False |
25,110 |
60 |
4.886 |
4.061 |
0.825 |
17.0% |
0.131 |
2.7% |
97% |
False |
False |
21,205 |
80 |
4.886 |
3.994 |
0.892 |
18.4% |
0.125 |
2.6% |
97% |
False |
False |
17,710 |
100 |
4.896 |
3.994 |
0.902 |
18.6% |
0.122 |
2.5% |
96% |
False |
False |
15,089 |
120 |
4.896 |
3.994 |
0.902 |
18.6% |
0.121 |
2.5% |
96% |
False |
False |
12,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.246 |
2.618 |
5.108 |
1.618 |
5.023 |
1.000 |
4.970 |
0.618 |
4.938 |
HIGH |
4.885 |
0.618 |
4.853 |
0.500 |
4.843 |
0.382 |
4.832 |
LOW |
4.800 |
0.618 |
4.747 |
1.000 |
4.715 |
1.618 |
4.662 |
2.618 |
4.577 |
4.250 |
4.439 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.839 |
PP |
4.848 |
4.820 |
S1 |
4.843 |
4.801 |
|