NYMEX Natural Gas Future September 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 |
4.362 |
4.420 |
0.058 |
1.3% |
4.398 |
High |
4.469 |
4.455 |
-0.014 |
-0.3% |
4.421 |
Low |
4.328 |
4.298 |
-0.030 |
-0.7% |
4.238 |
Close |
4.448 |
4.321 |
-0.127 |
-2.9% |
4.379 |
Range |
0.141 |
0.157 |
0.016 |
11.3% |
0.183 |
ATR |
0.128 |
0.130 |
0.002 |
1.6% |
0.000 |
Volume |
9,833 |
10,078 |
245 |
2.5% |
96,959 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.829 |
4.732 |
4.407 |
|
R3 |
4.672 |
4.575 |
4.364 |
|
R2 |
4.515 |
4.515 |
4.350 |
|
R1 |
4.418 |
4.418 |
4.335 |
4.388 |
PP |
4.358 |
4.358 |
4.358 |
4.343 |
S1 |
4.261 |
4.261 |
4.307 |
4.231 |
S2 |
4.201 |
4.201 |
4.292 |
|
S3 |
4.044 |
4.104 |
4.278 |
|
S4 |
3.887 |
3.947 |
4.235 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.895 |
4.820 |
4.480 |
|
R3 |
4.712 |
4.637 |
4.429 |
|
R2 |
4.529 |
4.529 |
4.413 |
|
R1 |
4.454 |
4.454 |
4.396 |
4.400 |
PP |
4.346 |
4.346 |
4.346 |
4.319 |
S1 |
4.271 |
4.271 |
4.362 |
4.217 |
S2 |
4.163 |
4.163 |
4.345 |
|
S3 |
3.980 |
4.088 |
4.329 |
|
S4 |
3.797 |
3.905 |
4.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.469 |
4.238 |
0.231 |
5.3% |
0.130 |
3.0% |
36% |
False |
False |
14,335 |
10 |
4.818 |
4.238 |
0.580 |
13.4% |
0.150 |
3.5% |
14% |
False |
False |
20,883 |
20 |
4.850 |
4.238 |
0.612 |
14.2% |
0.128 |
3.0% |
14% |
False |
False |
15,839 |
40 |
4.850 |
4.208 |
0.642 |
14.9% |
0.126 |
2.9% |
18% |
False |
False |
13,973 |
60 |
4.850 |
4.011 |
0.839 |
19.4% |
0.125 |
2.9% |
37% |
False |
False |
12,222 |
80 |
4.888 |
4.011 |
0.877 |
20.3% |
0.118 |
2.7% |
35% |
False |
False |
10,310 |
100 |
4.888 |
4.011 |
0.877 |
20.3% |
0.116 |
2.7% |
35% |
False |
False |
8,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.122 |
2.618 |
4.866 |
1.618 |
4.709 |
1.000 |
4.612 |
0.618 |
4.552 |
HIGH |
4.455 |
0.618 |
4.395 |
0.500 |
4.377 |
0.382 |
4.358 |
LOW |
4.298 |
0.618 |
4.201 |
1.000 |
4.141 |
1.618 |
4.044 |
2.618 |
3.887 |
4.250 |
3.631 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.377 |
4.377 |
PP |
4.358 |
4.358 |
S1 |
4.340 |
4.340 |
|