NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.343 |
4.246 |
-0.097 |
-2.2% |
4.362 |
High |
4.343 |
4.396 |
0.053 |
1.2% |
4.469 |
Low |
4.239 |
4.219 |
-0.020 |
-0.5% |
4.219 |
Close |
4.244 |
4.367 |
0.123 |
2.9% |
4.367 |
Range |
0.104 |
0.177 |
0.073 |
70.2% |
0.250 |
ATR |
0.124 |
0.127 |
0.004 |
3.1% |
0.000 |
Volume |
9,238 |
16,964 |
7,726 |
83.6% |
58,173 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.858 |
4.790 |
4.464 |
|
R3 |
4.681 |
4.613 |
4.416 |
|
R2 |
4.504 |
4.504 |
4.399 |
|
R1 |
4.436 |
4.436 |
4.383 |
4.470 |
PP |
4.327 |
4.327 |
4.327 |
4.345 |
S1 |
4.259 |
4.259 |
4.351 |
4.293 |
S2 |
4.150 |
4.150 |
4.335 |
|
S3 |
3.973 |
4.082 |
4.318 |
|
S4 |
3.796 |
3.905 |
4.270 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.102 |
4.984 |
4.505 |
|
R3 |
4.852 |
4.734 |
4.436 |
|
R2 |
4.602 |
4.602 |
4.413 |
|
R1 |
4.484 |
4.484 |
4.390 |
4.543 |
PP |
4.352 |
4.352 |
4.352 |
4.381 |
S1 |
4.234 |
4.234 |
4.344 |
4.293 |
S2 |
4.102 |
4.102 |
4.321 |
|
S3 |
3.852 |
3.984 |
4.298 |
|
S4 |
3.602 |
3.734 |
4.230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.469 |
4.219 |
0.250 |
5.7% |
0.126 |
2.9% |
59% |
False |
True |
11,634 |
10 |
4.469 |
4.219 |
0.250 |
5.7% |
0.123 |
2.8% |
59% |
False |
True |
15,513 |
20 |
4.850 |
4.219 |
0.631 |
14.4% |
0.128 |
2.9% |
23% |
False |
True |
16,412 |
40 |
4.850 |
4.208 |
0.642 |
14.7% |
0.126 |
2.9% |
25% |
False |
False |
14,157 |
60 |
4.850 |
4.011 |
0.839 |
19.2% |
0.125 |
2.9% |
42% |
False |
False |
12,688 |
80 |
4.850 |
4.011 |
0.839 |
19.2% |
0.118 |
2.7% |
42% |
False |
False |
10,641 |
100 |
4.888 |
4.011 |
0.877 |
20.1% |
0.116 |
2.7% |
41% |
False |
False |
9,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.148 |
2.618 |
4.859 |
1.618 |
4.682 |
1.000 |
4.573 |
0.618 |
4.505 |
HIGH |
4.396 |
0.618 |
4.328 |
0.500 |
4.308 |
0.382 |
4.287 |
LOW |
4.219 |
0.618 |
4.110 |
1.000 |
4.042 |
1.618 |
3.933 |
2.618 |
3.756 |
4.250 |
3.467 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.347 |
4.347 |
PP |
4.327 |
4.327 |
S1 |
4.308 |
4.308 |
|