NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.373 |
4.442 |
0.069 |
1.6% |
4.362 |
High |
4.498 |
4.518 |
0.020 |
0.4% |
4.469 |
Low |
4.353 |
4.392 |
0.039 |
0.9% |
4.219 |
Close |
4.465 |
4.464 |
-0.001 |
0.0% |
4.367 |
Range |
0.145 |
0.126 |
-0.019 |
-13.1% |
0.250 |
ATR |
0.129 |
0.129 |
0.000 |
-0.2% |
0.000 |
Volume |
11,377 |
13,930 |
2,553 |
22.4% |
58,173 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.836 |
4.776 |
4.533 |
|
R3 |
4.710 |
4.650 |
4.499 |
|
R2 |
4.584 |
4.584 |
4.487 |
|
R1 |
4.524 |
4.524 |
4.476 |
4.554 |
PP |
4.458 |
4.458 |
4.458 |
4.473 |
S1 |
4.398 |
4.398 |
4.452 |
4.428 |
S2 |
4.332 |
4.332 |
4.441 |
|
S3 |
4.206 |
4.272 |
4.429 |
|
S4 |
4.080 |
4.146 |
4.395 |
|
|
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 |
4.518 |
4.219 |
0.299 |
6.7% |
0.121 |
2.7% |
82% |
True |
False |
12,713 |
10 |
4.518 |
4.219 |
0.299 |
6.7% |
0.126 |
2.8% |
82% |
True |
False |
13,524 |
20 |
4.850 |
4.219 |
0.631 |
14.1% |
0.133 |
3.0% |
39% |
False |
False |
16,606 |
40 |
4.850 |
4.208 |
0.642 |
14.4% |
0.125 |
2.8% |
40% |
False |
False |
14,342 |
60 |
4.850 |
4.011 |
0.839 |
18.8% |
0.124 |
2.8% |
54% |
False |
False |
12,868 |
80 |
4.850 |
4.011 |
0.839 |
18.8% |
0.118 |
2.6% |
54% |
False |
False |
10,866 |
100 |
4.888 |
4.011 |
0.877 |
19.6% |
0.117 |
2.6% |
52% |
False |
False |
9,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.054 |
2.618 |
4.848 |
1.618 |
4.722 |
1.000 |
4.644 |
0.618 |
4.596 |
HIGH |
4.518 |
0.618 |
4.470 |
0.500 |
4.455 |
0.382 |
4.440 |
LOW |
4.392 |
0.618 |
4.314 |
1.000 |
4.266 |
1.618 |
4.188 |
2.618 |
4.062 |
4.250 |
3.857 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.461 |
4.432 |
PP |
4.458 |
4.400 |
S1 |
4.455 |
4.369 |
|