NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.620 |
4.700 |
0.080 |
1.7% |
4.373 |
High |
4.744 |
4.723 |
-0.021 |
-0.4% |
4.615 |
Low |
4.592 |
4.642 |
0.050 |
1.1% |
4.311 |
Close |
4.710 |
4.681 |
-0.029 |
-0.6% |
4.577 |
Range |
0.152 |
0.081 |
-0.071 |
-46.7% |
0.304 |
ATR |
0.137 |
0.133 |
-0.004 |
-2.9% |
0.000 |
Volume |
23,355 |
34,378 |
11,023 |
47.2% |
79,315 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.925 |
4.884 |
4.726 |
|
R3 |
4.844 |
4.803 |
4.703 |
|
R2 |
4.763 |
4.763 |
4.696 |
|
R1 |
4.722 |
4.722 |
4.688 |
4.702 |
PP |
4.682 |
4.682 |
4.682 |
4.672 |
S1 |
4.641 |
4.641 |
4.674 |
4.621 |
S2 |
4.601 |
4.601 |
4.666 |
|
S3 |
4.520 |
4.560 |
4.659 |
|
S4 |
4.439 |
4.479 |
4.636 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.413 |
5.299 |
4.744 |
|
R3 |
5.109 |
4.995 |
4.661 |
|
R2 |
4.805 |
4.805 |
4.633 |
|
R1 |
4.691 |
4.691 |
4.605 |
4.748 |
PP |
4.501 |
4.501 |
4.501 |
4.530 |
S1 |
4.387 |
4.387 |
4.549 |
4.444 |
S2 |
4.197 |
4.197 |
4.521 |
|
S3 |
3.893 |
4.083 |
4.493 |
|
S4 |
3.589 |
3.779 |
4.410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.744 |
4.311 |
0.433 |
9.3% |
0.140 |
3.0% |
85% |
False |
False |
22,348 |
10 |
4.744 |
4.219 |
0.525 |
11.2% |
0.130 |
2.8% |
88% |
False |
False |
17,531 |
20 |
4.818 |
4.219 |
0.599 |
12.8% |
0.140 |
3.0% |
77% |
False |
False |
19,207 |
40 |
4.850 |
4.208 |
0.642 |
13.7% |
0.124 |
2.6% |
74% |
False |
False |
15,818 |
60 |
4.850 |
4.071 |
0.779 |
16.6% |
0.127 |
2.7% |
78% |
False |
False |
14,107 |
80 |
4.850 |
4.011 |
0.839 |
17.9% |
0.121 |
2.6% |
80% |
False |
False |
12,079 |
100 |
4.888 |
4.011 |
0.877 |
18.7% |
0.118 |
2.5% |
76% |
False |
False |
10,302 |
120 |
4.888 |
4.011 |
0.877 |
18.7% |
0.118 |
2.5% |
76% |
False |
False |
8,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.067 |
2.618 |
4.935 |
1.618 |
4.854 |
1.000 |
4.804 |
0.618 |
4.773 |
HIGH |
4.723 |
0.618 |
4.692 |
0.500 |
4.683 |
0.382 |
4.673 |
LOW |
4.642 |
0.618 |
4.592 |
1.000 |
4.561 |
1.618 |
4.511 |
2.618 |
4.430 |
4.250 |
4.298 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.683 |
4.650 |
PP |
4.682 |
4.619 |
S1 |
4.682 |
4.588 |
|