NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.864 |
4.887 |
0.023 |
0.5% |
4.620 |
High |
4.909 |
5.011 |
0.102 |
2.1% |
4.887 |
Low |
4.816 |
4.550 |
-0.266 |
-5.5% |
4.592 |
Close |
4.893 |
4.726 |
-0.167 |
-3.4% |
4.745 |
Range |
0.093 |
0.461 |
0.368 |
395.7% |
0.295 |
ATR |
0.129 |
0.153 |
0.024 |
18.3% |
0.000 |
Volume |
75,542 |
68,227 |
-7,315 |
-9.7% |
153,635 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.145 |
5.897 |
4.980 |
|
R3 |
5.684 |
5.436 |
4.853 |
|
R2 |
5.223 |
5.223 |
4.811 |
|
R1 |
4.975 |
4.975 |
4.768 |
4.869 |
PP |
4.762 |
4.762 |
4.762 |
4.709 |
S1 |
4.514 |
4.514 |
4.684 |
4.408 |
S2 |
4.301 |
4.301 |
4.641 |
|
S3 |
3.840 |
4.053 |
4.599 |
|
S4 |
3.379 |
3.592 |
4.472 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.626 |
5.481 |
4.907 |
|
R3 |
5.331 |
5.186 |
4.826 |
|
R2 |
5.036 |
5.036 |
4.799 |
|
R1 |
4.891 |
4.891 |
4.772 |
4.964 |
PP |
4.741 |
4.741 |
4.741 |
4.778 |
S1 |
4.596 |
4.596 |
4.718 |
4.669 |
S2 |
4.446 |
4.446 |
4.691 |
|
S3 |
4.151 |
4.301 |
4.664 |
|
S4 |
3.856 |
4.006 |
4.583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.011 |
4.550 |
0.461 |
9.8% |
0.168 |
3.6% |
38% |
True |
True |
60,160 |
10 |
5.011 |
4.311 |
0.700 |
14.8% |
0.169 |
3.6% |
59% |
True |
False |
42,825 |
20 |
5.011 |
4.219 |
0.792 |
16.8% |
0.144 |
3.0% |
64% |
True |
False |
28,082 |
40 |
5.011 |
4.219 |
0.792 |
16.8% |
0.135 |
2.9% |
64% |
True |
False |
22,232 |
60 |
5.011 |
4.191 |
0.820 |
17.4% |
0.132 |
2.8% |
65% |
True |
False |
18,478 |
80 |
5.011 |
4.011 |
1.000 |
21.2% |
0.127 |
2.7% |
72% |
True |
False |
15,800 |
100 |
5.011 |
4.011 |
1.000 |
21.2% |
0.122 |
2.6% |
72% |
True |
False |
13,449 |
120 |
5.011 |
4.011 |
1.000 |
21.2% |
0.121 |
2.6% |
72% |
True |
False |
11,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.970 |
2.618 |
6.218 |
1.618 |
5.757 |
1.000 |
5.472 |
0.618 |
5.296 |
HIGH |
5.011 |
0.618 |
4.835 |
0.500 |
4.781 |
0.382 |
4.726 |
LOW |
4.550 |
0.618 |
4.265 |
1.000 |
4.089 |
1.618 |
3.804 |
2.618 |
3.343 |
4.250 |
2.591 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.781 |
4.781 |
PP |
4.762 |
4.762 |
S1 |
4.744 |
4.744 |
|