NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.644 |
4.508 |
-0.136 |
-2.9% |
4.844 |
High |
4.652 |
4.508 |
-0.144 |
-3.1% |
4.861 |
Low |
4.473 |
4.381 |
-0.092 |
-2.1% |
4.381 |
Close |
4.476 |
4.386 |
-0.090 |
-2.0% |
4.386 |
Range |
0.179 |
0.127 |
-0.052 |
-29.1% |
0.480 |
ATR |
0.147 |
0.146 |
-0.001 |
-1.0% |
0.000 |
Volume |
26,781 |
27,104 |
323 |
1.2% |
195,042 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.806 |
4.723 |
4.456 |
|
R3 |
4.679 |
4.596 |
4.421 |
|
R2 |
4.552 |
4.552 |
4.409 |
|
R1 |
4.469 |
4.469 |
4.398 |
4.447 |
PP |
4.425 |
4.425 |
4.425 |
4.414 |
S1 |
4.342 |
4.342 |
4.374 |
4.320 |
S2 |
4.298 |
4.298 |
4.363 |
|
S3 |
4.171 |
4.215 |
4.351 |
|
S4 |
4.044 |
4.088 |
4.316 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.983 |
5.664 |
4.650 |
|
R3 |
5.503 |
5.184 |
4.518 |
|
R2 |
5.023 |
5.023 |
4.474 |
|
R1 |
4.704 |
4.704 |
4.430 |
4.624 |
PP |
4.543 |
4.543 |
4.543 |
4.502 |
S1 |
4.224 |
4.224 |
4.342 |
4.144 |
S2 |
4.063 |
4.063 |
4.298 |
|
S3 |
3.583 |
3.744 |
4.254 |
|
S4 |
3.103 |
3.264 |
4.122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.861 |
4.381 |
0.480 |
10.9% |
0.137 |
3.1% |
1% |
False |
True |
39,008 |
10 |
5.011 |
4.381 |
0.630 |
14.4% |
0.154 |
3.5% |
1% |
False |
True |
51,223 |
20 |
5.011 |
4.219 |
0.792 |
18.1% |
0.150 |
3.4% |
21% |
False |
False |
38,107 |
40 |
5.011 |
4.219 |
0.792 |
18.1% |
0.138 |
3.1% |
21% |
False |
False |
27,162 |
60 |
5.011 |
4.208 |
0.803 |
18.3% |
0.134 |
3.0% |
22% |
False |
False |
22,088 |
80 |
5.011 |
4.011 |
1.000 |
22.8% |
0.130 |
3.0% |
38% |
False |
False |
18,878 |
100 |
5.011 |
4.011 |
1.000 |
22.8% |
0.123 |
2.8% |
38% |
False |
False |
15,997 |
120 |
5.011 |
4.011 |
1.000 |
22.8% |
0.122 |
2.8% |
38% |
False |
False |
13,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.048 |
2.618 |
4.840 |
1.618 |
4.713 |
1.000 |
4.635 |
0.618 |
4.586 |
HIGH |
4.508 |
0.618 |
4.459 |
0.500 |
4.445 |
0.382 |
4.430 |
LOW |
4.381 |
0.618 |
4.303 |
1.000 |
4.254 |
1.618 |
4.176 |
2.618 |
4.049 |
4.250 |
3.841 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.445 |
4.521 |
PP |
4.425 |
4.476 |
S1 |
4.406 |
4.431 |
|