NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.470 |
4.650 |
0.180 |
4.0% |
4.414 |
High |
4.651 |
4.775 |
0.124 |
2.7% |
4.651 |
Low |
4.470 |
4.625 |
0.155 |
3.5% |
4.352 |
Close |
4.614 |
4.744 |
0.130 |
2.8% |
4.614 |
Range |
0.181 |
0.150 |
-0.031 |
-17.1% |
0.299 |
ATR |
0.133 |
0.135 |
0.002 |
1.5% |
0.000 |
Volume |
24,146 |
26,094 |
1,948 |
8.1% |
91,377 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.165 |
5.104 |
4.827 |
|
R3 |
5.015 |
4.954 |
4.785 |
|
R2 |
4.865 |
4.865 |
4.772 |
|
R1 |
4.804 |
4.804 |
4.758 |
4.835 |
PP |
4.715 |
4.715 |
4.715 |
4.730 |
S1 |
4.654 |
4.654 |
4.730 |
4.685 |
S2 |
4.565 |
4.565 |
4.717 |
|
S3 |
4.415 |
4.504 |
4.703 |
|
S4 |
4.265 |
4.354 |
4.662 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.436 |
5.324 |
4.778 |
|
R3 |
5.137 |
5.025 |
4.696 |
|
R2 |
4.838 |
4.838 |
4.669 |
|
R1 |
4.726 |
4.726 |
4.641 |
4.782 |
PP |
4.539 |
4.539 |
4.539 |
4.567 |
S1 |
4.427 |
4.427 |
4.587 |
4.483 |
S2 |
4.240 |
4.240 |
4.559 |
|
S3 |
3.941 |
4.128 |
4.532 |
|
S4 |
3.642 |
3.829 |
4.450 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.775 |
4.352 |
0.423 |
8.9% |
0.148 |
3.1% |
93% |
True |
False |
19,874 |
10 |
4.775 |
4.270 |
0.505 |
10.6% |
0.136 |
2.9% |
94% |
True |
False |
18,204 |
20 |
4.883 |
4.270 |
0.613 |
12.9% |
0.137 |
2.9% |
77% |
False |
False |
21,434 |
40 |
4.884 |
4.256 |
0.628 |
13.2% |
0.123 |
2.6% |
78% |
False |
False |
20,777 |
60 |
4.884 |
4.053 |
0.831 |
17.5% |
0.127 |
2.7% |
83% |
False |
False |
20,237 |
80 |
4.884 |
4.051 |
0.833 |
17.6% |
0.121 |
2.5% |
83% |
False |
False |
19,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.413 |
2.618 |
5.168 |
1.618 |
5.018 |
1.000 |
4.925 |
0.618 |
4.868 |
HIGH |
4.775 |
0.618 |
4.718 |
0.500 |
4.700 |
0.382 |
4.682 |
LOW |
4.625 |
0.618 |
4.532 |
1.000 |
4.475 |
1.618 |
4.382 |
2.618 |
4.232 |
4.250 |
3.988 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.729 |
4.684 |
PP |
4.715 |
4.624 |
S1 |
4.700 |
4.564 |
|