NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.723 |
4.836 |
0.113 |
2.4% |
4.650 |
High |
4.913 |
4.860 |
-0.053 |
-1.1% |
4.913 |
Low |
4.718 |
4.751 |
0.033 |
0.7% |
4.625 |
Close |
4.848 |
4.774 |
-0.074 |
-1.5% |
4.774 |
Range |
0.195 |
0.109 |
-0.086 |
-44.1% |
0.288 |
ATR |
0.136 |
0.134 |
-0.002 |
-1.4% |
0.000 |
Volume |
29,484 |
80,123 |
50,639 |
171.8% |
174,096 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.122 |
5.057 |
4.834 |
|
R3 |
5.013 |
4.948 |
4.804 |
|
R2 |
4.904 |
4.904 |
4.794 |
|
R1 |
4.839 |
4.839 |
4.784 |
4.817 |
PP |
4.795 |
4.795 |
4.795 |
4.784 |
S1 |
4.730 |
4.730 |
4.764 |
4.708 |
S2 |
4.686 |
4.686 |
4.754 |
|
S3 |
4.577 |
4.621 |
4.744 |
|
S4 |
4.468 |
4.512 |
4.714 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.635 |
5.492 |
4.932 |
|
R3 |
5.347 |
5.204 |
4.853 |
|
R2 |
5.059 |
5.059 |
4.827 |
|
R1 |
4.916 |
4.916 |
4.800 |
4.988 |
PP |
4.771 |
4.771 |
4.771 |
4.806 |
S1 |
4.628 |
4.628 |
4.748 |
4.700 |
S2 |
4.483 |
4.483 |
4.721 |
|
S3 |
4.195 |
4.340 |
4.695 |
|
S4 |
3.907 |
4.052 |
4.616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.913 |
4.470 |
0.443 |
9.3% |
0.143 |
3.0% |
69% |
False |
False |
39,648 |
10 |
4.913 |
4.270 |
0.643 |
13.5% |
0.144 |
3.0% |
78% |
False |
False |
28,395 |
20 |
4.913 |
4.270 |
0.643 |
13.5% |
0.130 |
2.7% |
78% |
False |
False |
25,606 |
40 |
4.913 |
4.256 |
0.657 |
13.8% |
0.125 |
2.6% |
79% |
False |
False |
23,053 |
60 |
4.913 |
4.116 |
0.797 |
16.7% |
0.127 |
2.7% |
83% |
False |
False |
21,906 |
80 |
4.913 |
4.051 |
0.862 |
18.1% |
0.122 |
2.6% |
84% |
False |
False |
20,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.323 |
2.618 |
5.145 |
1.618 |
5.036 |
1.000 |
4.969 |
0.618 |
4.927 |
HIGH |
4.860 |
0.618 |
4.818 |
0.500 |
4.806 |
0.382 |
4.793 |
LOW |
4.751 |
0.618 |
4.684 |
1.000 |
4.642 |
1.618 |
4.575 |
2.618 |
4.466 |
4.250 |
4.288 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.806 |
4.796 |
PP |
4.795 |
4.788 |
S1 |
4.785 |
4.781 |
|