NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.836 |
4.830 |
-0.006 |
-0.1% |
4.650 |
High |
4.860 |
4.910 |
0.050 |
1.0% |
4.913 |
Low |
4.751 |
4.807 |
0.056 |
1.2% |
4.625 |
Close |
4.774 |
4.893 |
0.119 |
2.5% |
4.774 |
Range |
0.109 |
0.103 |
-0.006 |
-5.5% |
0.288 |
ATR |
0.134 |
0.134 |
0.000 |
0.1% |
0.000 |
Volume |
80,123 |
37,997 |
-42,126 |
-52.6% |
174,096 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.179 |
5.139 |
4.950 |
|
R3 |
5.076 |
5.036 |
4.921 |
|
R2 |
4.973 |
4.973 |
4.912 |
|
R1 |
4.933 |
4.933 |
4.902 |
4.953 |
PP |
4.870 |
4.870 |
4.870 |
4.880 |
S1 |
4.830 |
4.830 |
4.884 |
4.850 |
S2 |
4.767 |
4.767 |
4.874 |
|
S3 |
4.664 |
4.727 |
4.865 |
|
S4 |
4.561 |
4.624 |
4.836 |
|
|
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 |
4.625 |
0.288 |
5.9% |
0.127 |
2.6% |
93% |
False |
False |
42,418 |
10 |
4.913 |
4.352 |
0.561 |
11.5% |
0.137 |
2.8% |
96% |
False |
False |
30,347 |
20 |
4.913 |
4.270 |
0.643 |
13.1% |
0.129 |
2.6% |
97% |
False |
False |
25,320 |
40 |
4.913 |
4.256 |
0.657 |
13.4% |
0.125 |
2.5% |
97% |
False |
False |
23,657 |
60 |
4.913 |
4.130 |
0.783 |
16.0% |
0.126 |
2.6% |
97% |
False |
False |
22,332 |
80 |
4.913 |
4.051 |
0.862 |
17.6% |
0.122 |
2.5% |
98% |
False |
False |
20,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.348 |
2.618 |
5.180 |
1.618 |
5.077 |
1.000 |
5.013 |
0.618 |
4.974 |
HIGH |
4.910 |
0.618 |
4.871 |
0.500 |
4.859 |
0.382 |
4.846 |
LOW |
4.807 |
0.618 |
4.743 |
1.000 |
4.704 |
1.618 |
4.640 |
2.618 |
4.537 |
4.250 |
4.369 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.882 |
4.867 |
PP |
4.870 |
4.841 |
S1 |
4.859 |
4.816 |
|