NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.830 |
4.904 |
0.074 |
1.5% |
4.650 |
High |
4.910 |
4.917 |
0.007 |
0.1% |
4.913 |
Low |
4.807 |
4.842 |
0.035 |
0.7% |
4.625 |
Close |
4.893 |
4.905 |
0.012 |
0.2% |
4.774 |
Range |
0.103 |
0.075 |
-0.028 |
-27.2% |
0.288 |
ATR |
0.134 |
0.130 |
-0.004 |
-3.1% |
0.000 |
Volume |
37,997 |
41,388 |
3,391 |
8.9% |
174,096 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.113 |
5.084 |
4.946 |
|
R3 |
5.038 |
5.009 |
4.926 |
|
R2 |
4.963 |
4.963 |
4.919 |
|
R1 |
4.934 |
4.934 |
4.912 |
4.949 |
PP |
4.888 |
4.888 |
4.888 |
4.895 |
S1 |
4.859 |
4.859 |
4.898 |
4.874 |
S2 |
4.813 |
4.813 |
4.891 |
|
S3 |
4.738 |
4.784 |
4.884 |
|
S4 |
4.663 |
4.709 |
4.864 |
|
|
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 |
4.917 |
4.678 |
0.239 |
4.9% |
0.112 |
2.3% |
95% |
True |
False |
45,477 |
10 |
4.917 |
4.352 |
0.565 |
11.5% |
0.130 |
2.7% |
98% |
True |
False |
32,675 |
20 |
4.917 |
4.270 |
0.647 |
13.2% |
0.126 |
2.6% |
98% |
True |
False |
25,784 |
40 |
4.917 |
4.256 |
0.661 |
13.5% |
0.125 |
2.6% |
98% |
True |
False |
23,915 |
60 |
4.917 |
4.140 |
0.777 |
15.8% |
0.126 |
2.6% |
98% |
True |
False |
22,725 |
80 |
4.917 |
4.051 |
0.866 |
17.7% |
0.121 |
2.5% |
99% |
True |
False |
20,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.236 |
2.618 |
5.113 |
1.618 |
5.038 |
1.000 |
4.992 |
0.618 |
4.963 |
HIGH |
4.917 |
0.618 |
4.888 |
0.500 |
4.880 |
0.382 |
4.871 |
LOW |
4.842 |
0.618 |
4.796 |
1.000 |
4.767 |
1.618 |
4.721 |
2.618 |
4.646 |
4.250 |
4.523 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.897 |
4.881 |
PP |
4.888 |
4.858 |
S1 |
4.880 |
4.834 |
|