NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.980 |
4.855 |
-0.125 |
-2.5% |
4.803 |
High |
4.980 |
4.862 |
-0.118 |
-2.4% |
4.975 |
Low |
4.871 |
4.540 |
-0.331 |
-6.8% |
4.723 |
Close |
4.880 |
4.594 |
-0.286 |
-5.9% |
4.969 |
Range |
0.109 |
0.322 |
0.213 |
195.4% |
0.252 |
ATR |
0.099 |
0.116 |
0.017 |
17.3% |
0.000 |
Volume |
10,713 |
9,080 |
-1,633 |
-15.2% |
52,241 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.631 |
5.435 |
4.771 |
|
R3 |
5.309 |
5.113 |
4.683 |
|
R2 |
4.987 |
4.987 |
4.653 |
|
R1 |
4.791 |
4.791 |
4.624 |
4.728 |
PP |
4.665 |
4.665 |
4.665 |
4.634 |
S1 |
4.469 |
4.469 |
4.564 |
4.406 |
S2 |
4.343 |
4.343 |
4.535 |
|
S3 |
4.021 |
4.147 |
4.505 |
|
S4 |
3.699 |
3.825 |
4.417 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.645 |
5.559 |
5.108 |
|
R3 |
5.393 |
5.307 |
5.038 |
|
R2 |
5.141 |
5.141 |
5.015 |
|
R1 |
5.055 |
5.055 |
4.992 |
5.098 |
PP |
4.889 |
4.889 |
4.889 |
4.911 |
S1 |
4.803 |
4.803 |
4.946 |
4.846 |
S2 |
4.637 |
4.637 |
4.923 |
|
S3 |
4.385 |
4.551 |
4.900 |
|
S4 |
4.133 |
4.299 |
4.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.015 |
4.540 |
0.475 |
10.3% |
0.138 |
3.0% |
11% |
False |
True |
15,126 |
10 |
5.015 |
4.540 |
0.475 |
10.3% |
0.118 |
2.6% |
11% |
False |
True |
10,833 |
20 |
5.015 |
4.451 |
0.564 |
12.3% |
0.106 |
2.3% |
25% |
False |
False |
8,665 |
40 |
5.015 |
4.307 |
0.708 |
15.4% |
0.110 |
2.4% |
41% |
False |
False |
7,475 |
60 |
5.015 |
4.243 |
0.772 |
16.8% |
0.102 |
2.2% |
45% |
False |
False |
6,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.231 |
2.618 |
5.705 |
1.618 |
5.383 |
1.000 |
5.184 |
0.618 |
5.061 |
HIGH |
4.862 |
0.618 |
4.739 |
0.500 |
4.701 |
0.382 |
4.663 |
LOW |
4.540 |
0.618 |
4.341 |
1.000 |
4.218 |
1.618 |
4.019 |
2.618 |
3.697 |
4.250 |
3.172 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.701 |
4.778 |
PP |
4.665 |
4.716 |
S1 |
4.630 |
4.655 |
|