NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.855 |
4.553 |
-0.302 |
-6.2% |
4.978 |
High |
4.862 |
4.652 |
-0.210 |
-4.3% |
5.015 |
Low |
4.540 |
4.540 |
0.000 |
0.0% |
4.540 |
Close |
4.594 |
4.569 |
-0.025 |
-0.5% |
4.569 |
Range |
0.322 |
0.112 |
-0.210 |
-65.2% |
0.475 |
ATR |
0.116 |
0.116 |
0.000 |
-0.3% |
0.000 |
Volume |
9,080 |
21,059 |
11,979 |
131.9% |
70,716 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.923 |
4.858 |
4.631 |
|
R3 |
4.811 |
4.746 |
4.600 |
|
R2 |
4.699 |
4.699 |
4.590 |
|
R1 |
4.634 |
4.634 |
4.579 |
4.667 |
PP |
4.587 |
4.587 |
4.587 |
4.603 |
S1 |
4.522 |
4.522 |
4.559 |
4.555 |
S2 |
4.475 |
4.475 |
4.548 |
|
S3 |
4.363 |
4.410 |
4.538 |
|
S4 |
4.251 |
4.298 |
4.507 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.133 |
5.826 |
4.830 |
|
R3 |
5.658 |
5.351 |
4.700 |
|
R2 |
5.183 |
5.183 |
4.656 |
|
R1 |
4.876 |
4.876 |
4.613 |
4.792 |
PP |
4.708 |
4.708 |
4.708 |
4.666 |
S1 |
4.401 |
4.401 |
4.525 |
4.317 |
S2 |
4.233 |
4.233 |
4.482 |
|
S3 |
3.758 |
3.926 |
4.438 |
|
S4 |
3.283 |
3.451 |
4.308 |
|
|
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 |
10.4% |
0.137 |
3.0% |
6% |
False |
True |
14,143 |
10 |
5.015 |
4.540 |
0.475 |
10.4% |
0.119 |
2.6% |
6% |
False |
True |
12,295 |
20 |
5.015 |
4.451 |
0.564 |
12.3% |
0.106 |
2.3% |
21% |
False |
False |
9,434 |
40 |
5.015 |
4.329 |
0.686 |
15.0% |
0.110 |
2.4% |
35% |
False |
False |
7,939 |
60 |
5.015 |
4.243 |
0.772 |
16.9% |
0.103 |
2.3% |
42% |
False |
False |
6,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.128 |
2.618 |
4.945 |
1.618 |
4.833 |
1.000 |
4.764 |
0.618 |
4.721 |
HIGH |
4.652 |
0.618 |
4.609 |
0.500 |
4.596 |
0.382 |
4.583 |
LOW |
4.540 |
0.618 |
4.471 |
1.000 |
4.428 |
1.618 |
4.359 |
2.618 |
4.247 |
4.250 |
4.064 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.596 |
4.760 |
PP |
4.587 |
4.696 |
S1 |
4.578 |
4.633 |
|