NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.553 |
4.589 |
0.036 |
0.8% |
4.978 |
High |
4.652 |
4.614 |
-0.038 |
-0.8% |
5.015 |
Low |
4.540 |
4.492 |
-0.048 |
-1.1% |
4.540 |
Close |
4.569 |
4.499 |
-0.070 |
-1.5% |
4.569 |
Range |
0.112 |
0.122 |
0.010 |
8.9% |
0.475 |
ATR |
0.116 |
0.117 |
0.000 |
0.4% |
0.000 |
Volume |
21,059 |
10,976 |
-10,083 |
-47.9% |
70,716 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.901 |
4.822 |
4.566 |
|
R3 |
4.779 |
4.700 |
4.533 |
|
R2 |
4.657 |
4.657 |
4.521 |
|
R1 |
4.578 |
4.578 |
4.510 |
4.557 |
PP |
4.535 |
4.535 |
4.535 |
4.524 |
S1 |
4.456 |
4.456 |
4.488 |
4.435 |
S2 |
4.413 |
4.413 |
4.477 |
|
S3 |
4.291 |
4.334 |
4.465 |
|
S4 |
4.169 |
4.212 |
4.432 |
|
|
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 |
4.492 |
0.523 |
11.6% |
0.144 |
3.2% |
1% |
False |
True |
12,794 |
10 |
5.015 |
4.492 |
0.523 |
11.6% |
0.124 |
2.7% |
1% |
False |
True |
12,317 |
20 |
5.015 |
4.451 |
0.564 |
12.5% |
0.110 |
2.4% |
9% |
False |
False |
9,560 |
40 |
5.015 |
4.345 |
0.670 |
14.9% |
0.111 |
2.5% |
23% |
False |
False |
8,113 |
60 |
5.015 |
4.243 |
0.772 |
17.2% |
0.104 |
2.3% |
33% |
False |
False |
6,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.133 |
2.618 |
4.933 |
1.618 |
4.811 |
1.000 |
4.736 |
0.618 |
4.689 |
HIGH |
4.614 |
0.618 |
4.567 |
0.500 |
4.553 |
0.382 |
4.539 |
LOW |
4.492 |
0.618 |
4.417 |
1.000 |
4.370 |
1.618 |
4.295 |
2.618 |
4.173 |
4.250 |
3.974 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.553 |
4.677 |
PP |
4.535 |
4.618 |
S1 |
4.517 |
4.558 |
|