NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.589 |
4.519 |
-0.070 |
-1.5% |
4.978 |
High |
4.614 |
4.599 |
-0.015 |
-0.3% |
5.015 |
Low |
4.492 |
4.506 |
0.014 |
0.3% |
4.540 |
Close |
4.499 |
4.577 |
0.078 |
1.7% |
4.569 |
Range |
0.122 |
0.093 |
-0.029 |
-23.8% |
0.475 |
ATR |
0.117 |
0.115 |
-0.001 |
-1.0% |
0.000 |
Volume |
10,976 |
13,843 |
2,867 |
26.1% |
70,716 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.840 |
4.801 |
4.628 |
|
R3 |
4.747 |
4.708 |
4.603 |
|
R2 |
4.654 |
4.654 |
4.594 |
|
R1 |
4.615 |
4.615 |
4.586 |
4.635 |
PP |
4.561 |
4.561 |
4.561 |
4.570 |
S1 |
4.522 |
4.522 |
4.568 |
4.542 |
S2 |
4.468 |
4.468 |
4.560 |
|
S3 |
4.375 |
4.429 |
4.551 |
|
S4 |
4.282 |
4.336 |
4.526 |
|
|
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 |
4.980 |
4.492 |
0.488 |
10.7% |
0.152 |
3.3% |
17% |
False |
False |
13,134 |
10 |
5.015 |
4.492 |
0.523 |
11.4% |
0.125 |
2.7% |
16% |
False |
False |
13,098 |
20 |
5.015 |
4.492 |
0.523 |
11.4% |
0.108 |
2.4% |
16% |
False |
False |
10,014 |
40 |
5.015 |
4.345 |
0.670 |
14.6% |
0.110 |
2.4% |
35% |
False |
False |
8,385 |
60 |
5.015 |
4.243 |
0.772 |
16.9% |
0.105 |
2.3% |
43% |
False |
False |
6,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.994 |
2.618 |
4.842 |
1.618 |
4.749 |
1.000 |
4.692 |
0.618 |
4.656 |
HIGH |
4.599 |
0.618 |
4.563 |
0.500 |
4.553 |
0.382 |
4.542 |
LOW |
4.506 |
0.618 |
4.449 |
1.000 |
4.413 |
1.618 |
4.356 |
2.618 |
4.263 |
4.250 |
4.111 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.569 |
4.575 |
PP |
4.561 |
4.574 |
S1 |
4.553 |
4.572 |
|