NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.510 |
4.546 |
0.036 |
0.8% |
4.589 |
High |
4.565 |
4.606 |
0.041 |
0.9% |
4.614 |
Low |
4.464 |
4.511 |
0.047 |
1.1% |
4.464 |
Close |
4.551 |
4.592 |
0.041 |
0.9% |
4.592 |
Range |
0.101 |
0.095 |
-0.006 |
-5.9% |
0.150 |
ATR |
0.114 |
0.113 |
-0.001 |
-1.2% |
0.000 |
Volume |
14,061 |
12,353 |
-1,708 |
-12.1% |
62,827 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.855 |
4.818 |
4.644 |
|
R3 |
4.760 |
4.723 |
4.618 |
|
R2 |
4.665 |
4.665 |
4.609 |
|
R1 |
4.628 |
4.628 |
4.601 |
4.647 |
PP |
4.570 |
4.570 |
4.570 |
4.579 |
S1 |
4.533 |
4.533 |
4.583 |
4.552 |
S2 |
4.475 |
4.475 |
4.575 |
|
S3 |
4.380 |
4.438 |
4.566 |
|
S4 |
4.285 |
4.343 |
4.540 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.007 |
4.949 |
4.675 |
|
R3 |
4.857 |
4.799 |
4.633 |
|
R2 |
4.707 |
4.707 |
4.620 |
|
R1 |
4.649 |
4.649 |
4.606 |
4.678 |
PP |
4.557 |
4.557 |
4.557 |
4.571 |
S1 |
4.499 |
4.499 |
4.578 |
4.528 |
S2 |
4.407 |
4.407 |
4.565 |
|
S3 |
4.257 |
4.349 |
4.551 |
|
S4 |
4.107 |
4.199 |
4.510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.614 |
4.464 |
0.150 |
3.3% |
0.104 |
2.3% |
85% |
False |
False |
12,565 |
10 |
5.015 |
4.464 |
0.551 |
12.0% |
0.120 |
2.6% |
23% |
False |
False |
13,354 |
20 |
5.015 |
4.464 |
0.551 |
12.0% |
0.109 |
2.4% |
23% |
False |
False |
11,048 |
40 |
5.015 |
4.451 |
0.564 |
12.3% |
0.107 |
2.3% |
25% |
False |
False |
9,054 |
60 |
5.015 |
4.243 |
0.772 |
16.8% |
0.107 |
2.3% |
45% |
False |
False |
7,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.010 |
2.618 |
4.855 |
1.618 |
4.760 |
1.000 |
4.701 |
0.618 |
4.665 |
HIGH |
4.606 |
0.618 |
4.570 |
0.500 |
4.559 |
0.382 |
4.547 |
LOW |
4.511 |
0.618 |
4.452 |
1.000 |
4.416 |
1.618 |
4.357 |
2.618 |
4.262 |
4.250 |
4.107 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.581 |
4.574 |
PP |
4.570 |
4.556 |
S1 |
4.559 |
4.538 |
|