NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.589 |
4.646 |
0.057 |
1.2% |
4.589 |
High |
4.671 |
4.663 |
-0.008 |
-0.2% |
4.614 |
Low |
4.538 |
4.523 |
-0.015 |
-0.3% |
4.464 |
Close |
4.658 |
4.543 |
-0.115 |
-2.5% |
4.592 |
Range |
0.133 |
0.140 |
0.007 |
5.3% |
0.150 |
ATR |
0.114 |
0.116 |
0.002 |
1.6% |
0.000 |
Volume |
7,683 |
6,385 |
-1,298 |
-16.9% |
62,827 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.996 |
4.910 |
4.620 |
|
R3 |
4.856 |
4.770 |
4.582 |
|
R2 |
4.716 |
4.716 |
4.569 |
|
R1 |
4.630 |
4.630 |
4.556 |
4.603 |
PP |
4.576 |
4.576 |
4.576 |
4.563 |
S1 |
4.490 |
4.490 |
4.530 |
4.463 |
S2 |
4.436 |
4.436 |
4.517 |
|
S3 |
4.296 |
4.350 |
4.505 |
|
S4 |
4.156 |
4.210 |
4.466 |
|
|
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 |
4.671 |
4.464 |
0.207 |
4.6% |
0.116 |
2.5% |
38% |
False |
False |
10,415 |
10 |
4.980 |
4.464 |
0.516 |
11.4% |
0.134 |
2.9% |
15% |
False |
False |
11,774 |
20 |
5.015 |
4.464 |
0.551 |
12.1% |
0.112 |
2.5% |
14% |
False |
False |
10,925 |
40 |
5.015 |
4.451 |
0.564 |
12.4% |
0.110 |
2.4% |
16% |
False |
False |
9,110 |
60 |
5.015 |
4.243 |
0.772 |
17.0% |
0.109 |
2.4% |
39% |
False |
False |
7,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.258 |
2.618 |
5.030 |
1.618 |
4.890 |
1.000 |
4.803 |
0.618 |
4.750 |
HIGH |
4.663 |
0.618 |
4.610 |
0.500 |
4.593 |
0.382 |
4.576 |
LOW |
4.523 |
0.618 |
4.436 |
1.000 |
4.383 |
1.618 |
4.296 |
2.618 |
4.156 |
4.250 |
3.928 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.593 |
4.591 |
PP |
4.576 |
4.575 |
S1 |
4.560 |
4.559 |
|