NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.646 |
4.598 |
-0.048 |
-1.0% |
4.589 |
High |
4.663 |
4.598 |
-0.065 |
-1.4% |
4.614 |
Low |
4.523 |
4.546 |
0.023 |
0.5% |
4.464 |
Close |
4.543 |
4.562 |
0.019 |
0.4% |
4.592 |
Range |
0.140 |
0.052 |
-0.088 |
-62.9% |
0.150 |
ATR |
0.116 |
0.112 |
-0.004 |
-3.8% |
0.000 |
Volume |
6,385 |
8,135 |
1,750 |
27.4% |
62,827 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.725 |
4.695 |
4.591 |
|
R3 |
4.673 |
4.643 |
4.576 |
|
R2 |
4.621 |
4.621 |
4.572 |
|
R1 |
4.591 |
4.591 |
4.567 |
4.580 |
PP |
4.569 |
4.569 |
4.569 |
4.563 |
S1 |
4.539 |
4.539 |
4.557 |
4.528 |
S2 |
4.517 |
4.517 |
4.552 |
|
S3 |
4.465 |
4.487 |
4.548 |
|
S4 |
4.413 |
4.435 |
4.533 |
|
|
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 |
4.5% |
0.104 |
2.3% |
47% |
False |
False |
9,723 |
10 |
4.862 |
4.464 |
0.398 |
8.7% |
0.128 |
2.8% |
25% |
False |
False |
11,516 |
20 |
5.015 |
4.464 |
0.551 |
12.1% |
0.110 |
2.4% |
18% |
False |
False |
11,006 |
40 |
5.015 |
4.451 |
0.564 |
12.4% |
0.109 |
2.4% |
20% |
False |
False |
9,217 |
60 |
5.015 |
4.243 |
0.772 |
16.9% |
0.108 |
2.4% |
41% |
False |
False |
7,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.819 |
2.618 |
4.734 |
1.618 |
4.682 |
1.000 |
4.650 |
0.618 |
4.630 |
HIGH |
4.598 |
0.618 |
4.578 |
0.500 |
4.572 |
0.382 |
4.566 |
LOW |
4.546 |
0.618 |
4.514 |
1.000 |
4.494 |
1.618 |
4.462 |
2.618 |
4.410 |
4.250 |
4.325 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.572 |
4.597 |
PP |
4.569 |
4.585 |
S1 |
4.565 |
4.574 |
|