NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.579 |
4.674 |
0.095 |
2.1% |
4.589 |
High |
4.698 |
4.719 |
0.021 |
0.4% |
4.671 |
Low |
4.571 |
4.589 |
0.018 |
0.4% |
4.443 |
Close |
4.667 |
4.661 |
-0.006 |
-0.1% |
4.576 |
Range |
0.127 |
0.130 |
0.003 |
2.4% |
0.228 |
ATR |
0.115 |
0.116 |
0.001 |
0.9% |
0.000 |
Volume |
7,060 |
6,617 |
-443 |
-6.3% |
34,362 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.046 |
4.984 |
4.733 |
|
R3 |
4.916 |
4.854 |
4.697 |
|
R2 |
4.786 |
4.786 |
4.685 |
|
R1 |
4.724 |
4.724 |
4.673 |
4.690 |
PP |
4.656 |
4.656 |
4.656 |
4.640 |
S1 |
4.594 |
4.594 |
4.649 |
4.560 |
S2 |
4.526 |
4.526 |
4.637 |
|
S3 |
4.396 |
4.464 |
4.625 |
|
S4 |
4.266 |
4.334 |
4.590 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.247 |
5.140 |
4.701 |
|
R3 |
5.019 |
4.912 |
4.639 |
|
R2 |
4.791 |
4.791 |
4.618 |
|
R1 |
4.684 |
4.684 |
4.597 |
4.624 |
PP |
4.563 |
4.563 |
4.563 |
4.533 |
S1 |
4.456 |
4.456 |
4.555 |
4.396 |
S2 |
4.335 |
4.335 |
4.534 |
|
S3 |
4.107 |
4.228 |
4.513 |
|
S4 |
3.879 |
4.000 |
4.451 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.719 |
4.443 |
0.276 |
5.9% |
0.112 |
2.4% |
79% |
True |
False |
6,794 |
10 |
4.719 |
4.443 |
0.276 |
5.9% |
0.114 |
2.4% |
79% |
True |
False |
8,604 |
20 |
5.015 |
4.443 |
0.572 |
12.3% |
0.120 |
2.6% |
38% |
False |
False |
10,851 |
40 |
5.015 |
4.443 |
0.572 |
12.3% |
0.110 |
2.4% |
38% |
False |
False |
9,022 |
60 |
5.015 |
4.243 |
0.772 |
16.6% |
0.109 |
2.3% |
54% |
False |
False |
7,889 |
80 |
5.015 |
4.243 |
0.772 |
16.6% |
0.102 |
2.2% |
54% |
False |
False |
6,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.272 |
2.618 |
5.059 |
1.618 |
4.929 |
1.000 |
4.849 |
0.618 |
4.799 |
HIGH |
4.719 |
0.618 |
4.669 |
0.500 |
4.654 |
0.382 |
4.639 |
LOW |
4.589 |
0.618 |
4.509 |
1.000 |
4.459 |
1.618 |
4.379 |
2.618 |
4.249 |
4.250 |
4.037 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.659 |
4.634 |
PP |
4.656 |
4.608 |
S1 |
4.654 |
4.581 |
|