NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.674 |
4.668 |
-0.006 |
-0.1% |
4.589 |
High |
4.719 |
4.699 |
-0.020 |
-0.4% |
4.671 |
Low |
4.589 |
4.648 |
0.059 |
1.3% |
4.443 |
Close |
4.661 |
4.695 |
0.034 |
0.7% |
4.576 |
Range |
0.130 |
0.051 |
-0.079 |
-60.8% |
0.228 |
ATR |
0.116 |
0.112 |
-0.005 |
-4.0% |
0.000 |
Volume |
6,617 |
7,269 |
652 |
9.9% |
34,362 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.834 |
4.815 |
4.723 |
|
R3 |
4.783 |
4.764 |
4.709 |
|
R2 |
4.732 |
4.732 |
4.704 |
|
R1 |
4.713 |
4.713 |
4.700 |
4.723 |
PP |
4.681 |
4.681 |
4.681 |
4.685 |
S1 |
4.662 |
4.662 |
4.690 |
4.672 |
S2 |
4.630 |
4.630 |
4.686 |
|
S3 |
4.579 |
4.611 |
4.681 |
|
S4 |
4.528 |
4.560 |
4.667 |
|
|
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% |
91% |
False |
False |
6,621 |
10 |
4.719 |
4.443 |
0.276 |
5.9% |
0.108 |
2.3% |
91% |
False |
False |
8,172 |
20 |
5.015 |
4.443 |
0.572 |
12.2% |
0.118 |
2.5% |
44% |
False |
False |
10,961 |
40 |
5.015 |
4.443 |
0.572 |
12.2% |
0.107 |
2.3% |
44% |
False |
False |
8,923 |
60 |
5.015 |
4.243 |
0.772 |
16.4% |
0.108 |
2.3% |
59% |
False |
False |
7,897 |
80 |
5.015 |
4.243 |
0.772 |
16.4% |
0.101 |
2.2% |
59% |
False |
False |
6,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.916 |
2.618 |
4.833 |
1.618 |
4.782 |
1.000 |
4.750 |
0.618 |
4.731 |
HIGH |
4.699 |
0.618 |
4.680 |
0.500 |
4.674 |
0.382 |
4.667 |
LOW |
4.648 |
0.618 |
4.616 |
1.000 |
4.597 |
1.618 |
4.565 |
2.618 |
4.514 |
4.250 |
4.431 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.688 |
4.678 |
PP |
4.681 |
4.662 |
S1 |
4.674 |
4.645 |
|