NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.655 |
4.779 |
0.124 |
2.7% |
4.579 |
High |
4.787 |
4.900 |
0.113 |
2.4% |
4.787 |
Low |
4.621 |
4.779 |
0.158 |
3.4% |
4.552 |
Close |
4.759 |
4.877 |
0.118 |
2.5% |
4.759 |
Range |
0.166 |
0.121 |
-0.045 |
-27.1% |
0.235 |
ATR |
0.120 |
0.121 |
0.002 |
1.3% |
0.000 |
Volume |
11,242 |
13,472 |
2,230 |
19.8% |
40,314 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.215 |
5.167 |
4.944 |
|
R3 |
5.094 |
5.046 |
4.910 |
|
R2 |
4.973 |
4.973 |
4.899 |
|
R1 |
4.925 |
4.925 |
4.888 |
4.949 |
PP |
4.852 |
4.852 |
4.852 |
4.864 |
S1 |
4.804 |
4.804 |
4.866 |
4.828 |
S2 |
4.731 |
4.731 |
4.855 |
|
S3 |
4.610 |
4.683 |
4.844 |
|
S4 |
4.489 |
4.562 |
4.810 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.404 |
5.317 |
4.888 |
|
R3 |
5.169 |
5.082 |
4.824 |
|
R2 |
4.934 |
4.934 |
4.802 |
|
R1 |
4.847 |
4.847 |
4.781 |
4.891 |
PP |
4.699 |
4.699 |
4.699 |
4.721 |
S1 |
4.612 |
4.612 |
4.737 |
4.656 |
S2 |
4.464 |
4.464 |
4.716 |
|
S3 |
4.229 |
4.377 |
4.694 |
|
S4 |
3.994 |
4.142 |
4.630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.900 |
4.552 |
0.348 |
7.1% |
0.128 |
2.6% |
93% |
True |
False |
9,345 |
10 |
4.900 |
4.443 |
0.457 |
9.4% |
0.121 |
2.5% |
95% |
True |
False |
8,046 |
20 |
5.015 |
4.443 |
0.572 |
11.7% |
0.123 |
2.5% |
76% |
False |
False |
10,198 |
40 |
5.015 |
4.443 |
0.572 |
11.7% |
0.109 |
2.2% |
76% |
False |
False |
9,167 |
60 |
5.015 |
4.244 |
0.771 |
15.8% |
0.111 |
2.3% |
82% |
False |
False |
8,103 |
80 |
5.015 |
4.243 |
0.772 |
15.8% |
0.104 |
2.1% |
82% |
False |
False |
7,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.414 |
2.618 |
5.217 |
1.618 |
5.096 |
1.000 |
5.021 |
0.618 |
4.975 |
HIGH |
4.900 |
0.618 |
4.854 |
0.500 |
4.840 |
0.382 |
4.825 |
LOW |
4.779 |
0.618 |
4.704 |
1.000 |
4.658 |
1.618 |
4.583 |
2.618 |
4.462 |
4.250 |
4.265 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.865 |
4.827 |
PP |
4.852 |
4.776 |
S1 |
4.840 |
4.726 |
|