NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.779 |
4.881 |
0.102 |
2.1% |
4.579 |
High |
4.900 |
4.886 |
-0.014 |
-0.3% |
4.787 |
Low |
4.779 |
4.820 |
0.041 |
0.9% |
4.552 |
Close |
4.877 |
4.849 |
-0.028 |
-0.6% |
4.759 |
Range |
0.121 |
0.066 |
-0.055 |
-45.5% |
0.235 |
ATR |
0.121 |
0.117 |
-0.004 |
-3.3% |
0.000 |
Volume |
13,472 |
20,793 |
7,321 |
54.3% |
40,314 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.050 |
5.015 |
4.885 |
|
R3 |
4.984 |
4.949 |
4.867 |
|
R2 |
4.918 |
4.918 |
4.861 |
|
R1 |
4.883 |
4.883 |
4.855 |
4.868 |
PP |
4.852 |
4.852 |
4.852 |
4.844 |
S1 |
4.817 |
4.817 |
4.843 |
4.802 |
S2 |
4.786 |
4.786 |
4.837 |
|
S3 |
4.720 |
4.751 |
4.831 |
|
S4 |
4.654 |
4.685 |
4.813 |
|
|
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 |
7.2% |
0.115 |
2.4% |
85% |
False |
False |
12,180 |
10 |
4.900 |
4.443 |
0.457 |
9.4% |
0.114 |
2.3% |
89% |
False |
False |
9,487 |
20 |
4.980 |
4.443 |
0.537 |
11.1% |
0.124 |
2.6% |
76% |
False |
False |
10,631 |
40 |
5.015 |
4.443 |
0.572 |
11.8% |
0.109 |
2.2% |
71% |
False |
False |
9,415 |
60 |
5.015 |
4.307 |
0.708 |
14.6% |
0.110 |
2.3% |
77% |
False |
False |
8,402 |
80 |
5.015 |
4.243 |
0.772 |
15.9% |
0.105 |
2.2% |
78% |
False |
False |
7,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.167 |
2.618 |
5.059 |
1.618 |
4.993 |
1.000 |
4.952 |
0.618 |
4.927 |
HIGH |
4.886 |
0.618 |
4.861 |
0.500 |
4.853 |
0.382 |
4.845 |
LOW |
4.820 |
0.618 |
4.779 |
1.000 |
4.754 |
1.618 |
4.713 |
2.618 |
4.647 |
4.250 |
4.540 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.820 |
PP |
4.852 |
4.790 |
S1 |
4.850 |
4.761 |
|