NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.881 |
4.884 |
0.003 |
0.1% |
4.579 |
High |
4.886 |
5.013 |
0.127 |
2.6% |
4.787 |
Low |
4.820 |
4.856 |
0.036 |
0.7% |
4.552 |
Close |
4.849 |
4.956 |
0.107 |
2.2% |
4.759 |
Range |
0.066 |
0.157 |
0.091 |
137.9% |
0.235 |
ATR |
0.117 |
0.121 |
0.003 |
2.8% |
0.000 |
Volume |
20,793 |
12,619 |
-8,174 |
-39.3% |
40,314 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.413 |
5.341 |
5.042 |
|
R3 |
5.256 |
5.184 |
4.999 |
|
R2 |
5.099 |
5.099 |
4.985 |
|
R1 |
5.027 |
5.027 |
4.970 |
5.063 |
PP |
4.942 |
4.942 |
4.942 |
4.960 |
S1 |
4.870 |
4.870 |
4.942 |
4.906 |
S2 |
4.785 |
4.785 |
4.927 |
|
S3 |
4.628 |
4.713 |
4.913 |
|
S4 |
4.471 |
4.556 |
4.870 |
|
|
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 |
5.013 |
4.552 |
0.461 |
9.3% |
0.137 |
2.8% |
88% |
True |
False |
13,250 |
10 |
5.013 |
4.443 |
0.570 |
11.5% |
0.124 |
2.5% |
90% |
True |
False |
9,935 |
20 |
5.013 |
4.443 |
0.570 |
11.5% |
0.126 |
2.5% |
90% |
True |
False |
10,726 |
40 |
5.015 |
4.443 |
0.572 |
11.5% |
0.111 |
2.2% |
90% |
False |
False |
9,580 |
60 |
5.015 |
4.307 |
0.708 |
14.3% |
0.111 |
2.2% |
92% |
False |
False |
8,524 |
80 |
5.015 |
4.243 |
0.772 |
15.6% |
0.105 |
2.1% |
92% |
False |
False |
7,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.680 |
2.618 |
5.424 |
1.618 |
5.267 |
1.000 |
5.170 |
0.618 |
5.110 |
HIGH |
5.013 |
0.618 |
4.953 |
0.500 |
4.935 |
0.382 |
4.916 |
LOW |
4.856 |
0.618 |
4.759 |
1.000 |
4.699 |
1.618 |
4.602 |
2.618 |
4.445 |
4.250 |
4.189 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.949 |
4.936 |
PP |
4.942 |
4.916 |
S1 |
4.935 |
4.896 |
|