NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.958 |
4.952 |
-0.006 |
-0.1% |
4.779 |
High |
4.958 |
5.010 |
0.052 |
1.0% |
5.013 |
Low |
4.866 |
4.917 |
0.051 |
1.0% |
4.779 |
Close |
4.882 |
4.993 |
0.111 |
2.3% |
4.882 |
Range |
0.092 |
0.093 |
0.001 |
1.1% |
0.234 |
ATR |
0.119 |
0.119 |
0.001 |
0.6% |
0.000 |
Volume |
37,764 |
17,717 |
-20,047 |
-53.1% |
84,648 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.252 |
5.216 |
5.044 |
|
R3 |
5.159 |
5.123 |
5.019 |
|
R2 |
5.066 |
5.066 |
5.010 |
|
R1 |
5.030 |
5.030 |
5.002 |
5.048 |
PP |
4.973 |
4.973 |
4.973 |
4.983 |
S1 |
4.937 |
4.937 |
4.984 |
4.955 |
S2 |
4.880 |
4.880 |
4.976 |
|
S3 |
4.787 |
4.844 |
4.967 |
|
S4 |
4.694 |
4.751 |
4.942 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.593 |
5.472 |
5.011 |
|
R3 |
5.359 |
5.238 |
4.946 |
|
R2 |
5.125 |
5.125 |
4.925 |
|
R1 |
5.004 |
5.004 |
4.903 |
5.065 |
PP |
4.891 |
4.891 |
4.891 |
4.922 |
S1 |
4.770 |
4.770 |
4.861 |
4.831 |
S2 |
4.657 |
4.657 |
4.839 |
|
S3 |
4.423 |
4.536 |
4.818 |
|
S4 |
4.189 |
4.302 |
4.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.013 |
4.779 |
0.234 |
4.7% |
0.106 |
2.1% |
91% |
False |
False |
20,473 |
10 |
5.013 |
4.552 |
0.461 |
9.2% |
0.118 |
2.4% |
96% |
False |
False |
14,267 |
20 |
5.013 |
4.443 |
0.570 |
11.4% |
0.114 |
2.3% |
96% |
False |
False |
11,993 |
40 |
5.015 |
4.443 |
0.572 |
11.5% |
0.110 |
2.2% |
96% |
False |
False |
10,713 |
60 |
5.015 |
4.329 |
0.686 |
13.7% |
0.111 |
2.2% |
97% |
False |
False |
9,291 |
80 |
5.015 |
4.243 |
0.772 |
15.5% |
0.106 |
2.1% |
97% |
False |
False |
8,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.405 |
2.618 |
5.253 |
1.618 |
5.160 |
1.000 |
5.103 |
0.618 |
5.067 |
HIGH |
5.010 |
0.618 |
4.974 |
0.500 |
4.964 |
0.382 |
4.953 |
LOW |
4.917 |
0.618 |
4.860 |
1.000 |
4.824 |
1.618 |
4.767 |
2.618 |
4.674 |
4.250 |
4.522 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.983 |
4.974 |
PP |
4.973 |
4.954 |
S1 |
4.964 |
4.935 |
|