NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.952 |
5.000 |
0.048 |
1.0% |
4.779 |
High |
5.010 |
5.017 |
0.007 |
0.1% |
5.013 |
Low |
4.917 |
4.945 |
0.028 |
0.6% |
4.779 |
Close |
4.993 |
5.014 |
0.021 |
0.4% |
4.882 |
Range |
0.093 |
0.072 |
-0.021 |
-22.6% |
0.234 |
ATR |
0.119 |
0.116 |
-0.003 |
-2.8% |
0.000 |
Volume |
17,717 |
17,776 |
59 |
0.3% |
84,648 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.208 |
5.183 |
5.054 |
|
R3 |
5.136 |
5.111 |
5.034 |
|
R2 |
5.064 |
5.064 |
5.027 |
|
R1 |
5.039 |
5.039 |
5.021 |
5.052 |
PP |
4.992 |
4.992 |
4.992 |
4.998 |
S1 |
4.967 |
4.967 |
5.007 |
4.980 |
S2 |
4.920 |
4.920 |
5.001 |
|
S3 |
4.848 |
4.895 |
4.994 |
|
S4 |
4.776 |
4.823 |
4.974 |
|
|
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 |
5.017 |
4.820 |
0.197 |
3.9% |
0.096 |
1.9% |
98% |
True |
False |
21,333 |
10 |
5.017 |
4.552 |
0.465 |
9.3% |
0.112 |
2.2% |
99% |
True |
False |
15,339 |
20 |
5.017 |
4.443 |
0.574 |
11.4% |
0.111 |
2.2% |
99% |
True |
False |
12,333 |
40 |
5.017 |
4.443 |
0.574 |
11.4% |
0.111 |
2.2% |
99% |
True |
False |
10,947 |
60 |
5.017 |
4.345 |
0.672 |
13.4% |
0.111 |
2.2% |
100% |
True |
False |
9,520 |
80 |
5.017 |
4.243 |
0.774 |
15.4% |
0.106 |
2.1% |
100% |
True |
False |
8,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.323 |
2.618 |
5.205 |
1.618 |
5.133 |
1.000 |
5.089 |
0.618 |
5.061 |
HIGH |
5.017 |
0.618 |
4.989 |
0.500 |
4.981 |
0.382 |
4.973 |
LOW |
4.945 |
0.618 |
4.901 |
1.000 |
4.873 |
1.618 |
4.829 |
2.618 |
4.757 |
4.250 |
4.639 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
5.003 |
4.990 |
PP |
4.992 |
4.966 |
S1 |
4.981 |
4.942 |
|