NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
5.000 |
5.010 |
0.010 |
0.2% |
4.779 |
High |
5.017 |
5.039 |
0.022 |
0.4% |
5.013 |
Low |
4.945 |
4.962 |
0.017 |
0.3% |
4.779 |
Close |
5.014 |
5.033 |
0.019 |
0.4% |
4.882 |
Range |
0.072 |
0.077 |
0.005 |
6.9% |
0.234 |
ATR |
0.116 |
0.113 |
-0.003 |
-2.4% |
0.000 |
Volume |
17,776 |
20,855 |
3,079 |
17.3% |
84,648 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.242 |
5.215 |
5.075 |
|
R3 |
5.165 |
5.138 |
5.054 |
|
R2 |
5.088 |
5.088 |
5.047 |
|
R1 |
5.061 |
5.061 |
5.040 |
5.075 |
PP |
5.011 |
5.011 |
5.011 |
5.018 |
S1 |
4.984 |
4.984 |
5.026 |
4.998 |
S2 |
4.934 |
4.934 |
5.019 |
|
S3 |
4.857 |
4.907 |
5.012 |
|
S4 |
4.780 |
4.830 |
4.991 |
|
|
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 |
5.039 |
4.856 |
0.183 |
3.6% |
0.098 |
2.0% |
97% |
True |
False |
21,346 |
10 |
5.039 |
4.552 |
0.487 |
9.7% |
0.107 |
2.1% |
99% |
True |
False |
16,763 |
20 |
5.039 |
4.443 |
0.596 |
11.8% |
0.110 |
2.2% |
99% |
True |
False |
12,684 |
40 |
5.039 |
4.443 |
0.596 |
11.8% |
0.109 |
2.2% |
99% |
True |
False |
11,349 |
60 |
5.039 |
4.345 |
0.694 |
13.8% |
0.110 |
2.2% |
99% |
True |
False |
9,818 |
80 |
5.039 |
4.243 |
0.796 |
15.8% |
0.106 |
2.1% |
99% |
True |
False |
8,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.366 |
2.618 |
5.241 |
1.618 |
5.164 |
1.000 |
5.116 |
0.618 |
5.087 |
HIGH |
5.039 |
0.618 |
5.010 |
0.500 |
5.001 |
0.382 |
4.991 |
LOW |
4.962 |
0.618 |
4.914 |
1.000 |
4.885 |
1.618 |
4.837 |
2.618 |
4.760 |
4.250 |
4.635 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
5.022 |
5.015 |
PP |
5.011 |
4.996 |
S1 |
5.001 |
4.978 |
|