NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
5.023 |
4.884 |
-0.139 |
-2.8% |
4.952 |
High |
5.106 |
4.965 |
-0.141 |
-2.8% |
5.106 |
Low |
4.847 |
4.877 |
0.030 |
0.6% |
4.847 |
Close |
4.872 |
4.952 |
0.080 |
1.6% |
4.952 |
Range |
0.259 |
0.088 |
-0.171 |
-66.0% |
0.259 |
ATR |
0.124 |
0.121 |
-0.002 |
-1.8% |
0.000 |
Volume |
20,537 |
26,291 |
5,754 |
28.0% |
103,176 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.195 |
5.162 |
5.000 |
|
R3 |
5.107 |
5.074 |
4.976 |
|
R2 |
5.019 |
5.019 |
4.968 |
|
R1 |
4.986 |
4.986 |
4.960 |
5.003 |
PP |
4.931 |
4.931 |
4.931 |
4.940 |
S1 |
4.898 |
4.898 |
4.944 |
4.915 |
S2 |
4.843 |
4.843 |
4.936 |
|
S3 |
4.755 |
4.810 |
4.928 |
|
S4 |
4.667 |
4.722 |
4.904 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.745 |
5.608 |
5.094 |
|
R3 |
5.486 |
5.349 |
5.023 |
|
R2 |
5.227 |
5.227 |
4.999 |
|
R1 |
5.090 |
5.090 |
4.976 |
5.082 |
PP |
4.968 |
4.968 |
4.968 |
4.964 |
S1 |
4.831 |
4.831 |
4.928 |
4.823 |
S2 |
4.709 |
4.709 |
4.905 |
|
S3 |
4.450 |
4.572 |
4.881 |
|
S4 |
4.191 |
4.313 |
4.810 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.106 |
4.847 |
0.259 |
5.2% |
0.118 |
2.4% |
41% |
False |
False |
20,635 |
10 |
5.106 |
4.621 |
0.485 |
9.8% |
0.119 |
2.4% |
68% |
False |
False |
19,906 |
20 |
5.106 |
4.443 |
0.663 |
13.4% |
0.117 |
2.4% |
77% |
False |
False |
13,742 |
40 |
5.106 |
4.443 |
0.663 |
13.4% |
0.115 |
2.3% |
77% |
False |
False |
12,262 |
60 |
5.106 |
4.443 |
0.663 |
13.4% |
0.112 |
2.3% |
77% |
False |
False |
10,464 |
80 |
5.106 |
4.243 |
0.863 |
17.4% |
0.109 |
2.2% |
82% |
False |
False |
8,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.339 |
2.618 |
5.195 |
1.618 |
5.107 |
1.000 |
5.053 |
0.618 |
5.019 |
HIGH |
4.965 |
0.618 |
4.931 |
0.500 |
4.921 |
0.382 |
4.911 |
LOW |
4.877 |
0.618 |
4.823 |
1.000 |
4.789 |
1.618 |
4.735 |
2.618 |
4.647 |
4.250 |
4.503 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.942 |
4.977 |
PP |
4.931 |
4.968 |
S1 |
4.921 |
4.960 |
|