NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.884 |
4.979 |
0.095 |
1.9% |
4.952 |
High |
4.965 |
4.993 |
0.028 |
0.6% |
5.106 |
Low |
4.877 |
4.806 |
-0.071 |
-1.5% |
4.847 |
Close |
4.952 |
4.852 |
-0.100 |
-2.0% |
4.952 |
Range |
0.088 |
0.187 |
0.099 |
112.5% |
0.259 |
ATR |
0.121 |
0.126 |
0.005 |
3.9% |
0.000 |
Volume |
26,291 |
16,226 |
-10,065 |
-38.3% |
103,176 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.445 |
5.335 |
4.955 |
|
R3 |
5.258 |
5.148 |
4.903 |
|
R2 |
5.071 |
5.071 |
4.886 |
|
R1 |
4.961 |
4.961 |
4.869 |
4.923 |
PP |
4.884 |
4.884 |
4.884 |
4.864 |
S1 |
4.774 |
4.774 |
4.835 |
4.736 |
S2 |
4.697 |
4.697 |
4.818 |
|
S3 |
4.510 |
4.587 |
4.801 |
|
S4 |
4.323 |
4.400 |
4.749 |
|
|
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 |
4.806 |
0.300 |
6.2% |
0.137 |
2.8% |
15% |
False |
True |
20,337 |
10 |
5.106 |
4.779 |
0.327 |
6.7% |
0.121 |
2.5% |
22% |
False |
False |
20,405 |
20 |
5.106 |
4.443 |
0.663 |
13.7% |
0.122 |
2.5% |
62% |
False |
False |
13,936 |
40 |
5.106 |
4.443 |
0.663 |
13.7% |
0.115 |
2.4% |
62% |
False |
False |
12,492 |
60 |
5.106 |
4.443 |
0.663 |
13.7% |
0.112 |
2.3% |
62% |
False |
False |
10,681 |
80 |
5.106 |
4.243 |
0.863 |
17.8% |
0.111 |
2.3% |
71% |
False |
False |
9,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.788 |
2.618 |
5.483 |
1.618 |
5.296 |
1.000 |
5.180 |
0.618 |
5.109 |
HIGH |
4.993 |
0.618 |
4.922 |
0.500 |
4.900 |
0.382 |
4.877 |
LOW |
4.806 |
0.618 |
4.690 |
1.000 |
4.619 |
1.618 |
4.503 |
2.618 |
4.316 |
4.250 |
4.011 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.900 |
4.956 |
PP |
4.884 |
4.921 |
S1 |
4.868 |
4.887 |
|