NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.979 |
4.851 |
-0.128 |
-2.6% |
4.952 |
High |
4.993 |
4.863 |
-0.130 |
-2.6% |
5.106 |
Low |
4.806 |
4.772 |
-0.034 |
-0.7% |
4.847 |
Close |
4.852 |
4.793 |
-0.059 |
-1.2% |
4.952 |
Range |
0.187 |
0.091 |
-0.096 |
-51.3% |
0.259 |
ATR |
0.126 |
0.124 |
-0.003 |
-2.0% |
0.000 |
Volume |
16,226 |
20,444 |
4,218 |
26.0% |
103,176 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.082 |
5.029 |
4.843 |
|
R3 |
4.991 |
4.938 |
4.818 |
|
R2 |
4.900 |
4.900 |
4.810 |
|
R1 |
4.847 |
4.847 |
4.801 |
4.828 |
PP |
4.809 |
4.809 |
4.809 |
4.800 |
S1 |
4.756 |
4.756 |
4.785 |
4.737 |
S2 |
4.718 |
4.718 |
4.776 |
|
S3 |
4.627 |
4.665 |
4.768 |
|
S4 |
4.536 |
4.574 |
4.743 |
|
|
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 |
4.772 |
0.334 |
7.0% |
0.140 |
2.9% |
6% |
False |
True |
20,870 |
10 |
5.106 |
4.772 |
0.334 |
7.0% |
0.118 |
2.5% |
6% |
False |
True |
21,102 |
20 |
5.106 |
4.443 |
0.663 |
13.8% |
0.120 |
2.5% |
53% |
False |
False |
14,574 |
40 |
5.106 |
4.443 |
0.663 |
13.8% |
0.116 |
2.4% |
53% |
False |
False |
12,658 |
60 |
5.106 |
4.443 |
0.663 |
13.8% |
0.112 |
2.3% |
53% |
False |
False |
10,925 |
80 |
5.106 |
4.243 |
0.863 |
18.0% |
0.111 |
2.3% |
64% |
False |
False |
9,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.250 |
2.618 |
5.101 |
1.618 |
5.010 |
1.000 |
4.954 |
0.618 |
4.919 |
HIGH |
4.863 |
0.618 |
4.828 |
0.500 |
4.818 |
0.382 |
4.807 |
LOW |
4.772 |
0.618 |
4.716 |
1.000 |
4.681 |
1.618 |
4.625 |
2.618 |
4.534 |
4.250 |
4.385 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.818 |
4.883 |
PP |
4.809 |
4.853 |
S1 |
4.801 |
4.823 |
|