NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.851 |
4.765 |
-0.086 |
-1.8% |
4.952 |
High |
4.863 |
4.817 |
-0.046 |
-0.9% |
5.106 |
Low |
4.772 |
4.740 |
-0.032 |
-0.7% |
4.847 |
Close |
4.793 |
4.796 |
0.003 |
0.1% |
4.952 |
Range |
0.091 |
0.077 |
-0.014 |
-15.4% |
0.259 |
ATR |
0.124 |
0.120 |
-0.003 |
-2.7% |
0.000 |
Volume |
20,444 |
12,914 |
-7,530 |
-36.8% |
103,176 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.015 |
4.983 |
4.838 |
|
R3 |
4.938 |
4.906 |
4.817 |
|
R2 |
4.861 |
4.861 |
4.810 |
|
R1 |
4.829 |
4.829 |
4.803 |
4.845 |
PP |
4.784 |
4.784 |
4.784 |
4.793 |
S1 |
4.752 |
4.752 |
4.789 |
4.768 |
S2 |
4.707 |
4.707 |
4.782 |
|
S3 |
4.630 |
4.675 |
4.775 |
|
S4 |
4.553 |
4.598 |
4.754 |
|
|
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 |
4.740 |
0.366 |
7.6% |
0.140 |
2.9% |
15% |
False |
True |
19,282 |
10 |
5.106 |
4.740 |
0.366 |
7.6% |
0.119 |
2.5% |
15% |
False |
True |
20,314 |
20 |
5.106 |
4.443 |
0.663 |
13.8% |
0.117 |
2.4% |
53% |
False |
False |
14,900 |
40 |
5.106 |
4.443 |
0.663 |
13.8% |
0.114 |
2.4% |
53% |
False |
False |
12,912 |
60 |
5.106 |
4.443 |
0.663 |
13.8% |
0.112 |
2.3% |
53% |
False |
False |
11,040 |
80 |
5.106 |
4.243 |
0.863 |
18.0% |
0.111 |
2.3% |
64% |
False |
False |
9,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.144 |
2.618 |
5.019 |
1.618 |
4.942 |
1.000 |
4.894 |
0.618 |
4.865 |
HIGH |
4.817 |
0.618 |
4.788 |
0.500 |
4.779 |
0.382 |
4.769 |
LOW |
4.740 |
0.618 |
4.692 |
1.000 |
4.663 |
1.618 |
4.615 |
2.618 |
4.538 |
4.250 |
4.413 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.790 |
4.867 |
PP |
4.784 |
4.843 |
S1 |
4.779 |
4.820 |
|