NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
5.161 |
5.075 |
-0.086 |
-1.7% |
5.020 |
High |
5.193 |
5.083 |
-0.110 |
-2.1% |
5.173 |
Low |
5.076 |
4.776 |
-0.300 |
-5.9% |
4.945 |
Close |
5.092 |
4.815 |
-0.277 |
-5.4% |
5.165 |
Range |
0.117 |
0.307 |
0.190 |
162.4% |
0.228 |
ATR |
0.096 |
0.112 |
0.016 |
16.3% |
0.000 |
Volume |
5,111 |
5,289 |
178 |
3.5% |
25,185 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.812 |
5.621 |
4.984 |
|
R3 |
5.505 |
5.314 |
4.899 |
|
R2 |
5.198 |
5.198 |
4.871 |
|
R1 |
5.007 |
5.007 |
4.843 |
4.949 |
PP |
4.891 |
4.891 |
4.891 |
4.863 |
S1 |
4.700 |
4.700 |
4.787 |
4.642 |
S2 |
4.584 |
4.584 |
4.759 |
|
S3 |
4.277 |
4.393 |
4.731 |
|
S4 |
3.970 |
4.086 |
4.646 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.778 |
5.700 |
5.290 |
|
R3 |
5.550 |
5.472 |
5.228 |
|
R2 |
5.322 |
5.322 |
5.207 |
|
R1 |
5.244 |
5.244 |
5.186 |
5.283 |
PP |
5.094 |
5.094 |
5.094 |
5.114 |
S1 |
5.016 |
5.016 |
5.144 |
5.055 |
S2 |
4.866 |
4.866 |
5.123 |
|
S3 |
4.638 |
4.788 |
5.102 |
|
S4 |
4.410 |
4.560 |
5.040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.215 |
4.776 |
0.439 |
9.1% |
0.133 |
2.8% |
9% |
False |
True |
9,547 |
10 |
5.215 |
4.776 |
0.439 |
9.1% |
0.113 |
2.4% |
9% |
False |
True |
6,582 |
20 |
5.215 |
4.708 |
0.507 |
10.5% |
0.103 |
2.1% |
21% |
False |
False |
5,705 |
40 |
5.215 |
4.566 |
0.649 |
13.5% |
0.106 |
2.2% |
38% |
False |
False |
5,231 |
60 |
5.215 |
4.511 |
0.704 |
14.6% |
0.100 |
2.1% |
43% |
False |
False |
4,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.388 |
2.618 |
5.887 |
1.618 |
5.580 |
1.000 |
5.390 |
0.618 |
5.273 |
HIGH |
5.083 |
0.618 |
4.966 |
0.500 |
4.930 |
0.382 |
4.893 |
LOW |
4.776 |
0.618 |
4.586 |
1.000 |
4.469 |
1.618 |
4.279 |
2.618 |
3.972 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.930 |
4.996 |
PP |
4.891 |
4.935 |
S1 |
4.853 |
4.875 |
|