NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.789 |
4.820 |
0.031 |
0.6% |
5.167 |
High |
4.866 |
4.827 |
-0.039 |
-0.8% |
5.215 |
Low |
4.784 |
4.714 |
-0.070 |
-1.5% |
4.776 |
Close |
4.789 |
4.719 |
-0.070 |
-1.5% |
4.789 |
Range |
0.082 |
0.113 |
0.031 |
37.8% |
0.439 |
ATR |
0.110 |
0.110 |
0.000 |
0.2% |
0.000 |
Volume |
12,869 |
6,621 |
-6,248 |
-48.6% |
50,598 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.092 |
5.019 |
4.781 |
|
R3 |
4.979 |
4.906 |
4.750 |
|
R2 |
4.866 |
4.866 |
4.740 |
|
R1 |
4.793 |
4.793 |
4.729 |
4.773 |
PP |
4.753 |
4.753 |
4.753 |
4.744 |
S1 |
4.680 |
4.680 |
4.709 |
4.660 |
S2 |
4.640 |
4.640 |
4.698 |
|
S3 |
4.527 |
4.567 |
4.688 |
|
S4 |
4.414 |
4.454 |
4.657 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.244 |
5.955 |
5.030 |
|
R3 |
5.805 |
5.516 |
4.910 |
|
R2 |
5.366 |
5.366 |
4.869 |
|
R1 |
5.077 |
5.077 |
4.829 |
5.002 |
PP |
4.927 |
4.927 |
4.927 |
4.889 |
S1 |
4.638 |
4.638 |
4.749 |
4.563 |
S2 |
4.488 |
4.488 |
4.709 |
|
S3 |
4.049 |
4.199 |
4.668 |
|
S4 |
3.610 |
3.760 |
4.548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.215 |
4.714 |
0.501 |
10.6% |
0.133 |
2.8% |
1% |
False |
True |
8,855 |
10 |
5.215 |
4.714 |
0.501 |
10.6% |
0.115 |
2.4% |
1% |
False |
True |
7,737 |
20 |
5.215 |
4.708 |
0.507 |
10.7% |
0.106 |
2.2% |
2% |
False |
False |
6,119 |
40 |
5.215 |
4.613 |
0.602 |
12.8% |
0.106 |
2.3% |
18% |
False |
False |
5,573 |
60 |
5.215 |
4.511 |
0.704 |
14.9% |
0.100 |
2.1% |
30% |
False |
False |
4,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.307 |
2.618 |
5.123 |
1.618 |
5.010 |
1.000 |
4.940 |
0.618 |
4.897 |
HIGH |
4.827 |
0.618 |
4.784 |
0.500 |
4.771 |
0.382 |
4.757 |
LOW |
4.714 |
0.618 |
4.644 |
1.000 |
4.601 |
1.618 |
4.531 |
2.618 |
4.418 |
4.250 |
4.234 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.771 |
4.899 |
PP |
4.753 |
4.839 |
S1 |
4.736 |
4.779 |
|