NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.820 |
4.760 |
-0.060 |
-1.2% |
5.167 |
High |
4.827 |
4.810 |
-0.017 |
-0.4% |
5.215 |
Low |
4.714 |
4.722 |
0.008 |
0.2% |
4.776 |
Close |
4.719 |
4.792 |
0.073 |
1.5% |
4.789 |
Range |
0.113 |
0.088 |
-0.025 |
-22.1% |
0.439 |
ATR |
0.110 |
0.109 |
-0.001 |
-1.2% |
0.000 |
Volume |
6,621 |
5,659 |
-962 |
-14.5% |
50,598 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.039 |
5.003 |
4.840 |
|
R3 |
4.951 |
4.915 |
4.816 |
|
R2 |
4.863 |
4.863 |
4.808 |
|
R1 |
4.827 |
4.827 |
4.800 |
4.845 |
PP |
4.775 |
4.775 |
4.775 |
4.784 |
S1 |
4.739 |
4.739 |
4.784 |
4.757 |
S2 |
4.687 |
4.687 |
4.776 |
|
S3 |
4.599 |
4.651 |
4.768 |
|
S4 |
4.511 |
4.563 |
4.744 |
|
|
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 |
5.193 |
4.714 |
0.479 |
10.0% |
0.141 |
3.0% |
16% |
False |
False |
7,109 |
10 |
5.215 |
4.714 |
0.501 |
10.5% |
0.117 |
2.4% |
16% |
False |
False |
7,922 |
20 |
5.215 |
4.714 |
0.501 |
10.5% |
0.104 |
2.2% |
16% |
False |
False |
6,192 |
40 |
5.215 |
4.613 |
0.602 |
12.6% |
0.106 |
2.2% |
30% |
False |
False |
5,648 |
60 |
5.215 |
4.511 |
0.704 |
14.7% |
0.101 |
2.1% |
40% |
False |
False |
4,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.184 |
2.618 |
5.040 |
1.618 |
4.952 |
1.000 |
4.898 |
0.618 |
4.864 |
HIGH |
4.810 |
0.618 |
4.776 |
0.500 |
4.766 |
0.382 |
4.756 |
LOW |
4.722 |
0.618 |
4.668 |
1.000 |
4.634 |
1.618 |
4.580 |
2.618 |
4.492 |
4.250 |
4.348 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.783 |
4.791 |
PP |
4.775 |
4.791 |
S1 |
4.766 |
4.790 |
|