NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.800 |
4.870 |
0.070 |
1.5% |
4.820 |
High |
4.885 |
4.878 |
-0.007 |
-0.1% |
4.827 |
Low |
4.755 |
4.743 |
-0.012 |
-0.3% |
4.679 |
Close |
4.871 |
4.765 |
-0.106 |
-2.2% |
4.808 |
Range |
0.130 |
0.135 |
0.005 |
3.8% |
0.148 |
ATR |
0.109 |
0.110 |
0.002 |
1.7% |
0.000 |
Volume |
4,915 |
4,331 |
-584 |
-11.9% |
32,419 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.200 |
5.118 |
4.839 |
|
R3 |
5.065 |
4.983 |
4.802 |
|
R2 |
4.930 |
4.930 |
4.790 |
|
R1 |
4.848 |
4.848 |
4.777 |
4.822 |
PP |
4.795 |
4.795 |
4.795 |
4.782 |
S1 |
4.713 |
4.713 |
4.753 |
4.687 |
S2 |
4.660 |
4.660 |
4.740 |
|
S3 |
4.525 |
4.578 |
4.728 |
|
S4 |
4.390 |
4.443 |
4.691 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.215 |
5.160 |
4.889 |
|
R3 |
5.067 |
5.012 |
4.849 |
|
R2 |
4.919 |
4.919 |
4.835 |
|
R1 |
4.864 |
4.864 |
4.822 |
4.818 |
PP |
4.771 |
4.771 |
4.771 |
4.748 |
S1 |
4.716 |
4.716 |
4.794 |
4.670 |
S2 |
4.623 |
4.623 |
4.781 |
|
S3 |
4.475 |
4.568 |
4.767 |
|
S4 |
4.327 |
4.420 |
4.727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.885 |
4.679 |
0.206 |
4.3% |
0.113 |
2.4% |
42% |
False |
False |
5,877 |
10 |
5.193 |
4.679 |
0.514 |
10.8% |
0.127 |
2.7% |
17% |
False |
False |
6,493 |
20 |
5.215 |
4.679 |
0.536 |
11.2% |
0.107 |
2.3% |
16% |
False |
False |
6,557 |
40 |
5.215 |
4.679 |
0.536 |
11.2% |
0.106 |
2.2% |
16% |
False |
False |
5,862 |
60 |
5.215 |
4.511 |
0.704 |
14.8% |
0.106 |
2.2% |
36% |
False |
False |
4,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.452 |
2.618 |
5.231 |
1.618 |
5.096 |
1.000 |
5.013 |
0.618 |
4.961 |
HIGH |
4.878 |
0.618 |
4.826 |
0.500 |
4.811 |
0.382 |
4.795 |
LOW |
4.743 |
0.618 |
4.660 |
1.000 |
4.608 |
1.618 |
4.525 |
2.618 |
4.390 |
4.250 |
4.169 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.811 |
4.809 |
PP |
4.795 |
4.794 |
S1 |
4.780 |
4.780 |
|