NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.864 |
4.866 |
0.002 |
0.0% |
4.800 |
High |
4.937 |
4.910 |
-0.027 |
-0.5% |
4.885 |
Low |
4.811 |
4.850 |
0.039 |
0.8% |
4.670 |
Close |
4.875 |
4.907 |
0.032 |
0.7% |
4.794 |
Range |
0.126 |
0.060 |
-0.066 |
-52.4% |
0.215 |
ATR |
0.111 |
0.108 |
-0.004 |
-3.3% |
0.000 |
Volume |
3,471 |
3,585 |
114 |
3.3% |
24,767 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.069 |
5.048 |
4.940 |
|
R3 |
5.009 |
4.988 |
4.924 |
|
R2 |
4.949 |
4.949 |
4.918 |
|
R1 |
4.928 |
4.928 |
4.913 |
4.939 |
PP |
4.889 |
4.889 |
4.889 |
4.894 |
S1 |
4.868 |
4.868 |
4.902 |
4.879 |
S2 |
4.829 |
4.829 |
4.896 |
|
S3 |
4.769 |
4.808 |
4.891 |
|
S4 |
4.709 |
4.748 |
4.874 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.428 |
5.326 |
4.912 |
|
R3 |
5.213 |
5.111 |
4.853 |
|
R2 |
4.998 |
4.998 |
4.833 |
|
R1 |
4.896 |
4.896 |
4.814 |
4.840 |
PP |
4.783 |
4.783 |
4.783 |
4.755 |
S1 |
4.681 |
4.681 |
4.774 |
4.625 |
S2 |
4.568 |
4.568 |
4.755 |
|
S3 |
4.353 |
4.466 |
4.735 |
|
S4 |
4.138 |
4.251 |
4.676 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.937 |
4.670 |
0.267 |
5.4% |
0.111 |
2.3% |
89% |
False |
False |
4,382 |
10 |
4.937 |
4.670 |
0.267 |
5.4% |
0.106 |
2.2% |
89% |
False |
False |
4,998 |
20 |
5.215 |
4.670 |
0.545 |
11.1% |
0.112 |
2.3% |
43% |
False |
False |
6,686 |
40 |
5.215 |
4.670 |
0.545 |
11.1% |
0.103 |
2.1% |
43% |
False |
False |
5,761 |
60 |
5.215 |
4.511 |
0.704 |
14.3% |
0.104 |
2.1% |
56% |
False |
False |
5,237 |
80 |
5.215 |
4.511 |
0.704 |
14.3% |
0.099 |
2.0% |
56% |
False |
False |
4,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.165 |
2.618 |
5.067 |
1.618 |
5.007 |
1.000 |
4.970 |
0.618 |
4.947 |
HIGH |
4.910 |
0.618 |
4.887 |
0.500 |
4.880 |
0.382 |
4.873 |
LOW |
4.850 |
0.618 |
4.813 |
1.000 |
4.790 |
1.618 |
4.753 |
2.618 |
4.693 |
4.250 |
4.595 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.898 |
4.892 |
PP |
4.889 |
4.877 |
S1 |
4.880 |
4.862 |
|