NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.964 |
5.134 |
0.170 |
3.4% |
4.915 |
High |
5.106 |
5.205 |
0.099 |
1.9% |
5.106 |
Low |
4.954 |
5.132 |
0.178 |
3.6% |
4.870 |
Close |
5.083 |
5.182 |
0.099 |
1.9% |
5.083 |
Range |
0.152 |
0.073 |
-0.079 |
-52.0% |
0.236 |
ATR |
0.117 |
0.117 |
0.000 |
0.3% |
0.000 |
Volume |
11,309 |
15,131 |
3,822 |
33.8% |
45,263 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.392 |
5.360 |
5.222 |
|
R3 |
5.319 |
5.287 |
5.202 |
|
R2 |
5.246 |
5.246 |
5.195 |
|
R1 |
5.214 |
5.214 |
5.189 |
5.230 |
PP |
5.173 |
5.173 |
5.173 |
5.181 |
S1 |
5.141 |
5.141 |
5.175 |
5.157 |
S2 |
5.100 |
5.100 |
5.169 |
|
S3 |
5.027 |
5.068 |
5.162 |
|
S4 |
4.954 |
4.995 |
5.142 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.728 |
5.641 |
5.213 |
|
R3 |
5.492 |
5.405 |
5.148 |
|
R2 |
5.256 |
5.256 |
5.126 |
|
R1 |
5.169 |
5.169 |
5.105 |
5.213 |
PP |
5.020 |
5.020 |
5.020 |
5.041 |
S1 |
4.933 |
4.933 |
5.061 |
4.977 |
S2 |
4.784 |
4.784 |
5.040 |
|
S3 |
4.548 |
4.697 |
5.018 |
|
S4 |
4.312 |
4.461 |
4.953 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.515 |
2.618 |
5.396 |
1.618 |
5.323 |
1.000 |
5.278 |
0.618 |
5.250 |
HIGH |
5.205 |
0.618 |
5.177 |
0.500 |
5.169 |
0.382 |
5.160 |
LOW |
5.132 |
0.618 |
5.087 |
1.000 |
5.059 |
1.618 |
5.014 |
2.618 |
4.941 |
4.250 |
4.822 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
5.178 |
5.134 |
PP |
5.173 |
5.086 |
S1 |
5.169 |
5.038 |
|