NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.598 |
4.539 |
-0.059 |
-1.3% |
4.589 |
High |
4.598 |
4.552 |
-0.046 |
-1.0% |
4.614 |
Low |
4.546 |
4.462 |
-0.084 |
-1.8% |
4.464 |
Close |
4.562 |
4.467 |
-0.095 |
-2.1% |
4.592 |
Range |
0.052 |
0.090 |
0.038 |
73.1% |
0.150 |
ATR |
0.112 |
0.111 |
-0.001 |
-0.7% |
0.000 |
Volume |
8,135 |
3,799 |
-4,336 |
-53.3% |
62,827 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.764 |
4.705 |
4.517 |
|
R3 |
4.674 |
4.615 |
4.492 |
|
R2 |
4.584 |
4.584 |
4.484 |
|
R1 |
4.525 |
4.525 |
4.475 |
4.510 |
PP |
4.494 |
4.494 |
4.494 |
4.486 |
S1 |
4.435 |
4.435 |
4.459 |
4.420 |
S2 |
4.404 |
4.404 |
4.451 |
|
S3 |
4.314 |
4.345 |
4.442 |
|
S4 |
4.224 |
4.255 |
4.418 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.007 |
4.949 |
4.675 |
|
R3 |
4.857 |
4.799 |
4.633 |
|
R2 |
4.707 |
4.707 |
4.620 |
|
R1 |
4.649 |
4.649 |
4.606 |
4.678 |
PP |
4.557 |
4.557 |
4.557 |
4.571 |
S1 |
4.499 |
4.499 |
4.578 |
4.528 |
S2 |
4.407 |
4.407 |
4.565 |
|
S3 |
4.257 |
4.349 |
4.551 |
|
S4 |
4.107 |
4.199 |
4.510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.671 |
4.462 |
0.209 |
4.7% |
0.102 |
2.3% |
2% |
False |
True |
7,671 |
10 |
4.671 |
4.462 |
0.209 |
4.7% |
0.105 |
2.3% |
2% |
False |
True |
10,988 |
20 |
5.015 |
4.462 |
0.553 |
12.4% |
0.111 |
2.5% |
1% |
False |
True |
10,911 |
40 |
5.015 |
4.451 |
0.564 |
12.6% |
0.110 |
2.5% |
3% |
False |
False |
9,175 |
60 |
5.015 |
4.243 |
0.772 |
17.3% |
0.108 |
2.4% |
29% |
False |
False |
7,736 |
80 |
5.015 |
4.243 |
0.772 |
17.3% |
0.100 |
2.2% |
29% |
False |
False |
6,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.935 |
2.618 |
4.788 |
1.618 |
4.698 |
1.000 |
4.642 |
0.618 |
4.608 |
HIGH |
4.552 |
0.618 |
4.518 |
0.500 |
4.507 |
0.382 |
4.496 |
LOW |
4.462 |
0.618 |
4.406 |
1.000 |
4.372 |
1.618 |
4.316 |
2.618 |
4.226 |
4.250 |
4.080 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.507 |
4.563 |
PP |
4.494 |
4.531 |
S1 |
4.480 |
4.499 |
|