NYMEX Natural Gas Future July 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 |
4.389 |
4.391 |
0.002 |
0.0% |
4.332 |
| High |
4.446 |
4.434 |
-0.012 |
-0.3% |
4.400 |
| Low |
4.312 |
4.363 |
0.051 |
1.2% |
4.140 |
| Close |
4.391 |
4.423 |
0.032 |
0.7% |
4.290 |
| Range |
0.134 |
0.071 |
-0.063 |
-47.0% |
0.260 |
| ATR |
0.134 |
0.130 |
-0.005 |
-3.4% |
0.000 |
| Volume |
87,611 |
77,628 |
-9,983 |
-11.4% |
331,120 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.620 |
4.592 |
4.462 |
|
| R3 |
4.549 |
4.521 |
4.443 |
|
| R2 |
4.478 |
4.478 |
4.436 |
|
| R1 |
4.450 |
4.450 |
4.430 |
4.464 |
| PP |
4.407 |
4.407 |
4.407 |
4.414 |
| S1 |
4.379 |
4.379 |
4.416 |
4.393 |
| S2 |
4.336 |
4.336 |
4.410 |
|
| S3 |
4.265 |
4.308 |
4.403 |
|
| S4 |
4.194 |
4.237 |
4.384 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.057 |
4.933 |
4.433 |
|
| R3 |
4.797 |
4.673 |
4.362 |
|
| R2 |
4.537 |
4.537 |
4.338 |
|
| R1 |
4.413 |
4.413 |
4.314 |
4.345 |
| PP |
4.277 |
4.277 |
4.277 |
4.243 |
| S1 |
4.153 |
4.153 |
4.266 |
4.085 |
| S2 |
4.017 |
4.017 |
4.242 |
|
| S3 |
3.757 |
3.893 |
4.219 |
|
| S4 |
3.497 |
3.633 |
4.147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.446 |
4.140 |
0.306 |
6.9% |
0.129 |
2.9% |
92% |
False |
False |
76,481 |
| 10 |
4.446 |
4.140 |
0.306 |
6.9% |
0.125 |
2.8% |
92% |
False |
False |
71,939 |
| 20 |
4.798 |
4.140 |
0.658 |
14.9% |
0.137 |
3.1% |
43% |
False |
False |
61,224 |
| 40 |
4.798 |
4.140 |
0.658 |
14.9% |
0.128 |
2.9% |
43% |
False |
False |
52,923 |
| 60 |
4.798 |
3.955 |
0.843 |
19.1% |
0.129 |
2.9% |
56% |
False |
False |
42,552 |
| 80 |
4.798 |
3.955 |
0.843 |
19.1% |
0.123 |
2.8% |
56% |
False |
False |
34,609 |
| 100 |
4.930 |
3.955 |
0.975 |
22.0% |
0.124 |
2.8% |
48% |
False |
False |
29,312 |
| 120 |
4.930 |
3.955 |
0.975 |
22.0% |
0.123 |
2.8% |
48% |
False |
False |
24,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.736 |
|
2.618 |
4.620 |
|
1.618 |
4.549 |
|
1.000 |
4.505 |
|
0.618 |
4.478 |
|
HIGH |
4.434 |
|
0.618 |
4.407 |
|
0.500 |
4.399 |
|
0.382 |
4.390 |
|
LOW |
4.363 |
|
0.618 |
4.319 |
|
1.000 |
4.292 |
|
1.618 |
4.248 |
|
2.618 |
4.177 |
|
4.250 |
4.061 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.415 |
4.402 |
| PP |
4.407 |
4.382 |
| S1 |
4.399 |
4.361 |
|