NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
4.401 |
4.304 |
-0.097 |
-2.2% |
4.376 |
| High |
4.430 |
4.353 |
-0.077 |
-1.7% |
4.400 |
| Low |
4.270 |
4.297 |
0.027 |
0.6% |
4.208 |
| Close |
4.294 |
4.316 |
0.022 |
0.5% |
4.354 |
| Range |
0.160 |
0.056 |
-0.104 |
-65.0% |
0.192 |
| ATR |
0.133 |
0.128 |
-0.005 |
-4.0% |
0.000 |
| Volume |
14,529 |
20,156 |
5,627 |
38.7% |
149,010 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.490 |
4.459 |
4.347 |
|
| R3 |
4.434 |
4.403 |
4.331 |
|
| R2 |
4.378 |
4.378 |
4.326 |
|
| R1 |
4.347 |
4.347 |
4.321 |
4.363 |
| PP |
4.322 |
4.322 |
4.322 |
4.330 |
| S1 |
4.291 |
4.291 |
4.311 |
4.307 |
| S2 |
4.266 |
4.266 |
4.306 |
|
| S3 |
4.210 |
4.235 |
4.301 |
|
| S4 |
4.154 |
4.179 |
4.285 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.897 |
4.817 |
4.460 |
|
| R3 |
4.705 |
4.625 |
4.407 |
|
| R2 |
4.513 |
4.513 |
4.389 |
|
| R1 |
4.433 |
4.433 |
4.372 |
4.377 |
| PP |
4.321 |
4.321 |
4.321 |
4.293 |
| S1 |
4.241 |
4.241 |
4.336 |
4.185 |
| S2 |
4.129 |
4.129 |
4.319 |
|
| S3 |
3.937 |
4.049 |
4.301 |
|
| S4 |
3.745 |
3.857 |
4.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.444 |
4.208 |
0.236 |
5.5% |
0.119 |
2.8% |
46% |
False |
False |
20,677 |
| 10 |
4.678 |
4.208 |
0.470 |
10.9% |
0.145 |
3.4% |
23% |
False |
False |
29,013 |
| 20 |
4.842 |
4.208 |
0.634 |
14.7% |
0.127 |
2.9% |
17% |
False |
False |
23,083 |
| 40 |
4.842 |
4.193 |
0.649 |
15.0% |
0.128 |
3.0% |
19% |
False |
False |
19,709 |
| 60 |
4.842 |
3.994 |
0.848 |
19.6% |
0.127 |
2.9% |
38% |
False |
False |
15,878 |
| 80 |
4.842 |
3.994 |
0.848 |
19.6% |
0.120 |
2.8% |
38% |
False |
False |
13,237 |
| 100 |
4.896 |
3.994 |
0.902 |
20.9% |
0.119 |
2.7% |
36% |
False |
False |
11,235 |
| 120 |
4.896 |
3.994 |
0.902 |
20.9% |
0.118 |
2.7% |
36% |
False |
False |
9,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.591 |
|
2.618 |
4.500 |
|
1.618 |
4.444 |
|
1.000 |
4.409 |
|
0.618 |
4.388 |
|
HIGH |
4.353 |
|
0.618 |
4.332 |
|
0.500 |
4.325 |
|
0.382 |
4.318 |
|
LOW |
4.297 |
|
0.618 |
4.262 |
|
1.000 |
4.241 |
|
1.618 |
4.206 |
|
2.618 |
4.150 |
|
4.250 |
4.059 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.325 |
4.357 |
| PP |
4.322 |
4.343 |
| S1 |
4.319 |
4.330 |
|