NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
4.341 |
4.421 |
0.080 |
1.8% |
4.355 |
| High |
4.472 |
4.489 |
0.017 |
0.4% |
4.444 |
| Low |
4.326 |
4.360 |
0.034 |
0.8% |
4.192 |
| Close |
4.438 |
4.437 |
-0.001 |
0.0% |
4.340 |
| Range |
0.146 |
0.129 |
-0.017 |
-11.6% |
0.252 |
| ATR |
0.131 |
0.131 |
0.000 |
-0.1% |
0.000 |
| Volume |
16,016 |
24,594 |
8,578 |
53.6% |
96,512 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.816 |
4.755 |
4.508 |
|
| R3 |
4.687 |
4.626 |
4.472 |
|
| R2 |
4.558 |
4.558 |
4.461 |
|
| R1 |
4.497 |
4.497 |
4.449 |
4.528 |
| PP |
4.429 |
4.429 |
4.429 |
4.444 |
| S1 |
4.368 |
4.368 |
4.425 |
4.399 |
| S2 |
4.300 |
4.300 |
4.413 |
|
| S3 |
4.171 |
4.239 |
4.402 |
|
| S4 |
4.042 |
4.110 |
4.366 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.081 |
4.963 |
4.479 |
|
| R3 |
4.829 |
4.711 |
4.409 |
|
| R2 |
4.577 |
4.577 |
4.386 |
|
| R1 |
4.459 |
4.459 |
4.363 |
4.392 |
| PP |
4.325 |
4.325 |
4.325 |
4.292 |
| S1 |
4.207 |
4.207 |
4.317 |
4.140 |
| S2 |
4.073 |
4.073 |
4.294 |
|
| S3 |
3.821 |
3.955 |
4.271 |
|
| S4 |
3.569 |
3.703 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.489 |
4.192 |
0.297 |
6.7% |
0.120 |
2.7% |
82% |
True |
False |
21,126 |
| 10 |
4.489 |
4.192 |
0.297 |
6.7% |
0.127 |
2.9% |
82% |
True |
False |
21,392 |
| 20 |
4.842 |
4.192 |
0.650 |
14.6% |
0.134 |
3.0% |
38% |
False |
False |
24,445 |
| 40 |
4.842 |
4.192 |
0.650 |
14.6% |
0.127 |
2.9% |
38% |
False |
False |
20,745 |
| 60 |
4.842 |
3.994 |
0.848 |
19.1% |
0.127 |
2.9% |
52% |
False |
False |
16,983 |
| 80 |
4.842 |
3.994 |
0.848 |
19.1% |
0.121 |
2.7% |
52% |
False |
False |
14,053 |
| 100 |
4.896 |
3.994 |
0.902 |
20.3% |
0.120 |
2.7% |
49% |
False |
False |
12,045 |
| 120 |
4.896 |
3.994 |
0.902 |
20.3% |
0.119 |
2.7% |
49% |
False |
False |
10,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.037 |
|
2.618 |
4.827 |
|
1.618 |
4.698 |
|
1.000 |
4.618 |
|
0.618 |
4.569 |
|
HIGH |
4.489 |
|
0.618 |
4.440 |
|
0.500 |
4.425 |
|
0.382 |
4.409 |
|
LOW |
4.360 |
|
0.618 |
4.280 |
|
1.000 |
4.231 |
|
1.618 |
4.151 |
|
2.618 |
4.022 |
|
4.250 |
3.812 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.433 |
4.405 |
| PP |
4.429 |
4.373 |
| S1 |
4.425 |
4.341 |
|