NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.850 |
4.876 |
0.026 |
0.5% |
4.605 |
| High |
4.895 |
5.000 |
0.105 |
2.1% |
4.886 |
| Low |
4.796 |
4.601 |
-0.195 |
-4.1% |
4.570 |
| Close |
4.874 |
4.704 |
-0.170 |
-3.5% |
4.739 |
| Range |
0.099 |
0.399 |
0.300 |
303.0% |
0.316 |
| ATR |
0.134 |
0.153 |
0.019 |
14.1% |
0.000 |
| Volume |
60,538 |
65,496 |
4,958 |
8.2% |
184,295 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.965 |
5.734 |
4.923 |
|
| R3 |
5.566 |
5.335 |
4.814 |
|
| R2 |
5.167 |
5.167 |
4.777 |
|
| R1 |
4.936 |
4.936 |
4.741 |
4.852 |
| PP |
4.768 |
4.768 |
4.768 |
4.727 |
| S1 |
4.537 |
4.537 |
4.667 |
4.453 |
| S2 |
4.369 |
4.369 |
4.631 |
|
| S3 |
3.970 |
4.138 |
4.594 |
|
| S4 |
3.571 |
3.739 |
4.485 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.680 |
5.525 |
4.913 |
|
| R3 |
5.364 |
5.209 |
4.826 |
|
| R2 |
5.048 |
5.048 |
4.797 |
|
| R1 |
4.893 |
4.893 |
4.768 |
4.971 |
| PP |
4.732 |
4.732 |
4.732 |
4.770 |
| S1 |
4.577 |
4.577 |
4.710 |
4.655 |
| S2 |
4.416 |
4.416 |
4.681 |
|
| S3 |
4.100 |
4.261 |
4.652 |
|
| S4 |
3.784 |
3.945 |
4.565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.000 |
4.601 |
0.399 |
8.5% |
0.163 |
3.5% |
26% |
True |
True |
55,182 |
| 10 |
5.000 |
4.290 |
0.710 |
15.1% |
0.170 |
3.6% |
58% |
True |
False |
44,053 |
| 20 |
5.000 |
4.192 |
0.808 |
17.2% |
0.145 |
3.1% |
63% |
True |
False |
32,377 |
| 40 |
5.000 |
4.192 |
0.808 |
17.2% |
0.138 |
2.9% |
63% |
True |
False |
27,111 |
| 60 |
5.000 |
4.171 |
0.829 |
17.6% |
0.134 |
2.8% |
64% |
True |
False |
23,007 |
| 80 |
5.000 |
3.994 |
1.006 |
21.4% |
0.129 |
2.8% |
71% |
True |
False |
19,064 |
| 100 |
5.000 |
3.994 |
1.006 |
21.4% |
0.125 |
2.6% |
71% |
True |
False |
16,253 |
| 120 |
5.000 |
3.994 |
1.006 |
21.4% |
0.123 |
2.6% |
71% |
True |
False |
14,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.696 |
|
2.618 |
6.045 |
|
1.618 |
5.646 |
|
1.000 |
5.399 |
|
0.618 |
5.247 |
|
HIGH |
5.000 |
|
0.618 |
4.848 |
|
0.500 |
4.801 |
|
0.382 |
4.753 |
|
LOW |
4.601 |
|
0.618 |
4.354 |
|
1.000 |
4.202 |
|
1.618 |
3.955 |
|
2.618 |
3.556 |
|
4.250 |
2.905 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.801 |
4.801 |
| PP |
4.768 |
4.768 |
| S1 |
4.736 |
4.736 |
|