NYMEX Natural Gas Future September 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 |
4.442 |
4.452 |
0.010 |
0.2% |
4.362 |
| High |
4.518 |
4.500 |
-0.018 |
-0.4% |
4.469 |
| Low |
4.392 |
4.437 |
0.045 |
1.0% |
4.219 |
| Close |
4.464 |
4.496 |
0.032 |
0.7% |
4.367 |
| Range |
0.126 |
0.063 |
-0.063 |
-50.0% |
0.250 |
| ATR |
0.129 |
0.124 |
-0.005 |
-3.6% |
0.000 |
| Volume |
13,930 |
16,343 |
2,413 |
17.3% |
58,173 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.667 |
4.644 |
4.531 |
|
| R3 |
4.604 |
4.581 |
4.513 |
|
| R2 |
4.541 |
4.541 |
4.508 |
|
| R1 |
4.518 |
4.518 |
4.502 |
4.530 |
| PP |
4.478 |
4.478 |
4.478 |
4.483 |
| S1 |
4.455 |
4.455 |
4.490 |
4.467 |
| S2 |
4.415 |
4.415 |
4.484 |
|
| S3 |
4.352 |
4.392 |
4.479 |
|
| S4 |
4.289 |
4.329 |
4.461 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.102 |
4.984 |
4.505 |
|
| R3 |
4.852 |
4.734 |
4.436 |
|
| R2 |
4.602 |
4.602 |
4.413 |
|
| R1 |
4.484 |
4.484 |
4.390 |
4.543 |
| PP |
4.352 |
4.352 |
4.352 |
4.381 |
| S1 |
4.234 |
4.234 |
4.344 |
4.293 |
| S2 |
4.102 |
4.102 |
4.321 |
|
| S3 |
3.852 |
3.984 |
4.298 |
|
| S4 |
3.602 |
3.734 |
4.230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.518 |
4.219 |
0.299 |
6.7% |
0.123 |
2.7% |
93% |
False |
False |
13,570 |
| 10 |
4.518 |
4.219 |
0.299 |
6.7% |
0.120 |
2.7% |
93% |
False |
False |
13,339 |
| 20 |
4.850 |
4.219 |
0.631 |
14.0% |
0.131 |
2.9% |
44% |
False |
False |
17,153 |
| 40 |
4.850 |
4.208 |
0.642 |
14.3% |
0.122 |
2.7% |
45% |
False |
False |
14,522 |
| 60 |
4.850 |
4.011 |
0.839 |
18.7% |
0.123 |
2.7% |
58% |
False |
False |
13,020 |
| 80 |
4.850 |
4.011 |
0.839 |
18.7% |
0.117 |
2.6% |
58% |
False |
False |
11,047 |
| 100 |
4.888 |
4.011 |
0.877 |
19.5% |
0.117 |
2.6% |
55% |
False |
False |
9,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.768 |
|
2.618 |
4.665 |
|
1.618 |
4.602 |
|
1.000 |
4.563 |
|
0.618 |
4.539 |
|
HIGH |
4.500 |
|
0.618 |
4.476 |
|
0.500 |
4.469 |
|
0.382 |
4.461 |
|
LOW |
4.437 |
|
0.618 |
4.398 |
|
1.000 |
4.374 |
|
1.618 |
4.335 |
|
2.618 |
4.272 |
|
4.250 |
4.169 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.487 |
4.476 |
| PP |
4.478 |
4.456 |
| S1 |
4.469 |
4.436 |
|