NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.922 |
4.745 |
-0.177 |
-3.6% |
4.830 |
| High |
5.010 |
4.852 |
-0.158 |
-3.2% |
5.010 |
| Low |
4.500 |
4.745 |
0.245 |
5.4% |
4.500 |
| Close |
4.754 |
4.836 |
0.082 |
1.7% |
4.836 |
| Range |
0.510 |
0.107 |
-0.403 |
-79.0% |
0.510 |
| ATR |
0.154 |
0.151 |
-0.003 |
-2.2% |
0.000 |
| Volume |
39,389 |
50,208 |
10,819 |
27.5% |
214,500 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.132 |
5.091 |
4.895 |
|
| R3 |
5.025 |
4.984 |
4.865 |
|
| R2 |
4.918 |
4.918 |
4.856 |
|
| R1 |
4.877 |
4.877 |
4.846 |
4.898 |
| PP |
4.811 |
4.811 |
4.811 |
4.821 |
| S1 |
4.770 |
4.770 |
4.826 |
4.791 |
| S2 |
4.704 |
4.704 |
4.816 |
|
| S3 |
4.597 |
4.663 |
4.807 |
|
| S4 |
4.490 |
4.556 |
4.777 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.312 |
6.084 |
5.117 |
|
| R3 |
5.802 |
5.574 |
4.976 |
|
| R2 |
5.292 |
5.292 |
4.930 |
|
| R1 |
5.064 |
5.064 |
4.883 |
5.178 |
| PP |
4.782 |
4.782 |
4.782 |
4.839 |
| S1 |
4.554 |
4.554 |
4.789 |
4.668 |
| S2 |
4.272 |
4.272 |
4.743 |
|
| S3 |
3.762 |
4.044 |
4.696 |
|
| S4 |
3.252 |
3.534 |
4.556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.010 |
4.500 |
0.510 |
10.5% |
0.177 |
3.7% |
66% |
False |
False |
42,900 |
| 10 |
5.010 |
4.470 |
0.540 |
11.2% |
0.160 |
3.3% |
68% |
False |
False |
41,274 |
| 20 |
5.010 |
4.270 |
0.740 |
15.3% |
0.144 |
3.0% |
76% |
False |
False |
28,967 |
| 40 |
5.010 |
4.270 |
0.740 |
15.3% |
0.135 |
2.8% |
76% |
False |
False |
26,013 |
| 60 |
5.010 |
4.256 |
0.754 |
15.6% |
0.131 |
2.7% |
77% |
False |
False |
24,240 |
| 80 |
5.010 |
4.051 |
0.959 |
19.8% |
0.127 |
2.6% |
82% |
False |
False |
21,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.307 |
|
2.618 |
5.132 |
|
1.618 |
5.025 |
|
1.000 |
4.959 |
|
0.618 |
4.918 |
|
HIGH |
4.852 |
|
0.618 |
4.811 |
|
0.500 |
4.799 |
|
0.382 |
4.786 |
|
LOW |
4.745 |
|
0.618 |
4.679 |
|
1.000 |
4.638 |
|
1.618 |
4.572 |
|
2.618 |
4.465 |
|
4.250 |
4.290 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.824 |
4.809 |
| PP |
4.811 |
4.782 |
| S1 |
4.799 |
4.755 |
|