NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.863 |
4.710 |
-0.153 |
-3.1% |
4.830 |
| High |
4.880 |
4.740 |
-0.140 |
-2.9% |
5.010 |
| Low |
4.687 |
4.647 |
-0.040 |
-0.9% |
4.500 |
| Close |
4.729 |
4.668 |
-0.061 |
-1.3% |
4.836 |
| Range |
0.193 |
0.093 |
-0.100 |
-51.8% |
0.510 |
| ATR |
0.154 |
0.150 |
-0.004 |
-2.8% |
0.000 |
| Volume |
26,782 |
35,273 |
8,491 |
31.7% |
214,500 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.964 |
4.909 |
4.719 |
|
| R3 |
4.871 |
4.816 |
4.694 |
|
| R2 |
4.778 |
4.778 |
4.685 |
|
| R1 |
4.723 |
4.723 |
4.677 |
4.704 |
| PP |
4.685 |
4.685 |
4.685 |
4.676 |
| S1 |
4.630 |
4.630 |
4.659 |
4.611 |
| S2 |
4.592 |
4.592 |
4.651 |
|
| S3 |
4.499 |
4.537 |
4.642 |
|
| S4 |
4.406 |
4.444 |
4.617 |
|
|
| 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 |
10.9% |
0.198 |
4.2% |
33% |
False |
False |
39,434 |
| 10 |
5.010 |
4.500 |
0.510 |
10.9% |
0.155 |
3.3% |
33% |
False |
False |
42,455 |
| 20 |
5.010 |
4.270 |
0.740 |
15.9% |
0.146 |
3.1% |
54% |
False |
False |
30,329 |
| 40 |
5.010 |
4.270 |
0.740 |
15.9% |
0.136 |
2.9% |
54% |
False |
False |
26,196 |
| 60 |
5.010 |
4.256 |
0.754 |
16.2% |
0.131 |
2.8% |
55% |
False |
False |
24,646 |
| 80 |
5.010 |
4.051 |
0.959 |
20.5% |
0.129 |
2.8% |
64% |
False |
False |
22,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.135 |
|
2.618 |
4.983 |
|
1.618 |
4.890 |
|
1.000 |
4.833 |
|
0.618 |
4.797 |
|
HIGH |
4.740 |
|
0.618 |
4.704 |
|
0.500 |
4.694 |
|
0.382 |
4.683 |
|
LOW |
4.647 |
|
0.618 |
4.590 |
|
1.000 |
4.554 |
|
1.618 |
4.497 |
|
2.618 |
4.404 |
|
4.250 |
4.252 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.694 |
4.764 |
| PP |
4.685 |
4.732 |
| S1 |
4.677 |
4.700 |
|