NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.978 |
4.983 |
0.005 |
0.1% |
4.803 |
High |
5.010 |
5.015 |
0.005 |
0.1% |
4.975 |
Low |
4.924 |
4.961 |
0.037 |
0.8% |
4.723 |
Close |
4.986 |
4.975 |
-0.011 |
-0.2% |
4.969 |
Range |
0.086 |
0.054 |
-0.032 |
-37.2% |
0.252 |
ATR |
0.102 |
0.099 |
-0.003 |
-3.4% |
0.000 |
Volume |
17,720 |
12,144 |
-5,576 |
-31.5% |
52,241 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
5.114 |
5.005 |
|
R3 |
5.092 |
5.060 |
4.990 |
|
R2 |
5.038 |
5.038 |
4.985 |
|
R1 |
5.006 |
5.006 |
4.980 |
4.995 |
PP |
4.984 |
4.984 |
4.984 |
4.978 |
S1 |
4.952 |
4.952 |
4.970 |
4.941 |
S2 |
4.930 |
4.930 |
4.965 |
|
S3 |
4.876 |
4.898 |
4.960 |
|
S4 |
4.822 |
4.844 |
4.945 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.645 |
5.559 |
5.108 |
|
R3 |
5.393 |
5.307 |
5.038 |
|
R2 |
5.141 |
5.141 |
5.015 |
|
R1 |
5.055 |
5.055 |
4.992 |
5.098 |
PP |
4.889 |
4.889 |
4.889 |
4.911 |
S1 |
4.803 |
4.803 |
4.946 |
4.846 |
S2 |
4.637 |
4.637 |
4.923 |
|
S3 |
4.385 |
4.551 |
4.900 |
|
S4 |
4.133 |
4.299 |
4.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.015 |
4.723 |
0.292 |
5.9% |
0.099 |
2.0% |
86% |
True |
False |
13,062 |
10 |
5.015 |
4.556 |
0.459 |
9.2% |
0.090 |
1.8% |
91% |
True |
False |
10,075 |
20 |
5.015 |
4.451 |
0.564 |
11.3% |
0.093 |
1.9% |
93% |
True |
False |
8,199 |
40 |
5.015 |
4.307 |
0.708 |
14.2% |
0.103 |
2.1% |
94% |
True |
False |
7,288 |
60 |
5.015 |
4.243 |
0.772 |
15.5% |
0.098 |
2.0% |
95% |
True |
False |
6,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.245 |
2.618 |
5.156 |
1.618 |
5.102 |
1.000 |
5.069 |
0.618 |
5.048 |
HIGH |
5.015 |
0.618 |
4.994 |
0.500 |
4.988 |
0.382 |
4.982 |
LOW |
4.961 |
0.618 |
4.928 |
1.000 |
4.907 |
1.618 |
4.874 |
2.618 |
4.820 |
4.250 |
4.732 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.988 |
4.962 |
PP |
4.984 |
4.948 |
S1 |
4.979 |
4.935 |
|