NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
4.870 |
4.800 |
-0.070 |
-1.4% |
4.820 |
| High |
4.878 |
4.809 |
-0.069 |
-1.4% |
4.827 |
| Low |
4.743 |
4.770 |
0.027 |
0.6% |
4.679 |
| Close |
4.765 |
4.786 |
0.021 |
0.4% |
4.808 |
| Range |
0.135 |
0.039 |
-0.096 |
-71.1% |
0.148 |
| ATR |
0.110 |
0.106 |
-0.005 |
-4.3% |
0.000 |
| Volume |
4,331 |
7,069 |
2,738 |
63.2% |
32,419 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.885 |
4.807 |
|
| R3 |
4.866 |
4.846 |
4.797 |
|
| R2 |
4.827 |
4.827 |
4.793 |
|
| R1 |
4.807 |
4.807 |
4.790 |
4.798 |
| PP |
4.788 |
4.788 |
4.788 |
4.784 |
| S1 |
4.768 |
4.768 |
4.782 |
4.759 |
| S2 |
4.749 |
4.749 |
4.779 |
|
| S3 |
4.710 |
4.729 |
4.775 |
|
| S4 |
4.671 |
4.690 |
4.765 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.215 |
5.160 |
4.889 |
|
| R3 |
5.067 |
5.012 |
4.849 |
|
| R2 |
4.919 |
4.919 |
4.835 |
|
| R1 |
4.864 |
4.864 |
4.822 |
4.818 |
| PP |
4.771 |
4.771 |
4.771 |
4.748 |
| S1 |
4.716 |
4.716 |
4.794 |
4.670 |
| S2 |
4.623 |
4.623 |
4.781 |
|
| S3 |
4.475 |
4.568 |
4.767 |
|
| S4 |
4.327 |
4.420 |
4.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.885 |
4.679 |
0.206 |
4.3% |
0.100 |
2.1% |
52% |
False |
False |
5,614 |
| 10 |
5.083 |
4.679 |
0.404 |
8.4% |
0.119 |
2.5% |
26% |
False |
False |
6,689 |
| 20 |
5.215 |
4.679 |
0.536 |
11.2% |
0.104 |
2.2% |
20% |
False |
False |
6,655 |
| 40 |
5.215 |
4.679 |
0.536 |
11.2% |
0.105 |
2.2% |
20% |
False |
False |
5,978 |
| 60 |
5.215 |
4.511 |
0.704 |
14.7% |
0.105 |
2.2% |
39% |
False |
False |
5,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.975 |
|
2.618 |
4.911 |
|
1.618 |
4.872 |
|
1.000 |
4.848 |
|
0.618 |
4.833 |
|
HIGH |
4.809 |
|
0.618 |
4.794 |
|
0.500 |
4.790 |
|
0.382 |
4.785 |
|
LOW |
4.770 |
|
0.618 |
4.746 |
|
1.000 |
4.731 |
|
1.618 |
4.707 |
|
2.618 |
4.668 |
|
4.250 |
4.604 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.790 |
4.814 |
| PP |
4.788 |
4.805 |
| S1 |
4.787 |
4.795 |
|