NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.058 |
5.139 |
0.081 |
1.6% |
5.000 |
| High |
5.200 |
5.147 |
-0.053 |
-1.0% |
5.200 |
| Low |
5.055 |
5.057 |
0.002 |
0.0% |
5.000 |
| Close |
5.145 |
5.076 |
-0.069 |
-1.3% |
5.076 |
| Range |
0.145 |
0.090 |
-0.055 |
-37.9% |
0.200 |
| ATR |
0.116 |
0.115 |
-0.002 |
-1.6% |
0.000 |
| Volume |
6,839 |
19,557 |
12,718 |
186.0% |
48,631 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.363 |
5.310 |
5.126 |
|
| R3 |
5.273 |
5.220 |
5.101 |
|
| R2 |
5.183 |
5.183 |
5.093 |
|
| R1 |
5.130 |
5.130 |
5.084 |
5.112 |
| PP |
5.093 |
5.093 |
5.093 |
5.084 |
| S1 |
5.040 |
5.040 |
5.068 |
5.022 |
| S2 |
5.003 |
5.003 |
5.060 |
|
| S3 |
4.913 |
4.950 |
5.051 |
|
| S4 |
4.823 |
4.860 |
5.027 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.692 |
5.584 |
5.186 |
|
| R3 |
5.492 |
5.384 |
5.131 |
|
| R2 |
5.292 |
5.292 |
5.113 |
|
| R1 |
5.184 |
5.184 |
5.094 |
5.238 |
| PP |
5.092 |
5.092 |
5.092 |
5.119 |
| S1 |
4.984 |
4.984 |
5.058 |
5.038 |
| S2 |
4.892 |
4.892 |
5.039 |
|
| S3 |
4.692 |
4.784 |
5.021 |
|
| S4 |
4.492 |
4.584 |
4.966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.200 |
4.840 |
0.360 |
7.1% |
0.111 |
2.2% |
66% |
False |
False |
11,068 |
| 10 |
5.200 |
4.670 |
0.530 |
10.4% |
0.122 |
2.4% |
77% |
False |
False |
7,899 |
| 20 |
5.200 |
4.670 |
0.530 |
10.4% |
0.109 |
2.2% |
77% |
False |
False |
7,194 |
| 40 |
5.215 |
4.670 |
0.545 |
10.7% |
0.106 |
2.1% |
74% |
False |
False |
6,450 |
| 60 |
5.215 |
4.566 |
0.649 |
12.8% |
0.107 |
2.1% |
79% |
False |
False |
5,885 |
| 80 |
5.215 |
4.511 |
0.704 |
13.9% |
0.102 |
2.0% |
80% |
False |
False |
5,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.530 |
|
2.618 |
5.383 |
|
1.618 |
5.293 |
|
1.000 |
5.237 |
|
0.618 |
5.203 |
|
HIGH |
5.147 |
|
0.618 |
5.113 |
|
0.500 |
5.102 |
|
0.382 |
5.091 |
|
LOW |
5.057 |
|
0.618 |
5.001 |
|
1.000 |
4.967 |
|
1.618 |
4.911 |
|
2.618 |
4.821 |
|
4.250 |
4.675 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.102 |
5.110 |
| PP |
5.093 |
5.099 |
| S1 |
5.085 |
5.087 |
|