NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.054 |
5.130 |
0.076 |
1.5% |
5.150 |
| High |
5.128 |
5.156 |
0.028 |
0.5% |
5.283 |
| Low |
5.051 |
4.975 |
-0.076 |
-1.5% |
4.900 |
| Close |
5.119 |
5.021 |
-0.098 |
-1.9% |
5.119 |
| Range |
0.077 |
0.181 |
0.104 |
135.1% |
0.383 |
| ATR |
0.125 |
0.129 |
0.004 |
3.2% |
0.000 |
| Volume |
16,702 |
8,508 |
-8,194 |
-49.1% |
64,497 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.594 |
5.488 |
5.121 |
|
| R3 |
5.413 |
5.307 |
5.071 |
|
| R2 |
5.232 |
5.232 |
5.054 |
|
| R1 |
5.126 |
5.126 |
5.038 |
5.089 |
| PP |
5.051 |
5.051 |
5.051 |
5.032 |
| S1 |
4.945 |
4.945 |
5.004 |
4.908 |
| S2 |
4.870 |
4.870 |
4.988 |
|
| S3 |
4.689 |
4.764 |
4.971 |
|
| S4 |
4.508 |
4.583 |
4.921 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.250 |
6.067 |
5.330 |
|
| R3 |
5.867 |
5.684 |
5.224 |
|
| R2 |
5.484 |
5.484 |
5.189 |
|
| R1 |
5.301 |
5.301 |
5.154 |
5.201 |
| PP |
5.101 |
5.101 |
5.101 |
5.051 |
| S1 |
4.918 |
4.918 |
5.084 |
4.818 |
| S2 |
4.718 |
4.718 |
5.049 |
|
| S3 |
4.335 |
4.535 |
5.014 |
|
| S4 |
3.952 |
4.152 |
4.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.283 |
4.900 |
0.383 |
7.6% |
0.156 |
3.1% |
32% |
False |
False |
12,331 |
| 10 |
5.283 |
4.900 |
0.383 |
7.6% |
0.128 |
2.5% |
32% |
False |
False |
12,163 |
| 20 |
5.283 |
4.670 |
0.613 |
12.2% |
0.124 |
2.5% |
57% |
False |
False |
8,580 |
| 40 |
5.283 |
4.670 |
0.613 |
12.2% |
0.114 |
2.3% |
57% |
False |
False |
7,624 |
| 60 |
5.283 |
4.670 |
0.613 |
12.2% |
0.111 |
2.2% |
57% |
False |
False |
6,789 |
| 80 |
5.283 |
4.511 |
0.772 |
15.4% |
0.108 |
2.2% |
66% |
False |
False |
5,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.925 |
|
2.618 |
5.630 |
|
1.618 |
5.449 |
|
1.000 |
5.337 |
|
0.618 |
5.268 |
|
HIGH |
5.156 |
|
0.618 |
5.087 |
|
0.500 |
5.066 |
|
0.382 |
5.044 |
|
LOW |
4.975 |
|
0.618 |
4.863 |
|
1.000 |
4.794 |
|
1.618 |
4.682 |
|
2.618 |
4.501 |
|
4.250 |
4.206 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.066 |
5.092 |
| PP |
5.051 |
5.068 |
| S1 |
5.036 |
5.045 |
|