NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.226 |
4.145 |
-0.081 |
-1.9% |
4.523 |
High |
4.245 |
4.160 |
-0.085 |
-2.0% |
4.559 |
Low |
4.129 |
4.033 |
-0.096 |
-2.3% |
4.205 |
Close |
4.146 |
4.057 |
-0.089 |
-2.1% |
4.334 |
Range |
0.116 |
0.127 |
0.011 |
9.5% |
0.354 |
ATR |
0.144 |
0.143 |
-0.001 |
-0.8% |
0.000 |
Volume |
115,104 |
181,809 |
66,705 |
58.0% |
619,638 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.464 |
4.388 |
4.127 |
|
R3 |
4.337 |
4.261 |
4.092 |
|
R2 |
4.210 |
4.210 |
4.080 |
|
R1 |
4.134 |
4.134 |
4.069 |
4.109 |
PP |
4.083 |
4.083 |
4.083 |
4.071 |
S1 |
4.007 |
4.007 |
4.045 |
3.982 |
S2 |
3.956 |
3.956 |
4.034 |
|
S3 |
3.829 |
3.880 |
4.022 |
|
S4 |
3.702 |
3.753 |
3.987 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.428 |
5.235 |
4.529 |
|
R3 |
5.074 |
4.881 |
4.431 |
|
R2 |
4.720 |
4.720 |
4.399 |
|
R1 |
4.527 |
4.527 |
4.366 |
4.447 |
PP |
4.366 |
4.366 |
4.366 |
4.326 |
S1 |
4.173 |
4.173 |
4.302 |
4.093 |
S2 |
4.012 |
4.012 |
4.269 |
|
S3 |
3.658 |
3.819 |
4.237 |
|
S4 |
3.304 |
3.465 |
4.139 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.428 |
4.033 |
0.395 |
9.7% |
0.123 |
3.0% |
6% |
False |
True |
119,877 |
10 |
4.559 |
4.033 |
0.526 |
13.0% |
0.154 |
3.8% |
5% |
False |
True |
121,906 |
20 |
4.559 |
3.865 |
0.694 |
17.1% |
0.149 |
3.7% |
28% |
False |
False |
101,790 |
40 |
4.559 |
3.805 |
0.754 |
18.6% |
0.136 |
3.4% |
33% |
False |
False |
75,044 |
60 |
4.822 |
3.805 |
1.017 |
25.1% |
0.133 |
3.3% |
25% |
False |
False |
60,144 |
80 |
4.822 |
3.805 |
1.017 |
25.1% |
0.133 |
3.3% |
25% |
False |
False |
47,937 |
100 |
4.822 |
3.805 |
1.017 |
25.1% |
0.134 |
3.3% |
25% |
False |
False |
39,863 |
120 |
4.822 |
3.805 |
1.017 |
25.1% |
0.131 |
3.2% |
25% |
False |
False |
33,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.700 |
2.618 |
4.492 |
1.618 |
4.365 |
1.000 |
4.287 |
0.618 |
4.238 |
HIGH |
4.160 |
0.618 |
4.111 |
0.500 |
4.097 |
0.382 |
4.082 |
LOW |
4.033 |
0.618 |
3.955 |
1.000 |
3.906 |
1.618 |
3.828 |
2.618 |
3.701 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.097 |
4.178 |
PP |
4.083 |
4.137 |
S1 |
4.070 |
4.097 |
|