NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.110 |
4.090 |
-0.020 |
-0.5% |
4.334 |
High |
4.145 |
4.182 |
0.037 |
0.9% |
4.364 |
Low |
4.058 |
4.075 |
0.017 |
0.4% |
4.014 |
Close |
4.098 |
4.141 |
0.043 |
1.0% |
4.041 |
Range |
0.087 |
0.107 |
0.020 |
23.0% |
0.350 |
ATR |
0.135 |
0.133 |
-0.002 |
-1.5% |
0.000 |
Volume |
121,673 |
141,696 |
20,023 |
16.5% |
621,437 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.454 |
4.404 |
4.200 |
|
R3 |
4.347 |
4.297 |
4.170 |
|
R2 |
4.240 |
4.240 |
4.161 |
|
R1 |
4.190 |
4.190 |
4.151 |
4.215 |
PP |
4.133 |
4.133 |
4.133 |
4.145 |
S1 |
4.083 |
4.083 |
4.131 |
4.108 |
S2 |
4.026 |
4.026 |
4.121 |
|
S3 |
3.919 |
3.976 |
4.112 |
|
S4 |
3.812 |
3.869 |
4.082 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.190 |
4.965 |
4.234 |
|
R3 |
4.840 |
4.615 |
4.137 |
|
R2 |
4.490 |
4.490 |
4.105 |
|
R1 |
4.265 |
4.265 |
4.073 |
4.203 |
PP |
4.140 |
4.140 |
4.140 |
4.108 |
S1 |
3.915 |
3.915 |
4.009 |
3.853 |
S2 |
3.790 |
3.790 |
3.977 |
|
S3 |
3.440 |
3.565 |
3.945 |
|
S4 |
3.090 |
3.215 |
3.849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.182 |
3.990 |
0.192 |
4.6% |
0.110 |
2.6% |
79% |
True |
False |
143,282 |
10 |
4.442 |
3.990 |
0.452 |
10.9% |
0.128 |
3.1% |
33% |
False |
False |
131,178 |
20 |
4.559 |
3.990 |
0.569 |
13.7% |
0.141 |
3.4% |
27% |
False |
False |
113,846 |
40 |
4.559 |
3.805 |
0.754 |
18.2% |
0.136 |
3.3% |
45% |
False |
False |
81,384 |
60 |
4.822 |
3.805 |
1.017 |
24.6% |
0.133 |
3.2% |
33% |
False |
False |
67,471 |
80 |
4.822 |
3.805 |
1.017 |
24.6% |
0.132 |
3.2% |
33% |
False |
False |
54,171 |
100 |
4.822 |
3.805 |
1.017 |
24.6% |
0.132 |
3.2% |
33% |
False |
False |
45,003 |
120 |
4.822 |
3.805 |
1.017 |
24.6% |
0.132 |
3.2% |
33% |
False |
False |
38,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.637 |
2.618 |
4.462 |
1.618 |
4.355 |
1.000 |
4.289 |
0.618 |
4.248 |
HIGH |
4.182 |
0.618 |
4.141 |
0.500 |
4.129 |
0.382 |
4.116 |
LOW |
4.075 |
0.618 |
4.009 |
1.000 |
3.968 |
1.618 |
3.902 |
2.618 |
3.795 |
4.250 |
3.620 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.137 |
4.123 |
PP |
4.133 |
4.104 |
S1 |
4.129 |
4.086 |
|