NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.218 |
4.210 |
-0.008 |
-0.2% |
4.016 |
High |
4.240 |
4.270 |
0.030 |
0.7% |
4.261 |
Low |
4.173 |
4.087 |
-0.086 |
-2.1% |
3.990 |
Close |
4.204 |
4.138 |
-0.066 |
-1.6% |
4.204 |
Range |
0.067 |
0.183 |
0.116 |
173.1% |
0.271 |
ATR |
0.133 |
0.136 |
0.004 |
2.7% |
0.000 |
Volume |
89,662 |
125,447 |
35,785 |
39.9% |
668,608 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.714 |
4.609 |
4.239 |
|
R3 |
4.531 |
4.426 |
4.188 |
|
R2 |
4.348 |
4.348 |
4.172 |
|
R1 |
4.243 |
4.243 |
4.155 |
4.204 |
PP |
4.165 |
4.165 |
4.165 |
4.146 |
S1 |
4.060 |
4.060 |
4.121 |
4.021 |
S2 |
3.982 |
3.982 |
4.104 |
|
S3 |
3.799 |
3.877 |
4.088 |
|
S4 |
3.616 |
3.694 |
4.037 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.965 |
4.855 |
4.353 |
|
R3 |
4.694 |
4.584 |
4.279 |
|
R2 |
4.423 |
4.423 |
4.254 |
|
R1 |
4.313 |
4.313 |
4.229 |
4.368 |
PP |
4.152 |
4.152 |
4.152 |
4.179 |
S1 |
4.042 |
4.042 |
4.179 |
4.097 |
S2 |
3.881 |
3.881 |
4.154 |
|
S3 |
3.610 |
3.771 |
4.129 |
|
S4 |
3.339 |
3.500 |
4.055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.270 |
4.058 |
0.212 |
5.1% |
0.128 |
3.1% |
38% |
True |
False |
130,685 |
10 |
4.322 |
3.990 |
0.332 |
8.0% |
0.121 |
2.9% |
45% |
False |
False |
130,174 |
20 |
4.559 |
3.990 |
0.569 |
13.8% |
0.140 |
3.4% |
26% |
False |
False |
118,555 |
40 |
4.559 |
3.805 |
0.754 |
18.2% |
0.141 |
3.4% |
44% |
False |
False |
88,647 |
60 |
4.822 |
3.805 |
1.017 |
24.6% |
0.134 |
3.2% |
33% |
False |
False |
73,002 |
80 |
4.822 |
3.805 |
1.017 |
24.6% |
0.131 |
3.2% |
33% |
False |
False |
58,790 |
100 |
4.822 |
3.805 |
1.017 |
24.6% |
0.133 |
3.2% |
33% |
False |
False |
48,774 |
120 |
4.822 |
3.805 |
1.017 |
24.6% |
0.133 |
3.2% |
33% |
False |
False |
41,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.048 |
2.618 |
4.749 |
1.618 |
4.566 |
1.000 |
4.453 |
0.618 |
4.383 |
HIGH |
4.270 |
0.618 |
4.200 |
0.500 |
4.179 |
0.382 |
4.157 |
LOW |
4.087 |
0.618 |
3.974 |
1.000 |
3.904 |
1.618 |
3.791 |
2.618 |
3.608 |
4.250 |
3.309 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.167 |
PP |
4.165 |
4.157 |
S1 |
4.152 |
4.148 |
|