NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.316 |
4.404 |
0.088 |
2.0% |
4.210 |
High |
4.428 |
4.445 |
0.017 |
0.4% |
4.428 |
Low |
4.271 |
4.344 |
0.073 |
1.7% |
4.087 |
Close |
4.412 |
4.389 |
-0.023 |
-0.5% |
4.412 |
Range |
0.157 |
0.101 |
-0.056 |
-35.7% |
0.341 |
ATR |
0.136 |
0.133 |
-0.002 |
-1.8% |
0.000 |
Volume |
130,150 |
0 |
-130,150 |
-100.0% |
468,070 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.696 |
4.643 |
4.445 |
|
R3 |
4.595 |
4.542 |
4.417 |
|
R2 |
4.494 |
4.494 |
4.408 |
|
R1 |
4.441 |
4.441 |
4.398 |
4.417 |
PP |
4.393 |
4.393 |
4.393 |
4.381 |
S1 |
4.340 |
4.340 |
4.380 |
4.316 |
S2 |
4.292 |
4.292 |
4.370 |
|
S3 |
4.191 |
4.239 |
4.361 |
|
S4 |
4.090 |
4.138 |
4.333 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.332 |
5.213 |
4.600 |
|
R3 |
4.991 |
4.872 |
4.506 |
|
R2 |
4.650 |
4.650 |
4.475 |
|
R1 |
4.531 |
4.531 |
4.443 |
4.591 |
PP |
4.309 |
4.309 |
4.309 |
4.339 |
S1 |
4.190 |
4.190 |
4.381 |
4.250 |
S2 |
3.968 |
3.968 |
4.349 |
|
S3 |
3.627 |
3.849 |
4.318 |
|
S4 |
3.286 |
3.508 |
4.224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.445 |
4.087 |
0.358 |
8.2% |
0.136 |
3.1% |
84% |
True |
False |
93,614 |
10 |
4.445 |
3.990 |
0.455 |
10.4% |
0.130 |
3.0% |
88% |
True |
False |
113,667 |
20 |
4.559 |
3.990 |
0.569 |
13.0% |
0.135 |
3.1% |
70% |
False |
False |
118,887 |
40 |
4.559 |
3.805 |
0.754 |
17.2% |
0.138 |
3.1% |
77% |
False |
False |
94,408 |
60 |
4.559 |
3.805 |
0.754 |
17.2% |
0.131 |
3.0% |
77% |
False |
False |
77,239 |
80 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
62,805 |
100 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
51,929 |
120 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
44,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.874 |
2.618 |
4.709 |
1.618 |
4.608 |
1.000 |
4.546 |
0.618 |
4.507 |
HIGH |
4.445 |
0.618 |
4.406 |
0.500 |
4.395 |
0.382 |
4.383 |
LOW |
4.344 |
0.618 |
4.282 |
1.000 |
4.243 |
1.618 |
4.181 |
2.618 |
4.080 |
4.250 |
3.915 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.379 |
PP |
4.393 |
4.368 |
S1 |
4.391 |
4.358 |
|