NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.404 |
4.377 |
-0.027 |
-0.6% |
4.210 |
High |
4.445 |
4.409 |
-0.036 |
-0.8% |
4.428 |
Low |
4.344 |
4.333 |
-0.011 |
-0.3% |
4.087 |
Close |
4.389 |
4.382 |
-0.007 |
-0.2% |
4.412 |
Range |
0.101 |
0.076 |
-0.025 |
-24.8% |
0.341 |
ATR |
0.133 |
0.129 |
-0.004 |
-3.1% |
0.000 |
Volume |
0 |
67,075 |
67,075 |
|
468,070 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.603 |
4.568 |
4.424 |
|
R3 |
4.527 |
4.492 |
4.403 |
|
R2 |
4.451 |
4.451 |
4.396 |
|
R1 |
4.416 |
4.416 |
4.389 |
4.434 |
PP |
4.375 |
4.375 |
4.375 |
4.383 |
S1 |
4.340 |
4.340 |
4.375 |
4.358 |
S2 |
4.299 |
4.299 |
4.368 |
|
S3 |
4.223 |
4.264 |
4.361 |
|
S4 |
4.147 |
4.188 |
4.340 |
|
|
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 |
4.129 |
0.316 |
7.2% |
0.114 |
2.6% |
80% |
False |
False |
81,939 |
10 |
4.445 |
4.058 |
0.387 |
8.8% |
0.121 |
2.8% |
84% |
False |
False |
106,312 |
20 |
4.453 |
3.990 |
0.463 |
10.6% |
0.131 |
3.0% |
85% |
False |
False |
117,924 |
40 |
4.559 |
3.805 |
0.754 |
17.2% |
0.137 |
3.1% |
77% |
False |
False |
95,010 |
60 |
4.559 |
3.805 |
0.754 |
17.2% |
0.130 |
3.0% |
77% |
False |
False |
78,044 |
80 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
63,563 |
100 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
52,540 |
120 |
4.822 |
3.805 |
1.017 |
23.2% |
0.132 |
3.0% |
57% |
False |
False |
44,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.732 |
2.618 |
4.608 |
1.618 |
4.532 |
1.000 |
4.485 |
0.618 |
4.456 |
HIGH |
4.409 |
0.618 |
4.380 |
0.500 |
4.371 |
0.382 |
4.362 |
LOW |
4.333 |
0.618 |
4.286 |
1.000 |
4.257 |
1.618 |
4.210 |
2.618 |
4.134 |
4.250 |
4.010 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.378 |
4.374 |
PP |
4.375 |
4.366 |
S1 |
4.371 |
4.358 |
|