NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.390 |
4.356 |
-0.034 |
-0.8% |
4.582 |
High |
4.434 |
4.394 |
-0.040 |
-0.9% |
4.627 |
Low |
4.310 |
4.297 |
-0.013 |
-0.3% |
4.279 |
Close |
4.363 |
4.304 |
-0.059 |
-1.4% |
4.437 |
Range |
0.124 |
0.097 |
-0.027 |
-21.8% |
0.348 |
ATR |
0.144 |
0.140 |
-0.003 |
-2.3% |
0.000 |
Volume |
28,884 |
29,552 |
668 |
2.3% |
169,709 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.623 |
4.560 |
4.357 |
|
R3 |
4.526 |
4.463 |
4.331 |
|
R2 |
4.429 |
4.429 |
4.322 |
|
R1 |
4.366 |
4.366 |
4.313 |
4.349 |
PP |
4.332 |
4.332 |
4.332 |
4.323 |
S1 |
4.269 |
4.269 |
4.295 |
4.252 |
S2 |
4.235 |
4.235 |
4.286 |
|
S3 |
4.138 |
4.172 |
4.277 |
|
S4 |
4.041 |
4.075 |
4.251 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.492 |
5.312 |
4.628 |
|
R3 |
5.144 |
4.964 |
4.533 |
|
R2 |
4.796 |
4.796 |
4.501 |
|
R1 |
4.616 |
4.616 |
4.469 |
4.532 |
PP |
4.448 |
4.448 |
4.448 |
4.406 |
S1 |
4.268 |
4.268 |
4.405 |
4.184 |
S2 |
4.100 |
4.100 |
4.373 |
|
S3 |
3.752 |
3.920 |
4.341 |
|
S4 |
3.404 |
3.572 |
4.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.509 |
4.279 |
0.230 |
5.3% |
0.141 |
3.3% |
11% |
False |
False |
33,018 |
10 |
4.627 |
4.279 |
0.348 |
8.1% |
0.153 |
3.5% |
7% |
False |
False |
32,019 |
20 |
4.627 |
3.923 |
0.704 |
16.4% |
0.145 |
3.4% |
54% |
False |
False |
28,364 |
40 |
4.627 |
3.877 |
0.750 |
17.4% |
0.130 |
3.0% |
57% |
False |
False |
24,394 |
60 |
4.850 |
3.877 |
0.973 |
22.6% |
0.129 |
3.0% |
44% |
False |
False |
19,790 |
80 |
4.850 |
3.877 |
0.973 |
22.6% |
0.129 |
3.0% |
44% |
False |
False |
16,106 |
100 |
4.850 |
3.877 |
0.973 |
22.6% |
0.129 |
3.0% |
44% |
False |
False |
13,530 |
120 |
4.850 |
3.877 |
0.973 |
22.6% |
0.126 |
2.9% |
44% |
False |
False |
11,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.806 |
2.618 |
4.648 |
1.618 |
4.551 |
1.000 |
4.491 |
0.618 |
4.454 |
HIGH |
4.394 |
0.618 |
4.357 |
0.500 |
4.346 |
0.382 |
4.334 |
LOW |
4.297 |
0.618 |
4.237 |
1.000 |
4.200 |
1.618 |
4.140 |
2.618 |
4.043 |
4.250 |
3.885 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.396 |
PP |
4.332 |
4.365 |
S1 |
4.318 |
4.335 |
|