NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.356 |
4.295 |
-0.061 |
-1.4% |
4.582 |
High |
4.394 |
4.318 |
-0.076 |
-1.7% |
4.627 |
Low |
4.297 |
4.200 |
-0.097 |
-2.3% |
4.279 |
Close |
4.304 |
4.220 |
-0.084 |
-2.0% |
4.437 |
Range |
0.097 |
0.118 |
0.021 |
21.6% |
0.348 |
ATR |
0.140 |
0.139 |
-0.002 |
-1.1% |
0.000 |
Volume |
29,552 |
25,492 |
-4,060 |
-13.7% |
169,709 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.600 |
4.528 |
4.285 |
|
R3 |
4.482 |
4.410 |
4.252 |
|
R2 |
4.364 |
4.364 |
4.242 |
|
R1 |
4.292 |
4.292 |
4.231 |
4.269 |
PP |
4.246 |
4.246 |
4.246 |
4.235 |
S1 |
4.174 |
4.174 |
4.209 |
4.151 |
S2 |
4.128 |
4.128 |
4.198 |
|
S3 |
4.010 |
4.056 |
4.188 |
|
S4 |
3.892 |
3.938 |
4.155 |
|
|
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 |
4.200 |
0.309 |
7.3% |
0.141 |
3.3% |
6% |
False |
True |
32,351 |
10 |
4.627 |
4.200 |
0.427 |
10.1% |
0.155 |
3.7% |
5% |
False |
True |
32,053 |
20 |
4.627 |
3.923 |
0.704 |
16.7% |
0.145 |
3.4% |
42% |
False |
False |
27,944 |
40 |
4.627 |
3.877 |
0.750 |
17.8% |
0.130 |
3.1% |
46% |
False |
False |
24,362 |
60 |
4.850 |
3.877 |
0.973 |
23.1% |
0.129 |
3.1% |
35% |
False |
False |
20,068 |
80 |
4.850 |
3.877 |
0.973 |
23.1% |
0.129 |
3.1% |
35% |
False |
False |
16,365 |
100 |
4.850 |
3.877 |
0.973 |
23.1% |
0.129 |
3.1% |
35% |
False |
False |
13,763 |
120 |
4.850 |
3.877 |
0.973 |
23.1% |
0.126 |
3.0% |
35% |
False |
False |
11,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.820 |
2.618 |
4.627 |
1.618 |
4.509 |
1.000 |
4.436 |
0.618 |
4.391 |
HIGH |
4.318 |
0.618 |
4.273 |
0.500 |
4.259 |
0.382 |
4.245 |
LOW |
4.200 |
0.618 |
4.127 |
1.000 |
4.082 |
1.618 |
4.009 |
2.618 |
3.891 |
4.250 |
3.699 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.259 |
4.317 |
PP |
4.246 |
4.285 |
S1 |
4.233 |
4.252 |
|