NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.295 |
4.222 |
-0.073 |
-1.7% |
4.582 |
High |
4.318 |
4.228 |
-0.090 |
-2.1% |
4.627 |
Low |
4.200 |
4.106 |
-0.094 |
-2.2% |
4.279 |
Close |
4.220 |
4.126 |
-0.094 |
-2.2% |
4.437 |
Range |
0.118 |
0.122 |
0.004 |
3.4% |
0.348 |
ATR |
0.139 |
0.138 |
-0.001 |
-0.9% |
0.000 |
Volume |
25,492 |
44,436 |
18,944 |
74.3% |
169,709 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.519 |
4.445 |
4.193 |
|
R3 |
4.397 |
4.323 |
4.160 |
|
R2 |
4.275 |
4.275 |
4.148 |
|
R1 |
4.201 |
4.201 |
4.137 |
4.177 |
PP |
4.153 |
4.153 |
4.153 |
4.142 |
S1 |
4.079 |
4.079 |
4.115 |
4.055 |
S2 |
4.031 |
4.031 |
4.104 |
|
S3 |
3.909 |
3.957 |
4.092 |
|
S4 |
3.787 |
3.835 |
4.059 |
|
|
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 |
4.495 |
4.106 |
0.389 |
9.4% |
0.119 |
2.9% |
5% |
False |
True |
34,182 |
10 |
4.627 |
4.106 |
0.521 |
12.6% |
0.149 |
3.6% |
4% |
False |
True |
33,363 |
20 |
4.627 |
3.936 |
0.691 |
16.7% |
0.145 |
3.5% |
27% |
False |
False |
28,971 |
40 |
4.627 |
3.877 |
0.750 |
18.2% |
0.131 |
3.2% |
33% |
False |
False |
24,857 |
60 |
4.850 |
3.877 |
0.973 |
23.6% |
0.128 |
3.1% |
26% |
False |
False |
20,664 |
80 |
4.850 |
3.877 |
0.973 |
23.6% |
0.128 |
3.1% |
26% |
False |
False |
16,854 |
100 |
4.850 |
3.877 |
0.973 |
23.6% |
0.129 |
3.1% |
26% |
False |
False |
14,187 |
120 |
4.850 |
3.877 |
0.973 |
23.6% |
0.126 |
3.1% |
26% |
False |
False |
12,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.747 |
2.618 |
4.547 |
1.618 |
4.425 |
1.000 |
4.350 |
0.618 |
4.303 |
HIGH |
4.228 |
0.618 |
4.181 |
0.500 |
4.167 |
0.382 |
4.153 |
LOW |
4.106 |
0.618 |
4.031 |
1.000 |
3.984 |
1.618 |
3.909 |
2.618 |
3.787 |
4.250 |
3.588 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.167 |
4.250 |
PP |
4.153 |
4.209 |
S1 |
4.140 |
4.167 |
|