NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.222 |
4.131 |
-0.091 |
-2.2% |
4.390 |
High |
4.228 |
4.140 |
-0.088 |
-2.1% |
4.434 |
Low |
4.106 |
4.080 |
-0.026 |
-0.6% |
4.080 |
Close |
4.126 |
4.107 |
-0.019 |
-0.5% |
4.107 |
Range |
0.122 |
0.060 |
-0.062 |
-50.8% |
0.354 |
ATR |
0.138 |
0.132 |
-0.006 |
-4.0% |
0.000 |
Volume |
44,436 |
77,341 |
32,905 |
74.1% |
205,705 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.289 |
4.258 |
4.140 |
|
R3 |
4.229 |
4.198 |
4.124 |
|
R2 |
4.169 |
4.169 |
4.118 |
|
R1 |
4.138 |
4.138 |
4.113 |
4.124 |
PP |
4.109 |
4.109 |
4.109 |
4.102 |
S1 |
4.078 |
4.078 |
4.102 |
4.064 |
S2 |
4.049 |
4.049 |
4.096 |
|
S3 |
3.989 |
4.018 |
4.091 |
|
S4 |
3.929 |
3.958 |
4.074 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.269 |
5.042 |
4.302 |
|
R3 |
4.915 |
4.688 |
4.204 |
|
R2 |
4.561 |
4.561 |
4.172 |
|
R1 |
4.334 |
4.334 |
4.139 |
4.271 |
PP |
4.207 |
4.207 |
4.207 |
4.175 |
S1 |
3.980 |
3.980 |
4.075 |
3.917 |
S2 |
3.853 |
3.853 |
4.042 |
|
S3 |
3.499 |
3.626 |
4.010 |
|
S4 |
3.145 |
3.272 |
3.912 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.434 |
4.080 |
0.354 |
8.6% |
0.104 |
2.5% |
8% |
False |
True |
41,141 |
10 |
4.627 |
4.080 |
0.547 |
13.3% |
0.135 |
3.3% |
5% |
False |
True |
37,541 |
20 |
4.627 |
3.936 |
0.691 |
16.8% |
0.142 |
3.4% |
25% |
False |
False |
31,607 |
40 |
4.627 |
3.877 |
0.750 |
18.3% |
0.129 |
3.1% |
31% |
False |
False |
26,352 |
60 |
4.850 |
3.877 |
0.973 |
23.7% |
0.128 |
3.1% |
24% |
False |
False |
21,820 |
80 |
4.850 |
3.877 |
0.973 |
23.7% |
0.127 |
3.1% |
24% |
False |
False |
17,749 |
100 |
4.850 |
3.877 |
0.973 |
23.7% |
0.128 |
3.1% |
24% |
False |
False |
14,937 |
120 |
4.850 |
3.877 |
0.973 |
23.7% |
0.127 |
3.1% |
24% |
False |
False |
12,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.395 |
2.618 |
4.297 |
1.618 |
4.237 |
1.000 |
4.200 |
0.618 |
4.177 |
HIGH |
4.140 |
0.618 |
4.117 |
0.500 |
4.110 |
0.382 |
4.103 |
LOW |
4.080 |
0.618 |
4.043 |
1.000 |
4.020 |
1.618 |
3.983 |
2.618 |
3.923 |
4.250 |
3.825 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.110 |
4.199 |
PP |
4.109 |
4.168 |
S1 |
4.108 |
4.138 |
|