NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.131 |
4.091 |
-0.040 |
-1.0% |
4.390 |
High |
4.140 |
4.214 |
0.074 |
1.8% |
4.434 |
Low |
4.080 |
4.056 |
-0.024 |
-0.6% |
4.080 |
Close |
4.107 |
4.176 |
0.069 |
1.7% |
4.107 |
Range |
0.060 |
0.158 |
0.098 |
163.3% |
0.354 |
ATR |
0.132 |
0.134 |
0.002 |
1.4% |
0.000 |
Volume |
77,341 |
68,614 |
-8,727 |
-11.3% |
205,705 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.623 |
4.557 |
4.263 |
|
R3 |
4.465 |
4.399 |
4.219 |
|
R2 |
4.307 |
4.307 |
4.205 |
|
R1 |
4.241 |
4.241 |
4.190 |
4.274 |
PP |
4.149 |
4.149 |
4.149 |
4.165 |
S1 |
4.083 |
4.083 |
4.162 |
4.116 |
S2 |
3.991 |
3.991 |
4.147 |
|
S3 |
3.833 |
3.925 |
4.133 |
|
S4 |
3.675 |
3.767 |
4.089 |
|
|
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 |
4.394 |
4.056 |
0.338 |
8.1% |
0.111 |
2.7% |
36% |
False |
True |
49,087 |
10 |
4.527 |
4.056 |
0.471 |
11.3% |
0.136 |
3.3% |
25% |
False |
True |
41,347 |
20 |
4.627 |
3.936 |
0.691 |
16.5% |
0.141 |
3.4% |
35% |
False |
False |
33,918 |
40 |
4.627 |
3.877 |
0.750 |
18.0% |
0.131 |
3.1% |
40% |
False |
False |
27,323 |
60 |
4.850 |
3.877 |
0.973 |
23.3% |
0.129 |
3.1% |
31% |
False |
False |
22,766 |
80 |
4.850 |
3.877 |
0.973 |
23.3% |
0.129 |
3.1% |
31% |
False |
False |
18,532 |
100 |
4.850 |
3.877 |
0.973 |
23.3% |
0.129 |
3.1% |
31% |
False |
False |
15,605 |
120 |
4.850 |
3.877 |
0.973 |
23.3% |
0.127 |
3.1% |
31% |
False |
False |
13,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.886 |
2.618 |
4.628 |
1.618 |
4.470 |
1.000 |
4.372 |
0.618 |
4.312 |
HIGH |
4.214 |
0.618 |
4.154 |
0.500 |
4.135 |
0.382 |
4.116 |
LOW |
4.056 |
0.618 |
3.958 |
1.000 |
3.898 |
1.618 |
3.800 |
2.618 |
3.642 |
4.250 |
3.385 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.162 |
4.165 |
PP |
4.149 |
4.153 |
S1 |
4.135 |
4.142 |
|