NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.091 |
4.193 |
0.102 |
2.5% |
4.390 |
High |
4.214 |
4.215 |
0.001 |
0.0% |
4.434 |
Low |
4.056 |
4.127 |
0.071 |
1.8% |
4.080 |
Close |
4.176 |
4.168 |
-0.008 |
-0.2% |
4.107 |
Range |
0.158 |
0.088 |
-0.070 |
-44.3% |
0.354 |
ATR |
0.134 |
0.131 |
-0.003 |
-2.4% |
0.000 |
Volume |
68,614 |
58,531 |
-10,083 |
-14.7% |
205,705 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.434 |
4.389 |
4.216 |
|
R3 |
4.346 |
4.301 |
4.192 |
|
R2 |
4.258 |
4.258 |
4.184 |
|
R1 |
4.213 |
4.213 |
4.176 |
4.192 |
PP |
4.170 |
4.170 |
4.170 |
4.159 |
S1 |
4.125 |
4.125 |
4.160 |
4.104 |
S2 |
4.082 |
4.082 |
4.152 |
|
S3 |
3.994 |
4.037 |
4.144 |
|
S4 |
3.906 |
3.949 |
4.120 |
|
|
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 |
4.318 |
4.056 |
0.262 |
6.3% |
0.109 |
2.6% |
43% |
False |
False |
54,882 |
10 |
4.509 |
4.056 |
0.453 |
10.9% |
0.125 |
3.0% |
25% |
False |
False |
43,950 |
20 |
4.627 |
4.046 |
0.581 |
13.9% |
0.136 |
3.3% |
21% |
False |
False |
35,869 |
40 |
4.627 |
3.877 |
0.750 |
18.0% |
0.131 |
3.2% |
39% |
False |
False |
28,302 |
60 |
4.850 |
3.877 |
0.973 |
23.3% |
0.128 |
3.1% |
30% |
False |
False |
23,571 |
80 |
4.850 |
3.877 |
0.973 |
23.3% |
0.128 |
3.1% |
30% |
False |
False |
19,222 |
100 |
4.850 |
3.877 |
0.973 |
23.3% |
0.128 |
3.1% |
30% |
False |
False |
16,152 |
120 |
4.850 |
3.877 |
0.973 |
23.3% |
0.128 |
3.1% |
30% |
False |
False |
13,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.589 |
2.618 |
4.445 |
1.618 |
4.357 |
1.000 |
4.303 |
0.618 |
4.269 |
HIGH |
4.215 |
0.618 |
4.181 |
0.500 |
4.171 |
0.382 |
4.161 |
LOW |
4.127 |
0.618 |
4.073 |
1.000 |
4.039 |
1.618 |
3.985 |
2.618 |
3.897 |
4.250 |
3.753 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.171 |
4.157 |
PP |
4.170 |
4.146 |
S1 |
4.169 |
4.136 |
|