NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.193 |
4.171 |
-0.022 |
-0.5% |
4.390 |
High |
4.215 |
4.248 |
0.033 |
0.8% |
4.434 |
Low |
4.127 |
4.144 |
0.017 |
0.4% |
4.080 |
Close |
4.168 |
4.206 |
0.038 |
0.9% |
4.107 |
Range |
0.088 |
0.104 |
0.016 |
18.2% |
0.354 |
ATR |
0.131 |
0.129 |
-0.002 |
-1.5% |
0.000 |
Volume |
58,531 |
57,771 |
-760 |
-1.3% |
205,705 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.511 |
4.463 |
4.263 |
|
R3 |
4.407 |
4.359 |
4.235 |
|
R2 |
4.303 |
4.303 |
4.225 |
|
R1 |
4.255 |
4.255 |
4.216 |
4.279 |
PP |
4.199 |
4.199 |
4.199 |
4.212 |
S1 |
4.151 |
4.151 |
4.196 |
4.175 |
S2 |
4.095 |
4.095 |
4.187 |
|
S3 |
3.991 |
4.047 |
4.177 |
|
S4 |
3.887 |
3.943 |
4.149 |
|
|
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 |
4.248 |
4.056 |
0.192 |
4.6% |
0.106 |
2.5% |
78% |
True |
False |
61,338 |
10 |
4.509 |
4.056 |
0.453 |
10.8% |
0.124 |
2.9% |
33% |
False |
False |
46,844 |
20 |
4.627 |
4.056 |
0.571 |
13.6% |
0.136 |
3.2% |
26% |
False |
False |
37,698 |
40 |
4.627 |
3.877 |
0.750 |
17.8% |
0.132 |
3.1% |
44% |
False |
False |
29,454 |
60 |
4.850 |
3.877 |
0.973 |
23.1% |
0.128 |
3.0% |
34% |
False |
False |
24,471 |
80 |
4.850 |
3.877 |
0.973 |
23.1% |
0.127 |
3.0% |
34% |
False |
False |
19,877 |
100 |
4.850 |
3.877 |
0.973 |
23.1% |
0.128 |
3.0% |
34% |
False |
False |
16,704 |
120 |
4.850 |
3.877 |
0.973 |
23.1% |
0.128 |
3.0% |
34% |
False |
False |
14,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.690 |
2.618 |
4.520 |
1.618 |
4.416 |
1.000 |
4.352 |
0.618 |
4.312 |
HIGH |
4.248 |
0.618 |
4.208 |
0.500 |
4.196 |
0.382 |
4.184 |
LOW |
4.144 |
0.618 |
4.080 |
1.000 |
4.040 |
1.618 |
3.976 |
2.618 |
3.872 |
4.250 |
3.702 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.203 |
4.188 |
PP |
4.199 |
4.170 |
S1 |
4.196 |
4.152 |
|