NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.171 |
4.207 |
0.036 |
0.9% |
4.390 |
High |
4.248 |
4.318 |
0.070 |
1.6% |
4.434 |
Low |
4.144 |
4.128 |
-0.016 |
-0.4% |
4.080 |
Close |
4.206 |
4.269 |
0.063 |
1.5% |
4.107 |
Range |
0.104 |
0.190 |
0.086 |
82.7% |
0.354 |
ATR |
0.129 |
0.133 |
0.004 |
3.4% |
0.000 |
Volume |
57,771 |
96,978 |
39,207 |
67.9% |
205,705 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.729 |
4.374 |
|
R3 |
4.618 |
4.539 |
4.321 |
|
R2 |
4.428 |
4.428 |
4.304 |
|
R1 |
4.349 |
4.349 |
4.286 |
4.389 |
PP |
4.238 |
4.238 |
4.238 |
4.258 |
S1 |
4.159 |
4.159 |
4.252 |
4.199 |
S2 |
4.048 |
4.048 |
4.234 |
|
S3 |
3.858 |
3.969 |
4.217 |
|
S4 |
3.668 |
3.779 |
4.165 |
|
|
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 |
6.1% |
0.120 |
2.8% |
81% |
True |
False |
71,847 |
10 |
4.495 |
4.056 |
0.439 |
10.3% |
0.120 |
2.8% |
49% |
False |
False |
53,014 |
20 |
4.627 |
4.056 |
0.571 |
13.4% |
0.133 |
3.1% |
37% |
False |
False |
41,618 |
40 |
4.627 |
3.877 |
0.750 |
17.6% |
0.134 |
3.1% |
52% |
False |
False |
31,448 |
60 |
4.850 |
3.877 |
0.973 |
22.8% |
0.129 |
3.0% |
40% |
False |
False |
26,000 |
80 |
4.850 |
3.877 |
0.973 |
22.8% |
0.127 |
3.0% |
40% |
False |
False |
21,027 |
100 |
4.850 |
3.877 |
0.973 |
22.8% |
0.128 |
3.0% |
40% |
False |
False |
17,652 |
120 |
4.850 |
3.877 |
0.973 |
22.8% |
0.128 |
3.0% |
40% |
False |
False |
15,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.126 |
2.618 |
4.815 |
1.618 |
4.625 |
1.000 |
4.508 |
0.618 |
4.435 |
HIGH |
4.318 |
0.618 |
4.245 |
0.500 |
4.223 |
0.382 |
4.201 |
LOW |
4.128 |
0.618 |
4.011 |
1.000 |
3.938 |
1.618 |
3.821 |
2.618 |
3.631 |
4.250 |
3.321 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.254 |
4.254 |
PP |
4.238 |
4.238 |
S1 |
4.223 |
4.223 |
|