NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.280 |
4.285 |
0.005 |
0.1% |
4.091 |
High |
4.298 |
4.323 |
0.025 |
0.6% |
4.318 |
Low |
4.226 |
4.144 |
-0.082 |
-1.9% |
4.056 |
Close |
4.264 |
4.190 |
-0.074 |
-1.7% |
4.264 |
Range |
0.072 |
0.179 |
0.107 |
148.6% |
0.262 |
ATR |
0.129 |
0.132 |
0.004 |
2.8% |
0.000 |
Volume |
79,262 |
54,851 |
-24,411 |
-30.8% |
361,156 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.756 |
4.652 |
4.288 |
|
R3 |
4.577 |
4.473 |
4.239 |
|
R2 |
4.398 |
4.398 |
4.223 |
|
R1 |
4.294 |
4.294 |
4.206 |
4.257 |
PP |
4.219 |
4.219 |
4.219 |
4.200 |
S1 |
4.115 |
4.115 |
4.174 |
4.078 |
S2 |
4.040 |
4.040 |
4.157 |
|
S3 |
3.861 |
3.936 |
4.141 |
|
S4 |
3.682 |
3.757 |
4.092 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.999 |
4.893 |
4.408 |
|
R3 |
4.737 |
4.631 |
4.336 |
|
R2 |
4.475 |
4.475 |
4.312 |
|
R1 |
4.369 |
4.369 |
4.288 |
4.422 |
PP |
4.213 |
4.213 |
4.213 |
4.239 |
S1 |
4.107 |
4.107 |
4.240 |
4.160 |
S2 |
3.951 |
3.951 |
4.216 |
|
S3 |
3.689 |
3.845 |
4.192 |
|
S4 |
3.427 |
3.583 |
4.120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.323 |
4.127 |
0.196 |
4.7% |
0.127 |
3.0% |
32% |
True |
False |
69,478 |
10 |
4.394 |
4.056 |
0.338 |
8.1% |
0.119 |
2.8% |
40% |
False |
False |
59,282 |
20 |
4.627 |
4.056 |
0.571 |
13.6% |
0.136 |
3.2% |
23% |
False |
False |
45,470 |
40 |
4.627 |
3.877 |
0.750 |
17.9% |
0.136 |
3.3% |
42% |
False |
False |
34,126 |
60 |
4.850 |
3.877 |
0.973 |
23.2% |
0.130 |
3.1% |
32% |
False |
False |
27,944 |
80 |
4.850 |
3.877 |
0.973 |
23.2% |
0.127 |
3.0% |
32% |
False |
False |
22,572 |
100 |
4.850 |
3.877 |
0.973 |
23.2% |
0.128 |
3.1% |
32% |
False |
False |
18,943 |
120 |
4.850 |
3.877 |
0.973 |
23.2% |
0.129 |
3.1% |
32% |
False |
False |
16,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.084 |
2.618 |
4.792 |
1.618 |
4.613 |
1.000 |
4.502 |
0.618 |
4.434 |
HIGH |
4.323 |
0.618 |
4.255 |
0.500 |
4.234 |
0.382 |
4.212 |
LOW |
4.144 |
0.618 |
4.033 |
1.000 |
3.965 |
1.618 |
3.854 |
2.618 |
3.675 |
4.250 |
3.383 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.234 |
4.226 |
PP |
4.219 |
4.214 |
S1 |
4.205 |
4.202 |
|