NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.360 |
4.470 |
0.110 |
2.5% |
4.285 |
High |
4.477 |
4.505 |
0.028 |
0.6% |
4.477 |
Low |
4.317 |
4.403 |
0.086 |
2.0% |
4.144 |
Close |
4.468 |
4.439 |
-0.029 |
-0.6% |
4.468 |
Range |
0.160 |
0.102 |
-0.058 |
-36.3% |
0.333 |
ATR |
0.133 |
0.130 |
-0.002 |
-1.6% |
0.000 |
Volume |
84,217 |
0 |
-84,217 |
-100.0% |
251,228 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.755 |
4.699 |
4.495 |
|
R3 |
4.653 |
4.597 |
4.467 |
|
R2 |
4.551 |
4.551 |
4.458 |
|
R1 |
4.495 |
4.495 |
4.448 |
4.472 |
PP |
4.449 |
4.449 |
4.449 |
4.438 |
S1 |
4.393 |
4.393 |
4.430 |
4.370 |
S2 |
4.347 |
4.347 |
4.420 |
|
S3 |
4.245 |
4.291 |
4.411 |
|
S4 |
4.143 |
4.189 |
4.383 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.362 |
5.248 |
4.651 |
|
R3 |
5.029 |
4.915 |
4.560 |
|
R2 |
4.696 |
4.696 |
4.529 |
|
R1 |
4.582 |
4.582 |
4.499 |
4.639 |
PP |
4.363 |
4.363 |
4.363 |
4.392 |
S1 |
4.249 |
4.249 |
4.437 |
4.306 |
S2 |
4.030 |
4.030 |
4.407 |
|
S3 |
3.697 |
3.916 |
4.376 |
|
S4 |
3.364 |
3.583 |
4.285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.505 |
4.144 |
0.361 |
8.1% |
0.135 |
3.0% |
82% |
True |
False |
50,245 |
10 |
4.505 |
4.056 |
0.449 |
10.1% |
0.129 |
2.9% |
85% |
True |
False |
61,238 |
20 |
4.627 |
4.056 |
0.571 |
12.9% |
0.132 |
3.0% |
67% |
False |
False |
49,389 |
40 |
4.627 |
3.877 |
0.750 |
16.9% |
0.134 |
3.0% |
75% |
False |
False |
37,755 |
60 |
4.627 |
3.877 |
0.750 |
16.9% |
0.127 |
2.9% |
75% |
False |
False |
30,564 |
80 |
4.850 |
3.877 |
0.973 |
21.9% |
0.128 |
2.9% |
58% |
False |
False |
24,872 |
100 |
4.850 |
3.877 |
0.973 |
21.9% |
0.127 |
2.9% |
58% |
False |
False |
20,816 |
120 |
4.850 |
3.877 |
0.973 |
21.9% |
0.128 |
2.9% |
58% |
False |
False |
17,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.939 |
2.618 |
4.772 |
1.618 |
4.670 |
1.000 |
4.607 |
0.618 |
4.568 |
HIGH |
4.505 |
0.618 |
4.466 |
0.500 |
4.454 |
0.382 |
4.442 |
LOW |
4.403 |
0.618 |
4.340 |
1.000 |
4.301 |
1.618 |
4.238 |
2.618 |
4.136 |
4.250 |
3.970 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.454 |
4.430 |
PP |
4.449 |
4.420 |
S1 |
4.444 |
4.411 |
|