NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.470 |
4.441 |
-0.029 |
-0.6% |
4.285 |
High |
4.505 |
4.477 |
-0.028 |
-0.6% |
4.477 |
Low |
4.403 |
4.392 |
-0.011 |
-0.2% |
4.144 |
Close |
4.439 |
4.444 |
0.005 |
0.1% |
4.468 |
Range |
0.102 |
0.085 |
-0.017 |
-16.7% |
0.333 |
ATR |
0.130 |
0.127 |
-0.003 |
-2.5% |
0.000 |
Volume |
0 |
78,639 |
78,639 |
|
251,228 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.693 |
4.653 |
4.491 |
|
R3 |
4.608 |
4.568 |
4.467 |
|
R2 |
4.523 |
4.523 |
4.460 |
|
R1 |
4.483 |
4.483 |
4.452 |
4.503 |
PP |
4.438 |
4.438 |
4.438 |
4.448 |
S1 |
4.398 |
4.398 |
4.436 |
4.418 |
S2 |
4.353 |
4.353 |
4.428 |
|
S3 |
4.268 |
4.313 |
4.421 |
|
S4 |
4.183 |
4.228 |
4.397 |
|
|
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 |
4.177 |
0.328 |
7.4% |
0.116 |
2.6% |
81% |
False |
False |
55,003 |
10 |
4.505 |
4.127 |
0.378 |
8.5% |
0.121 |
2.7% |
84% |
False |
False |
62,240 |
20 |
4.527 |
4.056 |
0.471 |
10.6% |
0.129 |
2.9% |
82% |
False |
False |
51,794 |
40 |
4.627 |
3.877 |
0.750 |
16.9% |
0.133 |
3.0% |
76% |
False |
False |
39,179 |
60 |
4.627 |
3.877 |
0.750 |
16.9% |
0.126 |
2.8% |
76% |
False |
False |
31,729 |
80 |
4.850 |
3.877 |
0.973 |
21.9% |
0.128 |
2.9% |
58% |
False |
False |
25,814 |
100 |
4.850 |
3.877 |
0.973 |
21.9% |
0.127 |
2.9% |
58% |
False |
False |
21,571 |
120 |
4.850 |
3.877 |
0.973 |
21.9% |
0.127 |
2.9% |
58% |
False |
False |
18,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.838 |
2.618 |
4.700 |
1.618 |
4.615 |
1.000 |
4.562 |
0.618 |
4.530 |
HIGH |
4.477 |
0.618 |
4.445 |
0.500 |
4.435 |
0.382 |
4.424 |
LOW |
4.392 |
0.618 |
4.339 |
1.000 |
4.307 |
1.618 |
4.254 |
2.618 |
4.169 |
4.250 |
4.031 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.441 |
4.433 |
PP |
4.438 |
4.422 |
S1 |
4.435 |
4.411 |
|