NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.397 |
4.570 |
0.173 |
3.9% |
4.470 |
High |
4.599 |
4.705 |
0.106 |
2.3% |
4.705 |
Low |
4.396 |
4.555 |
0.159 |
3.6% |
4.392 |
Close |
4.571 |
4.698 |
0.127 |
2.8% |
4.698 |
Range |
0.203 |
0.150 |
-0.053 |
-26.1% |
0.313 |
ATR |
0.131 |
0.132 |
0.001 |
1.1% |
0.000 |
Volume |
180,322 |
119,755 |
-60,567 |
-33.6% |
452,117 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.103 |
5.050 |
4.781 |
|
R3 |
4.953 |
4.900 |
4.739 |
|
R2 |
4.803 |
4.803 |
4.726 |
|
R1 |
4.750 |
4.750 |
4.712 |
4.777 |
PP |
4.653 |
4.653 |
4.653 |
4.666 |
S1 |
4.600 |
4.600 |
4.684 |
4.627 |
S2 |
4.503 |
4.503 |
4.671 |
|
S3 |
4.353 |
4.450 |
4.657 |
|
S4 |
4.203 |
4.300 |
4.616 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.537 |
5.431 |
4.870 |
|
R3 |
5.224 |
5.118 |
4.784 |
|
R2 |
4.911 |
4.911 |
4.755 |
|
R1 |
4.805 |
4.805 |
4.727 |
4.858 |
PP |
4.598 |
4.598 |
4.598 |
4.625 |
S1 |
4.492 |
4.492 |
4.669 |
4.545 |
S2 |
4.285 |
4.285 |
4.641 |
|
S3 |
3.972 |
4.179 |
4.612 |
|
S4 |
3.659 |
3.866 |
4.526 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.705 |
4.392 |
0.313 |
6.7% |
0.127 |
2.7% |
98% |
True |
False |
90,423 |
10 |
4.705 |
4.144 |
0.561 |
11.9% |
0.128 |
2.7% |
99% |
True |
False |
78,260 |
20 |
4.705 |
4.056 |
0.649 |
13.8% |
0.124 |
2.6% |
99% |
True |
False |
65,637 |
40 |
4.705 |
3.877 |
0.828 |
17.6% |
0.135 |
2.9% |
99% |
True |
False |
46,793 |
60 |
4.705 |
3.877 |
0.828 |
17.6% |
0.129 |
2.7% |
99% |
True |
False |
37,460 |
80 |
4.850 |
3.877 |
0.973 |
20.7% |
0.129 |
2.7% |
84% |
False |
False |
30,314 |
100 |
4.850 |
3.877 |
0.973 |
20.7% |
0.129 |
2.7% |
84% |
False |
False |
25,188 |
120 |
4.850 |
3.877 |
0.973 |
20.7% |
0.129 |
2.7% |
84% |
False |
False |
21,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.343 |
2.618 |
5.098 |
1.618 |
4.948 |
1.000 |
4.855 |
0.618 |
4.798 |
HIGH |
4.705 |
0.618 |
4.648 |
0.500 |
4.630 |
0.382 |
4.612 |
LOW |
4.555 |
0.618 |
4.462 |
1.000 |
4.405 |
1.618 |
4.312 |
2.618 |
4.162 |
4.250 |
3.918 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.675 |
4.649 |
PP |
4.653 |
4.600 |
S1 |
4.630 |
4.551 |
|