NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.469 |
4.439 |
-0.030 |
-0.7% |
4.649 |
High |
4.507 |
4.471 |
-0.036 |
-0.8% |
4.690 |
Low |
4.391 |
4.379 |
-0.012 |
-0.3% |
4.360 |
Close |
4.441 |
4.384 |
-0.057 |
-1.3% |
4.515 |
Range |
0.116 |
0.092 |
-0.024 |
-20.7% |
0.330 |
ATR |
0.138 |
0.134 |
-0.003 |
-2.4% |
0.000 |
Volume |
26,800 |
42,431 |
15,631 |
58.3% |
135,729 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.687 |
4.628 |
4.435 |
|
R3 |
4.595 |
4.536 |
4.409 |
|
R2 |
4.503 |
4.503 |
4.401 |
|
R1 |
4.444 |
4.444 |
4.392 |
4.428 |
PP |
4.411 |
4.411 |
4.411 |
4.403 |
S1 |
4.352 |
4.352 |
4.376 |
4.336 |
S2 |
4.319 |
4.319 |
4.367 |
|
S3 |
4.227 |
4.260 |
4.359 |
|
S4 |
4.135 |
4.168 |
4.333 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.512 |
5.343 |
4.697 |
|
R3 |
5.182 |
5.013 |
4.606 |
|
R2 |
4.852 |
4.852 |
4.576 |
|
R1 |
4.683 |
4.683 |
4.545 |
4.603 |
PP |
4.522 |
4.522 |
4.522 |
4.481 |
S1 |
4.353 |
4.353 |
4.485 |
4.273 |
S2 |
4.192 |
4.192 |
4.455 |
|
S3 |
3.862 |
4.023 |
4.424 |
|
S4 |
3.532 |
3.693 |
4.334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.580 |
4.360 |
0.220 |
5.0% |
0.135 |
3.1% |
11% |
False |
False |
30,556 |
10 |
4.690 |
4.360 |
0.330 |
7.5% |
0.145 |
3.3% |
7% |
False |
False |
28,165 |
20 |
4.690 |
4.000 |
0.690 |
15.7% |
0.137 |
3.1% |
56% |
False |
False |
23,752 |
40 |
4.690 |
3.955 |
0.735 |
16.8% |
0.122 |
2.8% |
58% |
False |
False |
18,963 |
60 |
4.930 |
3.955 |
0.975 |
22.2% |
0.122 |
2.8% |
44% |
False |
False |
15,630 |
80 |
4.930 |
3.955 |
0.975 |
22.2% |
0.122 |
2.8% |
44% |
False |
False |
12,627 |
100 |
4.930 |
3.955 |
0.975 |
22.2% |
0.122 |
2.8% |
44% |
False |
False |
10,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.862 |
2.618 |
4.712 |
1.618 |
4.620 |
1.000 |
4.563 |
0.618 |
4.528 |
HIGH |
4.471 |
0.618 |
4.436 |
0.500 |
4.425 |
0.382 |
4.414 |
LOW |
4.379 |
0.618 |
4.322 |
1.000 |
4.287 |
1.618 |
4.230 |
2.618 |
4.138 |
4.250 |
3.988 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.425 |
4.474 |
PP |
4.411 |
4.444 |
S1 |
4.398 |
4.414 |
|