NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.439 |
4.392 |
-0.047 |
-1.1% |
4.649 |
High |
4.471 |
4.395 |
-0.076 |
-1.7% |
4.690 |
Low |
4.379 |
4.284 |
-0.095 |
-2.2% |
4.360 |
Close |
4.384 |
4.302 |
-0.082 |
-1.9% |
4.515 |
Range |
0.092 |
0.111 |
0.019 |
20.7% |
0.330 |
ATR |
0.134 |
0.133 |
-0.002 |
-1.2% |
0.000 |
Volume |
42,431 |
32,949 |
-9,482 |
-22.3% |
135,729 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.660 |
4.592 |
4.363 |
|
R3 |
4.549 |
4.481 |
4.333 |
|
R2 |
4.438 |
4.438 |
4.322 |
|
R1 |
4.370 |
4.370 |
4.312 |
4.349 |
PP |
4.327 |
4.327 |
4.327 |
4.316 |
S1 |
4.259 |
4.259 |
4.292 |
4.238 |
S2 |
4.216 |
4.216 |
4.282 |
|
S3 |
4.105 |
4.148 |
4.271 |
|
S4 |
3.994 |
4.037 |
4.241 |
|
|
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 |
4.284 |
0.296 |
6.9% |
0.133 |
3.1% |
6% |
False |
True |
32,801 |
10 |
4.690 |
4.284 |
0.406 |
9.4% |
0.148 |
3.4% |
4% |
False |
True |
29,155 |
20 |
4.690 |
4.000 |
0.690 |
16.0% |
0.137 |
3.2% |
44% |
False |
False |
23,983 |
40 |
4.690 |
3.955 |
0.735 |
17.1% |
0.123 |
2.9% |
47% |
False |
False |
19,374 |
60 |
4.930 |
3.955 |
0.975 |
22.7% |
0.122 |
2.8% |
36% |
False |
False |
16,000 |
80 |
4.930 |
3.955 |
0.975 |
22.7% |
0.122 |
2.8% |
36% |
False |
False |
12,990 |
100 |
4.930 |
3.955 |
0.975 |
22.7% |
0.122 |
2.8% |
36% |
False |
False |
10,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.867 |
2.618 |
4.686 |
1.618 |
4.575 |
1.000 |
4.506 |
0.618 |
4.464 |
HIGH |
4.395 |
0.618 |
4.353 |
0.500 |
4.340 |
0.382 |
4.326 |
LOW |
4.284 |
0.618 |
4.215 |
1.000 |
4.173 |
1.618 |
4.104 |
2.618 |
3.993 |
4.250 |
3.812 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.340 |
4.396 |
PP |
4.327 |
4.364 |
S1 |
4.315 |
4.333 |
|