NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.392 |
4.291 |
-0.101 |
-2.3% |
4.649 |
High |
4.395 |
4.310 |
-0.085 |
-1.9% |
4.690 |
Low |
4.284 |
4.190 |
-0.094 |
-2.2% |
4.360 |
Close |
4.302 |
4.209 |
-0.093 |
-2.2% |
4.515 |
Range |
0.111 |
0.120 |
0.009 |
8.1% |
0.330 |
ATR |
0.133 |
0.132 |
-0.001 |
-0.7% |
0.000 |
Volume |
32,949 |
52,725 |
19,776 |
60.0% |
135,729 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.596 |
4.523 |
4.275 |
|
R3 |
4.476 |
4.403 |
4.242 |
|
R2 |
4.356 |
4.356 |
4.231 |
|
R1 |
4.283 |
4.283 |
4.220 |
4.260 |
PP |
4.236 |
4.236 |
4.236 |
4.225 |
S1 |
4.163 |
4.163 |
4.198 |
4.140 |
S2 |
4.116 |
4.116 |
4.187 |
|
S3 |
3.996 |
4.043 |
4.176 |
|
S4 |
3.876 |
3.923 |
4.143 |
|
|
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 |
4.568 |
4.190 |
0.378 |
9.0% |
0.113 |
2.7% |
5% |
False |
True |
37,713 |
10 |
4.690 |
4.190 |
0.500 |
11.9% |
0.142 |
3.4% |
4% |
False |
True |
31,770 |
20 |
4.690 |
4.012 |
0.678 |
16.1% |
0.137 |
3.3% |
29% |
False |
False |
25,652 |
40 |
4.690 |
3.955 |
0.735 |
17.5% |
0.123 |
2.9% |
35% |
False |
False |
20,256 |
60 |
4.930 |
3.955 |
0.975 |
23.2% |
0.122 |
2.9% |
26% |
False |
False |
16,703 |
80 |
4.930 |
3.955 |
0.975 |
23.2% |
0.121 |
2.9% |
26% |
False |
False |
13,627 |
100 |
4.930 |
3.955 |
0.975 |
23.2% |
0.122 |
2.9% |
26% |
False |
False |
11,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.820 |
2.618 |
4.624 |
1.618 |
4.504 |
1.000 |
4.430 |
0.618 |
4.384 |
HIGH |
4.310 |
0.618 |
4.264 |
0.500 |
4.250 |
0.382 |
4.236 |
LOW |
4.190 |
0.618 |
4.116 |
1.000 |
4.070 |
1.618 |
3.996 |
2.618 |
3.876 |
4.250 |
3.680 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.250 |
4.331 |
PP |
4.236 |
4.290 |
S1 |
4.223 |
4.250 |
|