NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.291 |
4.210 |
-0.081 |
-1.9% |
4.469 |
High |
4.310 |
4.220 |
-0.090 |
-2.1% |
4.507 |
Low |
4.190 |
4.165 |
-0.025 |
-0.6% |
4.165 |
Close |
4.209 |
4.192 |
-0.017 |
-0.4% |
4.192 |
Range |
0.120 |
0.055 |
-0.065 |
-54.2% |
0.342 |
ATR |
0.132 |
0.126 |
-0.005 |
-4.2% |
0.000 |
Volume |
52,725 |
118,899 |
66,174 |
125.5% |
273,804 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.357 |
4.330 |
4.222 |
|
R3 |
4.302 |
4.275 |
4.207 |
|
R2 |
4.247 |
4.247 |
4.202 |
|
R1 |
4.220 |
4.220 |
4.197 |
4.206 |
PP |
4.192 |
4.192 |
4.192 |
4.186 |
S1 |
4.165 |
4.165 |
4.187 |
4.151 |
S2 |
4.137 |
4.137 |
4.182 |
|
S3 |
4.082 |
4.110 |
4.177 |
|
S4 |
4.027 |
4.055 |
4.162 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.314 |
5.095 |
4.380 |
|
R3 |
4.972 |
4.753 |
4.286 |
|
R2 |
4.630 |
4.630 |
4.255 |
|
R1 |
4.411 |
4.411 |
4.223 |
4.350 |
PP |
4.288 |
4.288 |
4.288 |
4.257 |
S1 |
4.069 |
4.069 |
4.161 |
4.008 |
S2 |
3.946 |
3.946 |
4.129 |
|
S3 |
3.604 |
3.727 |
4.098 |
|
S4 |
3.262 |
3.385 |
4.004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.507 |
4.165 |
0.342 |
8.2% |
0.099 |
2.4% |
8% |
False |
True |
54,760 |
10 |
4.690 |
4.165 |
0.525 |
12.5% |
0.129 |
3.1% |
5% |
False |
True |
40,953 |
20 |
4.690 |
4.019 |
0.671 |
16.0% |
0.134 |
3.2% |
26% |
False |
False |
30,533 |
40 |
4.690 |
3.955 |
0.735 |
17.5% |
0.122 |
2.9% |
32% |
False |
False |
22,882 |
60 |
4.930 |
3.955 |
0.975 |
23.3% |
0.121 |
2.9% |
24% |
False |
False |
18,511 |
80 |
4.930 |
3.955 |
0.975 |
23.3% |
0.121 |
2.9% |
24% |
False |
False |
15,077 |
100 |
4.930 |
3.955 |
0.975 |
23.3% |
0.121 |
2.9% |
24% |
False |
False |
12,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.454 |
2.618 |
4.364 |
1.618 |
4.309 |
1.000 |
4.275 |
0.618 |
4.254 |
HIGH |
4.220 |
0.618 |
4.199 |
0.500 |
4.193 |
0.382 |
4.186 |
LOW |
4.165 |
0.618 |
4.131 |
1.000 |
4.110 |
1.618 |
4.076 |
2.618 |
4.021 |
4.250 |
3.931 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.193 |
4.280 |
PP |
4.192 |
4.251 |
S1 |
4.192 |
4.221 |
|