NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.210 |
4.184 |
-0.026 |
-0.6% |
4.469 |
High |
4.220 |
4.294 |
0.074 |
1.8% |
4.507 |
Low |
4.165 |
4.141 |
-0.024 |
-0.6% |
4.165 |
Close |
4.192 |
4.260 |
0.068 |
1.6% |
4.192 |
Range |
0.055 |
0.153 |
0.098 |
178.2% |
0.342 |
ATR |
0.126 |
0.128 |
0.002 |
1.5% |
0.000 |
Volume |
118,899 |
78,085 |
-40,814 |
-34.3% |
273,804 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.691 |
4.628 |
4.344 |
|
R3 |
4.538 |
4.475 |
4.302 |
|
R2 |
4.385 |
4.385 |
4.288 |
|
R1 |
4.322 |
4.322 |
4.274 |
4.354 |
PP |
4.232 |
4.232 |
4.232 |
4.247 |
S1 |
4.169 |
4.169 |
4.246 |
4.201 |
S2 |
4.079 |
4.079 |
4.232 |
|
S3 |
3.926 |
4.016 |
4.218 |
|
S4 |
3.773 |
3.863 |
4.176 |
|
|
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 |
4.471 |
4.141 |
0.330 |
7.7% |
0.106 |
2.5% |
36% |
False |
True |
65,017 |
10 |
4.601 |
4.141 |
0.460 |
10.8% |
0.131 |
3.1% |
26% |
False |
True |
46,015 |
20 |
4.690 |
4.019 |
0.671 |
15.8% |
0.135 |
3.2% |
36% |
False |
False |
33,421 |
40 |
4.690 |
3.955 |
0.735 |
17.3% |
0.125 |
2.9% |
41% |
False |
False |
24,454 |
60 |
4.930 |
3.955 |
0.975 |
22.9% |
0.122 |
2.9% |
31% |
False |
False |
19,589 |
80 |
4.930 |
3.955 |
0.975 |
22.9% |
0.122 |
2.9% |
31% |
False |
False |
16,019 |
100 |
4.930 |
3.955 |
0.975 |
22.9% |
0.122 |
2.9% |
31% |
False |
False |
13,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.944 |
2.618 |
4.695 |
1.618 |
4.542 |
1.000 |
4.447 |
0.618 |
4.389 |
HIGH |
4.294 |
0.618 |
4.236 |
0.500 |
4.218 |
0.382 |
4.199 |
LOW |
4.141 |
0.618 |
4.046 |
1.000 |
3.988 |
1.618 |
3.893 |
2.618 |
3.740 |
4.250 |
3.491 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.246 |
4.249 |
PP |
4.232 |
4.237 |
S1 |
4.218 |
4.226 |
|