NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.184 |
4.291 |
0.107 |
2.6% |
4.469 |
High |
4.294 |
4.298 |
0.004 |
0.1% |
4.507 |
Low |
4.141 |
4.212 |
0.071 |
1.7% |
4.165 |
Close |
4.260 |
4.253 |
-0.007 |
-0.2% |
4.192 |
Range |
0.153 |
0.086 |
-0.067 |
-43.8% |
0.342 |
ATR |
0.128 |
0.125 |
-0.003 |
-2.3% |
0.000 |
Volume |
78,085 |
72,742 |
-5,343 |
-6.8% |
273,804 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.512 |
4.469 |
4.300 |
|
R3 |
4.426 |
4.383 |
4.277 |
|
R2 |
4.340 |
4.340 |
4.269 |
|
R1 |
4.297 |
4.297 |
4.261 |
4.276 |
PP |
4.254 |
4.254 |
4.254 |
4.244 |
S1 |
4.211 |
4.211 |
4.245 |
4.190 |
S2 |
4.168 |
4.168 |
4.237 |
|
S3 |
4.082 |
4.125 |
4.229 |
|
S4 |
3.996 |
4.039 |
4.206 |
|
|
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 |
4.395 |
4.141 |
0.254 |
6.0% |
0.105 |
2.5% |
44% |
False |
False |
71,080 |
10 |
4.580 |
4.141 |
0.439 |
10.3% |
0.120 |
2.8% |
26% |
False |
False |
50,818 |
20 |
4.690 |
4.124 |
0.566 |
13.3% |
0.130 |
3.1% |
23% |
False |
False |
36,368 |
40 |
4.690 |
3.955 |
0.735 |
17.3% |
0.125 |
2.9% |
41% |
False |
False |
25,948 |
60 |
4.930 |
3.955 |
0.975 |
22.9% |
0.122 |
2.9% |
31% |
False |
False |
20,632 |
80 |
4.930 |
3.955 |
0.975 |
22.9% |
0.121 |
2.9% |
31% |
False |
False |
16,889 |
100 |
4.930 |
3.955 |
0.975 |
22.9% |
0.121 |
2.8% |
31% |
False |
False |
13,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.664 |
2.618 |
4.523 |
1.618 |
4.437 |
1.000 |
4.384 |
0.618 |
4.351 |
HIGH |
4.298 |
0.618 |
4.265 |
0.500 |
4.255 |
0.382 |
4.245 |
LOW |
4.212 |
0.618 |
4.159 |
1.000 |
4.126 |
1.618 |
4.073 |
2.618 |
3.987 |
4.250 |
3.847 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.255 |
4.242 |
PP |
4.254 |
4.231 |
S1 |
4.254 |
4.220 |
|