NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.291 |
4.253 |
-0.038 |
-0.9% |
4.469 |
High |
4.298 |
4.328 |
0.030 |
0.7% |
4.507 |
Low |
4.212 |
4.227 |
0.015 |
0.4% |
4.165 |
Close |
4.253 |
4.283 |
0.030 |
0.7% |
4.192 |
Range |
0.086 |
0.101 |
0.015 |
17.4% |
0.342 |
ATR |
0.125 |
0.123 |
-0.002 |
-1.4% |
0.000 |
Volume |
72,742 |
57,239 |
-15,503 |
-21.3% |
273,804 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.582 |
4.534 |
4.339 |
|
R3 |
4.481 |
4.433 |
4.311 |
|
R2 |
4.380 |
4.380 |
4.302 |
|
R1 |
4.332 |
4.332 |
4.292 |
4.356 |
PP |
4.279 |
4.279 |
4.279 |
4.292 |
S1 |
4.231 |
4.231 |
4.274 |
4.255 |
S2 |
4.178 |
4.178 |
4.264 |
|
S3 |
4.077 |
4.130 |
4.255 |
|
S4 |
3.976 |
4.029 |
4.227 |
|
|
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 |
4.328 |
4.141 |
0.187 |
4.4% |
0.103 |
2.4% |
76% |
True |
False |
75,938 |
10 |
4.580 |
4.141 |
0.439 |
10.2% |
0.118 |
2.8% |
32% |
False |
False |
54,369 |
20 |
4.690 |
4.141 |
0.549 |
12.8% |
0.130 |
3.0% |
26% |
False |
False |
38,528 |
40 |
4.690 |
3.955 |
0.735 |
17.2% |
0.125 |
2.9% |
45% |
False |
False |
27,196 |
60 |
4.930 |
3.955 |
0.975 |
22.8% |
0.121 |
2.8% |
34% |
False |
False |
21,501 |
80 |
4.930 |
3.955 |
0.975 |
22.8% |
0.121 |
2.8% |
34% |
False |
False |
17,560 |
100 |
4.930 |
3.955 |
0.975 |
22.8% |
0.121 |
2.8% |
34% |
False |
False |
14,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.757 |
2.618 |
4.592 |
1.618 |
4.491 |
1.000 |
4.429 |
0.618 |
4.390 |
HIGH |
4.328 |
0.618 |
4.289 |
0.500 |
4.278 |
0.382 |
4.266 |
LOW |
4.227 |
0.618 |
4.165 |
1.000 |
4.126 |
1.618 |
4.064 |
2.618 |
3.963 |
4.250 |
3.798 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.281 |
4.267 |
PP |
4.279 |
4.251 |
S1 |
4.278 |
4.235 |
|