NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.253 |
4.275 |
0.022 |
0.5% |
4.469 |
High |
4.328 |
4.388 |
0.060 |
1.4% |
4.507 |
Low |
4.227 |
4.204 |
-0.023 |
-0.5% |
4.165 |
Close |
4.283 |
4.342 |
0.059 |
1.4% |
4.192 |
Range |
0.101 |
0.184 |
0.083 |
82.2% |
0.342 |
ATR |
0.123 |
0.128 |
0.004 |
3.5% |
0.000 |
Volume |
57,239 |
77,614 |
20,375 |
35.6% |
273,804 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.863 |
4.787 |
4.443 |
|
R3 |
4.679 |
4.603 |
4.393 |
|
R2 |
4.495 |
4.495 |
4.376 |
|
R1 |
4.419 |
4.419 |
4.359 |
4.457 |
PP |
4.311 |
4.311 |
4.311 |
4.331 |
S1 |
4.235 |
4.235 |
4.325 |
4.273 |
S2 |
4.127 |
4.127 |
4.308 |
|
S3 |
3.943 |
4.051 |
4.291 |
|
S4 |
3.759 |
3.867 |
4.241 |
|
|
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 |
4.388 |
4.141 |
0.247 |
5.7% |
0.116 |
2.7% |
81% |
True |
False |
80,915 |
10 |
4.568 |
4.141 |
0.427 |
9.8% |
0.115 |
2.6% |
47% |
False |
False |
59,314 |
20 |
4.690 |
4.141 |
0.549 |
12.6% |
0.127 |
2.9% |
37% |
False |
False |
41,654 |
40 |
4.690 |
3.955 |
0.735 |
16.9% |
0.128 |
2.9% |
53% |
False |
False |
28,917 |
60 |
4.930 |
3.955 |
0.975 |
22.5% |
0.123 |
2.8% |
40% |
False |
False |
22,675 |
80 |
4.930 |
3.955 |
0.975 |
22.5% |
0.121 |
2.8% |
40% |
False |
False |
18,481 |
100 |
4.930 |
3.955 |
0.975 |
22.5% |
0.121 |
2.8% |
40% |
False |
False |
15,303 |
120 |
4.930 |
3.955 |
0.975 |
22.5% |
0.121 |
2.8% |
40% |
False |
False |
13,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.170 |
2.618 |
4.870 |
1.618 |
4.686 |
1.000 |
4.572 |
0.618 |
4.502 |
HIGH |
4.388 |
0.618 |
4.318 |
0.500 |
4.296 |
0.382 |
4.274 |
LOW |
4.204 |
0.618 |
4.090 |
1.000 |
4.020 |
1.618 |
3.906 |
2.618 |
3.722 |
4.250 |
3.422 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.327 |
4.327 |
PP |
4.311 |
4.311 |
S1 |
4.296 |
4.296 |
|