NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.345 |
4.256 |
-0.089 |
-2.0% |
4.184 |
High |
4.393 |
4.400 |
0.007 |
0.2% |
4.388 |
Low |
4.220 |
4.253 |
0.033 |
0.8% |
4.141 |
Close |
4.262 |
4.382 |
0.120 |
2.8% |
4.338 |
Range |
0.173 |
0.147 |
-0.026 |
-15.0% |
0.247 |
ATR |
0.127 |
0.129 |
0.001 |
1.1% |
0.000 |
Volume |
37,193 |
29,819 |
-7,374 |
-19.8% |
326,039 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.786 |
4.731 |
4.463 |
|
R3 |
4.639 |
4.584 |
4.422 |
|
R2 |
4.492 |
4.492 |
4.409 |
|
R1 |
4.437 |
4.437 |
4.395 |
4.465 |
PP |
4.345 |
4.345 |
4.345 |
4.359 |
S1 |
4.290 |
4.290 |
4.369 |
4.318 |
S2 |
4.198 |
4.198 |
4.355 |
|
S3 |
4.051 |
4.143 |
4.342 |
|
S4 |
3.904 |
3.996 |
4.301 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.030 |
4.931 |
4.474 |
|
R3 |
4.783 |
4.684 |
4.406 |
|
R2 |
4.536 |
4.536 |
4.383 |
|
R1 |
4.437 |
4.437 |
4.361 |
4.487 |
PP |
4.289 |
4.289 |
4.289 |
4.314 |
S1 |
4.190 |
4.190 |
4.315 |
4.240 |
S2 |
4.042 |
4.042 |
4.293 |
|
S3 |
3.795 |
3.943 |
4.270 |
|
S4 |
3.548 |
3.696 |
4.202 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.400 |
4.204 |
0.196 |
4.5% |
0.136 |
3.1% |
91% |
True |
False |
48,444 |
10 |
4.400 |
4.141 |
0.259 |
5.9% |
0.120 |
2.7% |
93% |
True |
False |
59,762 |
20 |
4.690 |
4.141 |
0.549 |
12.5% |
0.133 |
3.0% |
44% |
False |
False |
43,964 |
40 |
4.690 |
3.955 |
0.735 |
16.8% |
0.130 |
3.0% |
58% |
False |
False |
30,973 |
60 |
4.754 |
3.955 |
0.799 |
18.2% |
0.122 |
2.8% |
53% |
False |
False |
23,947 |
80 |
4.930 |
3.955 |
0.975 |
22.3% |
0.121 |
2.8% |
44% |
False |
False |
19,707 |
100 |
4.930 |
3.955 |
0.975 |
22.3% |
0.122 |
2.8% |
44% |
False |
False |
16,320 |
120 |
4.930 |
3.955 |
0.975 |
22.3% |
0.122 |
2.8% |
44% |
False |
False |
13,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.025 |
2.618 |
4.785 |
1.618 |
4.638 |
1.000 |
4.547 |
0.618 |
4.491 |
HIGH |
4.400 |
0.618 |
4.344 |
0.500 |
4.327 |
0.382 |
4.309 |
LOW |
4.253 |
0.618 |
4.162 |
1.000 |
4.106 |
1.618 |
4.015 |
2.618 |
3.868 |
4.250 |
3.628 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.364 |
4.358 |
PP |
4.345 |
4.334 |
S1 |
4.327 |
4.310 |
|