NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.442 |
4.545 |
0.103 |
2.3% |
4.345 |
High |
4.544 |
4.573 |
0.029 |
0.6% |
4.544 |
Low |
4.390 |
4.477 |
0.087 |
2.0% |
4.220 |
Close |
4.535 |
4.522 |
-0.013 |
-0.3% |
4.535 |
Range |
0.154 |
0.096 |
-0.058 |
-37.7% |
0.324 |
ATR |
0.127 |
0.125 |
-0.002 |
-1.7% |
0.000 |
Volume |
28,269 |
34,049 |
5,780 |
20.4% |
127,049 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.812 |
4.763 |
4.575 |
|
R3 |
4.716 |
4.667 |
4.548 |
|
R2 |
4.620 |
4.620 |
4.540 |
|
R1 |
4.571 |
4.571 |
4.531 |
4.548 |
PP |
4.524 |
4.524 |
4.524 |
4.512 |
S1 |
4.475 |
4.475 |
4.513 |
4.452 |
S2 |
4.428 |
4.428 |
4.504 |
|
S3 |
4.332 |
4.379 |
4.496 |
|
S4 |
4.236 |
4.283 |
4.469 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.405 |
5.294 |
4.713 |
|
R3 |
5.081 |
4.970 |
4.624 |
|
R2 |
4.757 |
4.757 |
4.594 |
|
R1 |
4.646 |
4.646 |
4.565 |
4.702 |
PP |
4.433 |
4.433 |
4.433 |
4.461 |
S1 |
4.322 |
4.322 |
4.505 |
4.378 |
S2 |
4.109 |
4.109 |
4.476 |
|
S3 |
3.785 |
3.998 |
4.446 |
|
S4 |
3.461 |
3.674 |
4.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.573 |
4.220 |
0.353 |
7.8% |
0.127 |
2.8% |
86% |
True |
False |
32,219 |
10 |
4.573 |
4.141 |
0.432 |
9.6% |
0.124 |
2.7% |
88% |
True |
False |
48,713 |
20 |
4.690 |
4.141 |
0.549 |
12.1% |
0.126 |
2.8% |
69% |
False |
False |
44,833 |
40 |
4.690 |
3.955 |
0.735 |
16.3% |
0.128 |
2.8% |
77% |
False |
False |
32,720 |
60 |
4.690 |
3.955 |
0.735 |
16.3% |
0.120 |
2.6% |
77% |
False |
False |
25,113 |
80 |
4.930 |
3.955 |
0.975 |
21.6% |
0.121 |
2.7% |
58% |
False |
False |
20,797 |
100 |
4.930 |
3.955 |
0.975 |
21.6% |
0.121 |
2.7% |
58% |
False |
False |
17,217 |
120 |
4.930 |
3.955 |
0.975 |
21.6% |
0.120 |
2.7% |
58% |
False |
False |
14,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.981 |
2.618 |
4.824 |
1.618 |
4.728 |
1.000 |
4.669 |
0.618 |
4.632 |
HIGH |
4.573 |
0.618 |
4.536 |
0.500 |
4.525 |
0.382 |
4.514 |
LOW |
4.477 |
0.618 |
4.418 |
1.000 |
4.381 |
1.618 |
4.322 |
2.618 |
4.226 |
4.250 |
4.069 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.525 |
4.508 |
PP |
4.524 |
4.494 |
S1 |
4.523 |
4.480 |
|