NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.545 |
4.522 |
-0.023 |
-0.5% |
4.345 |
High |
4.573 |
4.550 |
-0.023 |
-0.5% |
4.544 |
Low |
4.477 |
4.464 |
-0.013 |
-0.3% |
4.220 |
Close |
4.522 |
4.512 |
-0.010 |
-0.2% |
4.535 |
Range |
0.096 |
0.086 |
-0.010 |
-10.4% |
0.324 |
ATR |
0.125 |
0.122 |
-0.003 |
-2.2% |
0.000 |
Volume |
34,049 |
21,223 |
-12,826 |
-37.7% |
127,049 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.767 |
4.725 |
4.559 |
|
R3 |
4.681 |
4.639 |
4.536 |
|
R2 |
4.595 |
4.595 |
4.528 |
|
R1 |
4.553 |
4.553 |
4.520 |
4.531 |
PP |
4.509 |
4.509 |
4.509 |
4.498 |
S1 |
4.467 |
4.467 |
4.504 |
4.445 |
S2 |
4.423 |
4.423 |
4.496 |
|
S3 |
4.337 |
4.381 |
4.488 |
|
S4 |
4.251 |
4.295 |
4.465 |
|
|
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 |
4.253 |
0.320 |
7.1% |
0.110 |
2.4% |
81% |
False |
False |
29,025 |
10 |
4.573 |
4.204 |
0.369 |
8.2% |
0.117 |
2.6% |
83% |
False |
False |
43,027 |
20 |
4.601 |
4.141 |
0.460 |
10.2% |
0.124 |
2.7% |
81% |
False |
False |
44,521 |
40 |
4.690 |
3.955 |
0.735 |
16.3% |
0.126 |
2.8% |
76% |
False |
False |
32,864 |
60 |
4.690 |
3.955 |
0.735 |
16.3% |
0.120 |
2.7% |
76% |
False |
False |
25,365 |
80 |
4.930 |
3.955 |
0.975 |
21.6% |
0.121 |
2.7% |
57% |
False |
False |
21,038 |
100 |
4.930 |
3.955 |
0.975 |
21.6% |
0.121 |
2.7% |
57% |
False |
False |
17,409 |
120 |
4.930 |
3.955 |
0.975 |
21.6% |
0.120 |
2.7% |
57% |
False |
False |
14,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.916 |
2.618 |
4.775 |
1.618 |
4.689 |
1.000 |
4.636 |
0.618 |
4.603 |
HIGH |
4.550 |
0.618 |
4.517 |
0.500 |
4.507 |
0.382 |
4.497 |
LOW |
4.464 |
0.618 |
4.411 |
1.000 |
4.378 |
1.618 |
4.325 |
2.618 |
4.239 |
4.250 |
4.099 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.510 |
4.502 |
PP |
4.509 |
4.492 |
S1 |
4.507 |
4.482 |
|