NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.480 |
4.643 |
0.163 |
3.6% |
4.545 |
High |
4.659 |
4.766 |
0.107 |
2.3% |
4.766 |
Low |
4.471 |
4.618 |
0.147 |
3.3% |
4.464 |
Close |
4.633 |
4.761 |
0.128 |
2.8% |
4.761 |
Range |
0.188 |
0.148 |
-0.040 |
-21.3% |
0.302 |
ATR |
0.125 |
0.127 |
0.002 |
1.3% |
0.000 |
Volume |
25,280 |
65,126 |
39,846 |
157.6% |
172,413 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.159 |
5.108 |
4.842 |
|
R3 |
5.011 |
4.960 |
4.802 |
|
R2 |
4.863 |
4.863 |
4.788 |
|
R1 |
4.812 |
4.812 |
4.775 |
4.838 |
PP |
4.715 |
4.715 |
4.715 |
4.728 |
S1 |
4.664 |
4.664 |
4.747 |
4.690 |
S2 |
4.567 |
4.567 |
4.734 |
|
S3 |
4.419 |
4.516 |
4.720 |
|
S4 |
4.271 |
4.368 |
4.680 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.570 |
5.467 |
4.927 |
|
R3 |
5.268 |
5.165 |
4.844 |
|
R2 |
4.966 |
4.966 |
4.816 |
|
R1 |
4.863 |
4.863 |
4.789 |
4.915 |
PP |
4.664 |
4.664 |
4.664 |
4.689 |
S1 |
4.561 |
4.561 |
4.733 |
4.613 |
S2 |
4.362 |
4.362 |
4.706 |
|
S3 |
4.060 |
4.259 |
4.678 |
|
S4 |
3.758 |
3.957 |
4.595 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.766 |
4.464 |
0.302 |
6.3% |
0.123 |
2.6% |
98% |
True |
False |
34,482 |
10 |
4.766 |
4.220 |
0.546 |
11.5% |
0.123 |
2.6% |
99% |
True |
False |
33,982 |
20 |
4.766 |
4.141 |
0.625 |
13.1% |
0.119 |
2.5% |
99% |
True |
False |
46,648 |
40 |
4.766 |
3.955 |
0.811 |
17.0% |
0.129 |
2.7% |
99% |
True |
False |
34,503 |
60 |
4.766 |
3.955 |
0.811 |
17.0% |
0.122 |
2.6% |
99% |
True |
False |
26,974 |
80 |
4.930 |
3.955 |
0.975 |
20.5% |
0.123 |
2.6% |
83% |
False |
False |
22,373 |
100 |
4.930 |
3.955 |
0.975 |
20.5% |
0.122 |
2.6% |
83% |
False |
False |
18,518 |
120 |
4.930 |
3.955 |
0.975 |
20.5% |
0.121 |
2.6% |
83% |
False |
False |
15,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.395 |
2.618 |
5.153 |
1.618 |
5.005 |
1.000 |
4.914 |
0.618 |
4.857 |
HIGH |
4.766 |
0.618 |
4.709 |
0.500 |
4.692 |
0.382 |
4.675 |
LOW |
4.618 |
0.618 |
4.527 |
1.000 |
4.470 |
1.618 |
4.379 |
2.618 |
4.231 |
4.250 |
3.989 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.738 |
4.713 |
PP |
4.715 |
4.664 |
S1 |
4.692 |
4.616 |
|