NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.553 |
4.591 |
0.038 |
0.8% |
4.679 |
High |
4.610 |
4.599 |
-0.011 |
-0.2% |
4.719 |
Low |
4.396 |
4.479 |
0.083 |
1.9% |
4.396 |
Close |
4.566 |
4.554 |
-0.012 |
-0.3% |
4.554 |
Range |
0.214 |
0.120 |
-0.094 |
-43.9% |
0.323 |
ATR |
0.135 |
0.134 |
-0.001 |
-0.8% |
0.000 |
Volume |
12,581 |
14,932 |
2,351 |
18.7% |
57,289 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.904 |
4.849 |
4.620 |
|
R3 |
4.784 |
4.729 |
4.587 |
|
R2 |
4.664 |
4.664 |
4.576 |
|
R1 |
4.609 |
4.609 |
4.565 |
4.577 |
PP |
4.544 |
4.544 |
4.544 |
4.528 |
S1 |
4.489 |
4.489 |
4.543 |
4.457 |
S2 |
4.424 |
4.424 |
4.532 |
|
S3 |
4.304 |
4.369 |
4.521 |
|
S4 |
4.184 |
4.249 |
4.488 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.525 |
5.363 |
4.732 |
|
R3 |
5.202 |
5.040 |
4.643 |
|
R2 |
4.879 |
4.879 |
4.613 |
|
R1 |
4.717 |
4.717 |
4.584 |
4.637 |
PP |
4.556 |
4.556 |
4.556 |
4.516 |
S1 |
4.394 |
4.394 |
4.524 |
4.314 |
S2 |
4.233 |
4.233 |
4.495 |
|
S3 |
3.910 |
4.071 |
4.465 |
|
S4 |
3.587 |
3.748 |
4.376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.719 |
4.396 |
0.323 |
7.1% |
0.153 |
3.4% |
49% |
False |
False |
11,457 |
10 |
4.719 |
4.381 |
0.338 |
7.4% |
0.140 |
3.1% |
51% |
False |
False |
10,664 |
20 |
4.719 |
3.999 |
0.720 |
15.8% |
0.136 |
3.0% |
77% |
False |
False |
10,279 |
40 |
4.719 |
3.994 |
0.725 |
15.9% |
0.120 |
2.6% |
77% |
False |
False |
8,151 |
60 |
4.896 |
3.994 |
0.902 |
19.8% |
0.118 |
2.6% |
62% |
False |
False |
6,871 |
80 |
4.896 |
3.994 |
0.902 |
19.8% |
0.118 |
2.6% |
62% |
False |
False |
5,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.109 |
2.618 |
4.913 |
1.618 |
4.793 |
1.000 |
4.719 |
0.618 |
4.673 |
HIGH |
4.599 |
0.618 |
4.553 |
0.500 |
4.539 |
0.382 |
4.525 |
LOW |
4.479 |
0.618 |
4.405 |
1.000 |
4.359 |
1.618 |
4.285 |
2.618 |
4.165 |
4.250 |
3.969 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.549 |
4.537 |
PP |
4.544 |
4.520 |
S1 |
4.539 |
4.503 |
|