NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.485 |
4.430 |
-0.055 |
-1.2% |
4.679 |
High |
4.517 |
4.443 |
-0.074 |
-1.6% |
4.719 |
Low |
4.426 |
4.332 |
-0.094 |
-2.1% |
4.396 |
Close |
4.433 |
4.352 |
-0.081 |
-1.8% |
4.554 |
Range |
0.091 |
0.111 |
0.020 |
22.0% |
0.323 |
ATR |
0.130 |
0.129 |
-0.001 |
-1.1% |
0.000 |
Volume |
21,403 |
23,296 |
1,893 |
8.8% |
57,289 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.709 |
4.641 |
4.413 |
|
R3 |
4.598 |
4.530 |
4.383 |
|
R2 |
4.487 |
4.487 |
4.372 |
|
R1 |
4.419 |
4.419 |
4.362 |
4.398 |
PP |
4.376 |
4.376 |
4.376 |
4.365 |
S1 |
4.308 |
4.308 |
4.342 |
4.287 |
S2 |
4.265 |
4.265 |
4.332 |
|
S3 |
4.154 |
4.197 |
4.321 |
|
S4 |
4.043 |
4.086 |
4.291 |
|
|
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 |
4.610 |
4.332 |
0.278 |
6.4% |
0.130 |
3.0% |
7% |
False |
True |
17,517 |
10 |
4.719 |
4.332 |
0.387 |
8.9% |
0.144 |
3.3% |
5% |
False |
True |
14,310 |
20 |
4.719 |
4.050 |
0.669 |
15.4% |
0.133 |
3.1% |
45% |
False |
False |
11,864 |
40 |
4.719 |
3.994 |
0.725 |
16.7% |
0.121 |
2.8% |
49% |
False |
False |
9,312 |
60 |
4.896 |
3.994 |
0.902 |
20.7% |
0.116 |
2.7% |
40% |
False |
False |
7,683 |
80 |
4.896 |
3.994 |
0.902 |
20.7% |
0.117 |
2.7% |
40% |
False |
False |
6,318 |
100 |
4.896 |
3.994 |
0.902 |
20.7% |
0.116 |
2.7% |
40% |
False |
False |
5,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.915 |
2.618 |
4.734 |
1.618 |
4.623 |
1.000 |
4.554 |
0.618 |
4.512 |
HIGH |
4.443 |
0.618 |
4.401 |
0.500 |
4.388 |
0.382 |
4.374 |
LOW |
4.332 |
0.618 |
4.263 |
1.000 |
4.221 |
1.618 |
4.152 |
2.618 |
4.041 |
4.250 |
3.860 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.388 |
4.440 |
PP |
4.376 |
4.411 |
S1 |
4.364 |
4.381 |
|