NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.430 |
4.328 |
-0.102 |
-2.3% |
4.679 |
High |
4.443 |
4.357 |
-0.086 |
-1.9% |
4.719 |
Low |
4.332 |
4.240 |
-0.092 |
-2.1% |
4.396 |
Close |
4.352 |
4.259 |
-0.093 |
-2.1% |
4.554 |
Range |
0.111 |
0.117 |
0.006 |
5.4% |
0.323 |
ATR |
0.129 |
0.128 |
-0.001 |
-0.7% |
0.000 |
Volume |
23,296 |
23,219 |
-77 |
-0.3% |
57,289 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.636 |
4.565 |
4.323 |
|
R3 |
4.519 |
4.448 |
4.291 |
|
R2 |
4.402 |
4.402 |
4.280 |
|
R1 |
4.331 |
4.331 |
4.270 |
4.308 |
PP |
4.285 |
4.285 |
4.285 |
4.274 |
S1 |
4.214 |
4.214 |
4.248 |
4.191 |
S2 |
4.168 |
4.168 |
4.238 |
|
S3 |
4.051 |
4.097 |
4.227 |
|
S4 |
3.934 |
3.980 |
4.195 |
|
|
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 |
4.599 |
4.240 |
0.359 |
8.4% |
0.111 |
2.6% |
5% |
False |
True |
19,645 |
10 |
4.719 |
4.240 |
0.479 |
11.2% |
0.138 |
3.2% |
4% |
False |
True |
15,143 |
20 |
4.719 |
4.061 |
0.658 |
15.4% |
0.133 |
3.1% |
30% |
False |
False |
12,499 |
40 |
4.719 |
3.994 |
0.725 |
17.0% |
0.121 |
2.8% |
37% |
False |
False |
9,764 |
60 |
4.896 |
3.994 |
0.902 |
21.2% |
0.116 |
2.7% |
29% |
False |
False |
8,004 |
80 |
4.896 |
3.994 |
0.902 |
21.2% |
0.116 |
2.7% |
29% |
False |
False |
6,593 |
100 |
4.896 |
3.994 |
0.902 |
21.2% |
0.116 |
2.7% |
29% |
False |
False |
5,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.854 |
2.618 |
4.663 |
1.618 |
4.546 |
1.000 |
4.474 |
0.618 |
4.429 |
HIGH |
4.357 |
0.618 |
4.312 |
0.500 |
4.299 |
0.382 |
4.285 |
LOW |
4.240 |
0.618 |
4.168 |
1.000 |
4.123 |
1.618 |
4.051 |
2.618 |
3.934 |
4.250 |
3.743 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.299 |
4.379 |
PP |
4.285 |
4.339 |
S1 |
4.272 |
4.299 |
|