NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.328 |
4.258 |
-0.070 |
-1.6% |
4.507 |
High |
4.357 |
4.267 |
-0.090 |
-2.1% |
4.548 |
Low |
4.240 |
4.214 |
-0.026 |
-0.6% |
4.214 |
Close |
4.259 |
4.243 |
-0.016 |
-0.4% |
4.243 |
Range |
0.117 |
0.053 |
-0.064 |
-54.7% |
0.334 |
ATR |
0.128 |
0.123 |
-0.005 |
-4.2% |
0.000 |
Volume |
23,219 |
28,310 |
5,091 |
21.9% |
111,604 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.400 |
4.375 |
4.272 |
|
R3 |
4.347 |
4.322 |
4.258 |
|
R2 |
4.294 |
4.294 |
4.253 |
|
R1 |
4.269 |
4.269 |
4.248 |
4.255 |
PP |
4.241 |
4.241 |
4.241 |
4.235 |
S1 |
4.216 |
4.216 |
4.238 |
4.202 |
S2 |
4.188 |
4.188 |
4.233 |
|
S3 |
4.135 |
4.163 |
4.228 |
|
S4 |
4.082 |
4.110 |
4.214 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.337 |
5.124 |
4.427 |
|
R3 |
5.003 |
4.790 |
4.335 |
|
R2 |
4.669 |
4.669 |
4.304 |
|
R1 |
4.456 |
4.456 |
4.274 |
4.396 |
PP |
4.335 |
4.335 |
4.335 |
4.305 |
S1 |
4.122 |
4.122 |
4.212 |
4.062 |
S2 |
4.001 |
4.001 |
4.182 |
|
S3 |
3.667 |
3.788 |
4.151 |
|
S4 |
3.333 |
3.454 |
4.059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.548 |
4.214 |
0.334 |
7.9% |
0.097 |
2.3% |
9% |
False |
True |
22,320 |
10 |
4.719 |
4.214 |
0.505 |
11.9% |
0.125 |
3.0% |
6% |
False |
True |
16,889 |
20 |
4.719 |
4.061 |
0.658 |
15.5% |
0.130 |
3.1% |
28% |
False |
False |
13,396 |
40 |
4.719 |
3.994 |
0.725 |
17.1% |
0.118 |
2.8% |
34% |
False |
False |
10,310 |
60 |
4.896 |
3.994 |
0.902 |
21.3% |
0.115 |
2.7% |
28% |
False |
False |
8,408 |
80 |
4.896 |
3.994 |
0.902 |
21.3% |
0.116 |
2.7% |
28% |
False |
False |
6,910 |
100 |
4.896 |
3.994 |
0.902 |
21.3% |
0.116 |
2.7% |
28% |
False |
False |
5,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.492 |
2.618 |
4.406 |
1.618 |
4.353 |
1.000 |
4.320 |
0.618 |
4.300 |
HIGH |
4.267 |
0.618 |
4.247 |
0.500 |
4.241 |
0.382 |
4.234 |
LOW |
4.214 |
0.618 |
4.181 |
1.000 |
4.161 |
1.618 |
4.128 |
2.618 |
4.075 |
4.250 |
3.989 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.242 |
4.329 |
PP |
4.241 |
4.300 |
S1 |
4.241 |
4.272 |
|