NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.215 |
4.346 |
0.131 |
3.1% |
4.507 |
High |
4.341 |
4.346 |
0.005 |
0.1% |
4.548 |
Low |
4.193 |
4.260 |
0.067 |
1.6% |
4.214 |
Close |
4.309 |
4.304 |
-0.005 |
-0.1% |
4.243 |
Range |
0.148 |
0.086 |
-0.062 |
-41.9% |
0.334 |
ATR |
0.125 |
0.122 |
-0.003 |
-2.2% |
0.000 |
Volume |
26,926 |
19,050 |
-7,876 |
-29.3% |
111,604 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.519 |
4.351 |
|
R3 |
4.475 |
4.433 |
4.328 |
|
R2 |
4.389 |
4.389 |
4.320 |
|
R1 |
4.347 |
4.347 |
4.312 |
4.325 |
PP |
4.303 |
4.303 |
4.303 |
4.293 |
S1 |
4.261 |
4.261 |
4.296 |
4.239 |
S2 |
4.217 |
4.217 |
4.288 |
|
S3 |
4.131 |
4.175 |
4.280 |
|
S4 |
4.045 |
4.089 |
4.257 |
|
|
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 |
4.443 |
4.193 |
0.250 |
5.8% |
0.103 |
2.4% |
44% |
False |
False |
24,160 |
10 |
4.610 |
4.193 |
0.417 |
9.7% |
0.117 |
2.7% |
27% |
False |
False |
19,379 |
20 |
4.719 |
4.171 |
0.548 |
12.7% |
0.126 |
2.9% |
24% |
False |
False |
14,798 |
40 |
4.719 |
3.994 |
0.725 |
16.8% |
0.121 |
2.8% |
43% |
False |
False |
11,017 |
60 |
4.896 |
3.994 |
0.902 |
21.0% |
0.116 |
2.7% |
34% |
False |
False |
9,014 |
80 |
4.896 |
3.994 |
0.902 |
21.0% |
0.116 |
2.7% |
34% |
False |
False |
7,447 |
100 |
4.896 |
3.994 |
0.902 |
21.0% |
0.115 |
2.7% |
34% |
False |
False |
6,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.712 |
2.618 |
4.571 |
1.618 |
4.485 |
1.000 |
4.432 |
0.618 |
4.399 |
HIGH |
4.346 |
0.618 |
4.313 |
0.500 |
4.303 |
0.382 |
4.293 |
LOW |
4.260 |
0.618 |
4.207 |
1.000 |
4.174 |
1.618 |
4.121 |
2.618 |
4.035 |
4.250 |
3.895 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.304 |
4.293 |
PP |
4.303 |
4.281 |
S1 |
4.303 |
4.270 |
|