NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.346 |
4.314 |
-0.032 |
-0.7% |
4.507 |
High |
4.346 |
4.373 |
0.027 |
0.6% |
4.548 |
Low |
4.260 |
4.276 |
0.016 |
0.4% |
4.214 |
Close |
4.304 |
4.333 |
0.029 |
0.7% |
4.243 |
Range |
0.086 |
0.097 |
0.011 |
12.8% |
0.334 |
ATR |
0.122 |
0.120 |
-0.002 |
-1.5% |
0.000 |
Volume |
19,050 |
16,609 |
-2,441 |
-12.8% |
111,604 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.618 |
4.573 |
4.386 |
|
R3 |
4.521 |
4.476 |
4.360 |
|
R2 |
4.424 |
4.424 |
4.351 |
|
R1 |
4.379 |
4.379 |
4.342 |
4.402 |
PP |
4.327 |
4.327 |
4.327 |
4.339 |
S1 |
4.282 |
4.282 |
4.324 |
4.305 |
S2 |
4.230 |
4.230 |
4.315 |
|
S3 |
4.133 |
4.185 |
4.306 |
|
S4 |
4.036 |
4.088 |
4.280 |
|
|
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 |
4.373 |
4.193 |
0.180 |
4.2% |
0.100 |
2.3% |
78% |
True |
False |
22,822 |
10 |
4.610 |
4.193 |
0.417 |
9.6% |
0.115 |
2.7% |
34% |
False |
False |
20,170 |
20 |
4.719 |
4.190 |
0.529 |
12.2% |
0.126 |
2.9% |
27% |
False |
False |
15,186 |
40 |
4.719 |
3.994 |
0.725 |
16.7% |
0.122 |
2.8% |
47% |
False |
False |
11,257 |
60 |
4.896 |
3.994 |
0.902 |
20.8% |
0.116 |
2.7% |
38% |
False |
False |
9,236 |
80 |
4.896 |
3.994 |
0.902 |
20.8% |
0.116 |
2.7% |
38% |
False |
False |
7,619 |
100 |
4.896 |
3.994 |
0.902 |
20.8% |
0.115 |
2.7% |
38% |
False |
False |
6,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.785 |
2.618 |
4.627 |
1.618 |
4.530 |
1.000 |
4.470 |
0.618 |
4.433 |
HIGH |
4.373 |
0.618 |
4.336 |
0.500 |
4.325 |
0.382 |
4.313 |
LOW |
4.276 |
0.618 |
4.216 |
1.000 |
4.179 |
1.618 |
4.119 |
2.618 |
4.022 |
4.250 |
3.864 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.330 |
4.316 |
PP |
4.327 |
4.300 |
S1 |
4.325 |
4.283 |
|