NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.314 |
4.338 |
0.024 |
0.6% |
4.507 |
High |
4.373 |
4.433 |
0.060 |
1.4% |
4.548 |
Low |
4.276 |
4.252 |
-0.024 |
-0.6% |
4.214 |
Close |
4.333 |
4.389 |
0.056 |
1.3% |
4.243 |
Range |
0.097 |
0.181 |
0.084 |
86.6% |
0.334 |
ATR |
0.120 |
0.124 |
0.004 |
3.6% |
0.000 |
Volume |
16,609 |
19,451 |
2,842 |
17.1% |
111,604 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.901 |
4.826 |
4.489 |
|
R3 |
4.720 |
4.645 |
4.439 |
|
R2 |
4.539 |
4.539 |
4.422 |
|
R1 |
4.464 |
4.464 |
4.406 |
4.502 |
PP |
4.358 |
4.358 |
4.358 |
4.377 |
S1 |
4.283 |
4.283 |
4.372 |
4.321 |
S2 |
4.177 |
4.177 |
4.356 |
|
S3 |
3.996 |
4.102 |
4.339 |
|
S4 |
3.815 |
3.921 |
4.289 |
|
|
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 |
4.433 |
4.193 |
0.240 |
5.5% |
0.113 |
2.6% |
82% |
True |
False |
22,069 |
10 |
4.599 |
4.193 |
0.406 |
9.3% |
0.112 |
2.5% |
48% |
False |
False |
20,857 |
20 |
4.719 |
4.193 |
0.526 |
12.0% |
0.124 |
2.8% |
37% |
False |
False |
15,598 |
40 |
4.719 |
3.994 |
0.725 |
16.5% |
0.124 |
2.8% |
54% |
False |
False |
11,588 |
60 |
4.896 |
3.994 |
0.902 |
20.6% |
0.118 |
2.7% |
44% |
False |
False |
9,501 |
80 |
4.896 |
3.994 |
0.902 |
20.6% |
0.116 |
2.6% |
44% |
False |
False |
7,840 |
100 |
4.896 |
3.994 |
0.902 |
20.6% |
0.115 |
2.6% |
44% |
False |
False |
6,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.202 |
2.618 |
4.907 |
1.618 |
4.726 |
1.000 |
4.614 |
0.618 |
4.545 |
HIGH |
4.433 |
0.618 |
4.364 |
0.500 |
4.343 |
0.382 |
4.321 |
LOW |
4.252 |
0.618 |
4.140 |
1.000 |
4.071 |
1.618 |
3.959 |
2.618 |
3.778 |
4.250 |
3.483 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.374 |
4.374 |
PP |
4.358 |
4.358 |
S1 |
4.343 |
4.343 |
|