NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.338 |
4.386 |
0.048 |
1.1% |
4.215 |
High |
4.433 |
4.416 |
-0.017 |
-0.4% |
4.433 |
Low |
4.252 |
4.341 |
0.089 |
2.1% |
4.193 |
Close |
4.389 |
4.387 |
-0.002 |
0.0% |
4.387 |
Range |
0.181 |
0.075 |
-0.106 |
-58.6% |
0.240 |
ATR |
0.124 |
0.121 |
-0.004 |
-2.8% |
0.000 |
Volume |
19,451 |
19,459 |
8 |
0.0% |
101,495 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.606 |
4.572 |
4.428 |
|
R3 |
4.531 |
4.497 |
4.408 |
|
R2 |
4.456 |
4.456 |
4.401 |
|
R1 |
4.422 |
4.422 |
4.394 |
4.439 |
PP |
4.381 |
4.381 |
4.381 |
4.390 |
S1 |
4.347 |
4.347 |
4.380 |
4.364 |
S2 |
4.306 |
4.306 |
4.373 |
|
S3 |
4.231 |
4.272 |
4.366 |
|
S4 |
4.156 |
4.197 |
4.346 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.058 |
4.962 |
4.519 |
|
R3 |
4.818 |
4.722 |
4.453 |
|
R2 |
4.578 |
4.578 |
4.431 |
|
R1 |
4.482 |
4.482 |
4.409 |
4.530 |
PP |
4.338 |
4.338 |
4.338 |
4.362 |
S1 |
4.242 |
4.242 |
4.365 |
4.290 |
S2 |
4.098 |
4.098 |
4.343 |
|
S3 |
3.858 |
4.002 |
4.321 |
|
S4 |
3.618 |
3.762 |
4.255 |
|
|
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% |
0.117 |
2.7% |
81% |
False |
False |
20,299 |
10 |
4.548 |
4.193 |
0.355 |
8.1% |
0.107 |
2.4% |
55% |
False |
False |
21,309 |
20 |
4.719 |
4.193 |
0.526 |
12.0% |
0.124 |
2.8% |
37% |
False |
False |
15,987 |
40 |
4.719 |
3.994 |
0.725 |
16.5% |
0.124 |
2.8% |
54% |
False |
False |
11,922 |
60 |
4.896 |
3.994 |
0.902 |
20.6% |
0.117 |
2.7% |
44% |
False |
False |
9,750 |
80 |
4.896 |
3.994 |
0.902 |
20.6% |
0.115 |
2.6% |
44% |
False |
False |
8,029 |
100 |
4.896 |
3.994 |
0.902 |
20.6% |
0.115 |
2.6% |
44% |
False |
False |
6,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.735 |
2.618 |
4.612 |
1.618 |
4.537 |
1.000 |
4.491 |
0.618 |
4.462 |
HIGH |
4.416 |
0.618 |
4.387 |
0.500 |
4.379 |
0.382 |
4.370 |
LOW |
4.341 |
0.618 |
4.295 |
1.000 |
4.266 |
1.618 |
4.220 |
2.618 |
4.145 |
4.250 |
4.022 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.384 |
4.372 |
PP |
4.381 |
4.357 |
S1 |
4.379 |
4.343 |
|