NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.386 |
4.370 |
-0.016 |
-0.4% |
4.215 |
High |
4.416 |
4.435 |
0.019 |
0.4% |
4.433 |
Low |
4.341 |
4.269 |
-0.072 |
-1.7% |
4.193 |
Close |
4.387 |
4.309 |
-0.078 |
-1.8% |
4.387 |
Range |
0.075 |
0.166 |
0.091 |
121.3% |
0.240 |
ATR |
0.121 |
0.124 |
0.003 |
2.7% |
0.000 |
Volume |
19,459 |
13,984 |
-5,475 |
-28.1% |
101,495 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.836 |
4.738 |
4.400 |
|
R3 |
4.670 |
4.572 |
4.355 |
|
R2 |
4.504 |
4.504 |
4.339 |
|
R1 |
4.406 |
4.406 |
4.324 |
4.372 |
PP |
4.338 |
4.338 |
4.338 |
4.321 |
S1 |
4.240 |
4.240 |
4.294 |
4.206 |
S2 |
4.172 |
4.172 |
4.279 |
|
S3 |
4.006 |
4.074 |
4.263 |
|
S4 |
3.840 |
3.908 |
4.218 |
|
|
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 |
4.435 |
4.252 |
0.183 |
4.2% |
0.121 |
2.8% |
31% |
True |
False |
17,710 |
10 |
4.517 |
4.193 |
0.324 |
7.5% |
0.113 |
2.6% |
36% |
False |
False |
21,170 |
20 |
4.719 |
4.193 |
0.526 |
12.2% |
0.127 |
2.9% |
22% |
False |
False |
16,336 |
40 |
4.719 |
3.994 |
0.725 |
16.8% |
0.126 |
2.9% |
43% |
False |
False |
12,142 |
60 |
4.896 |
3.994 |
0.902 |
20.9% |
0.118 |
2.7% |
35% |
False |
False |
9,897 |
80 |
4.896 |
3.994 |
0.902 |
20.9% |
0.115 |
2.7% |
35% |
False |
False |
8,177 |
100 |
4.896 |
3.994 |
0.902 |
20.9% |
0.116 |
2.7% |
35% |
False |
False |
6,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.141 |
2.618 |
4.870 |
1.618 |
4.704 |
1.000 |
4.601 |
0.618 |
4.538 |
HIGH |
4.435 |
0.618 |
4.372 |
0.500 |
4.352 |
0.382 |
4.332 |
LOW |
4.269 |
0.618 |
4.166 |
1.000 |
4.103 |
1.618 |
4.000 |
2.618 |
3.834 |
4.250 |
3.564 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.352 |
4.344 |
PP |
4.338 |
4.332 |
S1 |
4.323 |
4.321 |
|