NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.370 |
4.311 |
-0.059 |
-1.4% |
4.215 |
High |
4.435 |
4.441 |
0.006 |
0.1% |
4.433 |
Low |
4.269 |
4.298 |
0.029 |
0.7% |
4.193 |
Close |
4.309 |
4.426 |
0.117 |
2.7% |
4.387 |
Range |
0.166 |
0.143 |
-0.023 |
-13.9% |
0.240 |
ATR |
0.124 |
0.125 |
0.001 |
1.1% |
0.000 |
Volume |
13,984 |
9,138 |
-4,846 |
-34.7% |
101,495 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.817 |
4.765 |
4.505 |
|
R3 |
4.674 |
4.622 |
4.465 |
|
R2 |
4.531 |
4.531 |
4.452 |
|
R1 |
4.479 |
4.479 |
4.439 |
4.505 |
PP |
4.388 |
4.388 |
4.388 |
4.402 |
S1 |
4.336 |
4.336 |
4.413 |
4.362 |
S2 |
4.245 |
4.245 |
4.400 |
|
S3 |
4.102 |
4.193 |
4.387 |
|
S4 |
3.959 |
4.050 |
4.347 |
|
|
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 |
4.441 |
4.252 |
0.189 |
4.3% |
0.132 |
3.0% |
92% |
True |
False |
15,728 |
10 |
4.443 |
4.193 |
0.250 |
5.6% |
0.118 |
2.7% |
93% |
False |
False |
19,944 |
20 |
4.719 |
4.193 |
0.526 |
11.9% |
0.130 |
2.9% |
44% |
False |
False |
16,336 |
40 |
4.719 |
3.994 |
0.725 |
16.4% |
0.126 |
2.9% |
60% |
False |
False |
12,275 |
60 |
4.719 |
3.994 |
0.725 |
16.4% |
0.117 |
2.7% |
60% |
False |
False |
9,955 |
80 |
4.896 |
3.994 |
0.902 |
20.4% |
0.116 |
2.6% |
48% |
False |
False |
8,273 |
100 |
4.896 |
3.994 |
0.902 |
20.4% |
0.116 |
2.6% |
48% |
False |
False |
7,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.049 |
2.618 |
4.815 |
1.618 |
4.672 |
1.000 |
4.584 |
0.618 |
4.529 |
HIGH |
4.441 |
0.618 |
4.386 |
0.500 |
4.370 |
0.382 |
4.353 |
LOW |
4.298 |
0.618 |
4.210 |
1.000 |
4.155 |
1.618 |
4.067 |
2.618 |
3.924 |
4.250 |
3.690 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.407 |
4.402 |
PP |
4.388 |
4.379 |
S1 |
4.370 |
4.355 |
|