NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.492 |
4.569 |
0.077 |
1.7% |
4.370 |
High |
4.589 |
4.618 |
0.029 |
0.6% |
4.589 |
Low |
4.440 |
4.525 |
0.085 |
1.9% |
4.269 |
Close |
4.581 |
4.566 |
-0.015 |
-0.3% |
4.581 |
Range |
0.149 |
0.093 |
-0.056 |
-37.6% |
0.320 |
ATR |
0.124 |
0.121 |
-0.002 |
-1.8% |
0.000 |
Volume |
16,146 |
16,554 |
408 |
2.5% |
53,917 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.800 |
4.617 |
|
R3 |
4.756 |
4.707 |
4.592 |
|
R2 |
4.663 |
4.663 |
4.583 |
|
R1 |
4.614 |
4.614 |
4.575 |
4.592 |
PP |
4.570 |
4.570 |
4.570 |
4.559 |
S1 |
4.521 |
4.521 |
4.557 |
4.499 |
S2 |
4.477 |
4.477 |
4.549 |
|
S3 |
4.384 |
4.428 |
4.540 |
|
S4 |
4.291 |
4.335 |
4.515 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.440 |
5.330 |
4.757 |
|
R3 |
5.120 |
5.010 |
4.669 |
|
R2 |
4.800 |
4.800 |
4.640 |
|
R1 |
4.690 |
4.690 |
4.610 |
4.745 |
PP |
4.480 |
4.480 |
4.480 |
4.507 |
S1 |
4.370 |
4.370 |
4.552 |
4.425 |
S2 |
4.160 |
4.160 |
4.522 |
|
S3 |
3.840 |
4.050 |
4.493 |
|
S4 |
3.520 |
3.730 |
4.405 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.618 |
4.269 |
0.349 |
7.6% |
0.124 |
2.7% |
85% |
True |
False |
14,094 |
10 |
4.618 |
4.193 |
0.425 |
9.3% |
0.121 |
2.6% |
88% |
True |
False |
17,196 |
20 |
4.719 |
4.193 |
0.526 |
11.5% |
0.123 |
2.7% |
71% |
False |
False |
17,042 |
40 |
4.719 |
3.994 |
0.725 |
15.9% |
0.124 |
2.7% |
79% |
False |
False |
13,171 |
60 |
4.719 |
3.994 |
0.725 |
15.9% |
0.117 |
2.6% |
79% |
False |
False |
10,463 |
80 |
4.896 |
3.994 |
0.902 |
19.8% |
0.116 |
2.5% |
63% |
False |
False |
8,819 |
100 |
4.896 |
3.994 |
0.902 |
19.8% |
0.116 |
2.5% |
63% |
False |
False |
7,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.013 |
2.618 |
4.861 |
1.618 |
4.768 |
1.000 |
4.711 |
0.618 |
4.675 |
HIGH |
4.618 |
0.618 |
4.582 |
0.500 |
4.572 |
0.382 |
4.561 |
LOW |
4.525 |
0.618 |
4.468 |
1.000 |
4.432 |
1.618 |
4.375 |
2.618 |
4.282 |
4.250 |
4.130 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.572 |
4.552 |
PP |
4.570 |
4.538 |
S1 |
4.568 |
4.524 |
|