NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.569 |
4.554 |
-0.015 |
-0.3% |
4.370 |
High |
4.618 |
4.597 |
-0.021 |
-0.5% |
4.589 |
Low |
4.525 |
4.513 |
-0.012 |
-0.3% |
4.269 |
Close |
4.566 |
4.558 |
-0.008 |
-0.2% |
4.581 |
Range |
0.093 |
0.084 |
-0.009 |
-9.7% |
0.320 |
ATR |
0.121 |
0.119 |
-0.003 |
-2.2% |
0.000 |
Volume |
16,554 |
10,882 |
-5,672 |
-34.3% |
53,917 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.767 |
4.604 |
|
R3 |
4.724 |
4.683 |
4.581 |
|
R2 |
4.640 |
4.640 |
4.573 |
|
R1 |
4.599 |
4.599 |
4.566 |
4.620 |
PP |
4.556 |
4.556 |
4.556 |
4.566 |
S1 |
4.515 |
4.515 |
4.550 |
4.536 |
S2 |
4.472 |
4.472 |
4.543 |
|
S3 |
4.388 |
4.431 |
4.535 |
|
S4 |
4.304 |
4.347 |
4.512 |
|
|
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 |
4.298 |
0.320 |
7.0% |
0.107 |
2.4% |
81% |
False |
False |
13,473 |
10 |
4.618 |
4.252 |
0.366 |
8.0% |
0.114 |
2.5% |
84% |
False |
False |
15,592 |
20 |
4.631 |
4.193 |
0.438 |
9.6% |
0.121 |
2.6% |
83% |
False |
False |
17,045 |
40 |
4.719 |
3.994 |
0.725 |
15.9% |
0.123 |
2.7% |
78% |
False |
False |
13,251 |
60 |
4.719 |
3.994 |
0.725 |
15.9% |
0.117 |
2.6% |
78% |
False |
False |
10,588 |
80 |
4.896 |
3.994 |
0.902 |
19.8% |
0.116 |
2.5% |
63% |
False |
False |
8,945 |
100 |
4.896 |
3.994 |
0.902 |
19.8% |
0.116 |
2.5% |
63% |
False |
False |
7,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.954 |
2.618 |
4.817 |
1.618 |
4.733 |
1.000 |
4.681 |
0.618 |
4.649 |
HIGH |
4.597 |
0.618 |
4.565 |
0.500 |
4.555 |
0.382 |
4.545 |
LOW |
4.513 |
0.618 |
4.461 |
1.000 |
4.429 |
1.618 |
4.377 |
2.618 |
4.293 |
4.250 |
4.156 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.557 |
4.548 |
PP |
4.556 |
4.539 |
S1 |
4.555 |
4.529 |
|