NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.674 |
4.780 |
0.106 |
2.3% |
4.569 |
High |
4.809 |
4.842 |
0.033 |
0.7% |
4.809 |
Low |
4.665 |
4.750 |
0.085 |
1.8% |
4.513 |
Close |
4.802 |
4.807 |
0.005 |
0.1% |
4.802 |
Range |
0.144 |
0.092 |
-0.052 |
-36.1% |
0.296 |
ATR |
0.123 |
0.121 |
-0.002 |
-1.8% |
0.000 |
Volume |
25,113 |
15,641 |
-9,472 |
-37.7% |
75,835 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.076 |
5.033 |
4.858 |
|
R3 |
4.984 |
4.941 |
4.832 |
|
R2 |
4.892 |
4.892 |
4.824 |
|
R1 |
4.849 |
4.849 |
4.815 |
4.871 |
PP |
4.800 |
4.800 |
4.800 |
4.810 |
S1 |
4.757 |
4.757 |
4.799 |
4.779 |
S2 |
4.708 |
4.708 |
4.790 |
|
S3 |
4.616 |
4.665 |
4.782 |
|
S4 |
4.524 |
4.573 |
4.756 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.596 |
5.495 |
4.965 |
|
R3 |
5.300 |
5.199 |
4.883 |
|
R2 |
5.004 |
5.004 |
4.856 |
|
R1 |
4.903 |
4.903 |
4.829 |
4.954 |
PP |
4.708 |
4.708 |
4.708 |
4.733 |
S1 |
4.607 |
4.607 |
4.775 |
4.658 |
S2 |
4.412 |
4.412 |
4.748 |
|
S3 |
4.116 |
4.311 |
4.721 |
|
S4 |
3.820 |
4.015 |
4.639 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.842 |
4.513 |
0.329 |
6.8% |
0.119 |
2.5% |
89% |
True |
False |
14,984 |
10 |
4.842 |
4.269 |
0.573 |
11.9% |
0.121 |
2.5% |
94% |
True |
False |
14,539 |
20 |
4.842 |
4.193 |
0.649 |
13.5% |
0.114 |
2.4% |
95% |
True |
False |
17,924 |
40 |
4.842 |
3.999 |
0.843 |
17.5% |
0.125 |
2.6% |
96% |
True |
False |
14,101 |
60 |
4.842 |
3.994 |
0.848 |
17.6% |
0.118 |
2.5% |
96% |
True |
False |
11,409 |
80 |
4.896 |
3.994 |
0.902 |
18.8% |
0.117 |
2.4% |
90% |
False |
False |
9,634 |
100 |
4.896 |
3.994 |
0.902 |
18.8% |
0.117 |
2.4% |
90% |
False |
False |
8,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.233 |
2.618 |
5.083 |
1.618 |
4.991 |
1.000 |
4.934 |
0.618 |
4.899 |
HIGH |
4.842 |
0.618 |
4.807 |
0.500 |
4.796 |
0.382 |
4.785 |
LOW |
4.750 |
0.618 |
4.693 |
1.000 |
4.658 |
1.618 |
4.601 |
2.618 |
4.509 |
4.250 |
4.359 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.803 |
4.765 |
PP |
4.800 |
4.724 |
S1 |
4.796 |
4.682 |
|