NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.526 |
4.460 |
-0.066 |
-1.5% |
4.708 |
High |
4.560 |
4.525 |
-0.035 |
-0.8% |
4.726 |
Low |
4.444 |
4.439 |
-0.005 |
-0.1% |
4.404 |
Close |
4.497 |
4.446 |
-0.051 |
-1.1% |
4.562 |
Range |
0.116 |
0.086 |
-0.030 |
-25.9% |
0.322 |
ATR |
0.131 |
0.128 |
-0.003 |
-2.5% |
0.000 |
Volume |
10,465 |
11,097 |
632 |
6.0% |
50,272 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.673 |
4.493 |
|
R3 |
4.642 |
4.587 |
4.470 |
|
R2 |
4.556 |
4.556 |
4.462 |
|
R1 |
4.501 |
4.501 |
4.454 |
4.486 |
PP |
4.470 |
4.470 |
4.470 |
4.462 |
S1 |
4.415 |
4.415 |
4.438 |
4.400 |
S2 |
4.384 |
4.384 |
4.430 |
|
S3 |
4.298 |
4.329 |
4.422 |
|
S4 |
4.212 |
4.243 |
4.399 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.530 |
5.368 |
4.739 |
|
R3 |
5.208 |
5.046 |
4.651 |
|
R2 |
4.886 |
4.886 |
4.621 |
|
R1 |
4.724 |
4.724 |
4.592 |
4.644 |
PP |
4.564 |
4.564 |
4.564 |
4.524 |
S1 |
4.402 |
4.402 |
4.532 |
4.322 |
S2 |
4.242 |
4.242 |
4.503 |
|
S3 |
3.920 |
4.080 |
4.473 |
|
S4 |
3.598 |
3.758 |
4.385 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.615 |
4.404 |
0.211 |
4.7% |
0.128 |
2.9% |
20% |
False |
False |
10,930 |
10 |
4.726 |
4.404 |
0.322 |
7.2% |
0.140 |
3.1% |
13% |
False |
False |
10,260 |
20 |
4.726 |
4.071 |
0.655 |
14.7% |
0.131 |
2.9% |
57% |
False |
False |
10,751 |
40 |
4.726 |
4.011 |
0.715 |
16.1% |
0.118 |
2.6% |
61% |
False |
False |
8,476 |
60 |
4.888 |
4.011 |
0.877 |
19.7% |
0.113 |
2.6% |
50% |
False |
False |
6,766 |
80 |
4.888 |
4.011 |
0.877 |
19.7% |
0.114 |
2.6% |
50% |
False |
False |
5,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.891 |
2.618 |
4.750 |
1.618 |
4.664 |
1.000 |
4.611 |
0.618 |
4.578 |
HIGH |
4.525 |
0.618 |
4.492 |
0.500 |
4.482 |
0.382 |
4.472 |
LOW |
4.439 |
0.618 |
4.386 |
1.000 |
4.353 |
1.618 |
4.300 |
2.618 |
4.214 |
4.250 |
4.074 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.482 |
4.522 |
PP |
4.470 |
4.497 |
S1 |
4.458 |
4.471 |
|