NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.446 |
4.357 |
-0.089 |
-2.0% |
4.708 |
High |
4.455 |
4.372 |
-0.083 |
-1.9% |
4.726 |
Low |
4.347 |
4.256 |
-0.091 |
-2.1% |
4.404 |
Close |
4.367 |
4.275 |
-0.092 |
-2.1% |
4.562 |
Range |
0.108 |
0.116 |
0.008 |
7.4% |
0.322 |
ATR |
0.127 |
0.126 |
-0.001 |
-0.6% |
0.000 |
Volume |
8,768 |
10,020 |
1,252 |
14.3% |
50,272 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.649 |
4.578 |
4.339 |
|
R3 |
4.533 |
4.462 |
4.307 |
|
R2 |
4.417 |
4.417 |
4.296 |
|
R1 |
4.346 |
4.346 |
4.286 |
4.324 |
PP |
4.301 |
4.301 |
4.301 |
4.290 |
S1 |
4.230 |
4.230 |
4.264 |
4.208 |
S2 |
4.185 |
4.185 |
4.254 |
|
S3 |
4.069 |
4.114 |
4.243 |
|
S4 |
3.953 |
3.998 |
4.211 |
|
|
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 |
4.605 |
4.256 |
0.349 |
8.2% |
0.108 |
2.5% |
5% |
False |
True |
11,214 |
10 |
4.726 |
4.256 |
0.470 |
11.0% |
0.137 |
3.2% |
4% |
False |
True |
10,050 |
20 |
4.726 |
4.086 |
0.640 |
15.0% |
0.131 |
3.1% |
30% |
False |
False |
10,385 |
40 |
4.726 |
4.011 |
0.715 |
16.7% |
0.119 |
2.8% |
37% |
False |
False |
8,654 |
60 |
4.888 |
4.011 |
0.877 |
20.5% |
0.113 |
2.6% |
30% |
False |
False |
6,983 |
80 |
4.888 |
4.011 |
0.877 |
20.5% |
0.114 |
2.7% |
30% |
False |
False |
5,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.865 |
2.618 |
4.676 |
1.618 |
4.560 |
1.000 |
4.488 |
0.618 |
4.444 |
HIGH |
4.372 |
0.618 |
4.328 |
0.500 |
4.314 |
0.382 |
4.300 |
LOW |
4.256 |
0.618 |
4.184 |
1.000 |
4.140 |
1.618 |
4.068 |
2.618 |
3.952 |
4.250 |
3.763 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.314 |
4.391 |
PP |
4.301 |
4.352 |
S1 |
4.288 |
4.314 |
|