NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.357 |
4.266 |
-0.091 |
-2.1% |
4.526 |
High |
4.372 |
4.283 |
-0.089 |
-2.0% |
4.560 |
Low |
4.256 |
4.230 |
-0.026 |
-0.6% |
4.230 |
Close |
4.275 |
4.259 |
-0.016 |
-0.4% |
4.259 |
Range |
0.116 |
0.053 |
-0.063 |
-54.3% |
0.330 |
ATR |
0.126 |
0.121 |
-0.005 |
-4.1% |
0.000 |
Volume |
10,020 |
18,241 |
8,221 |
82.0% |
58,591 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.416 |
4.391 |
4.288 |
|
R3 |
4.363 |
4.338 |
4.274 |
|
R2 |
4.310 |
4.310 |
4.269 |
|
R1 |
4.285 |
4.285 |
4.264 |
4.271 |
PP |
4.257 |
4.257 |
4.257 |
4.251 |
S1 |
4.232 |
4.232 |
4.254 |
4.218 |
S2 |
4.204 |
4.204 |
4.249 |
|
S3 |
4.151 |
4.179 |
4.244 |
|
S4 |
4.098 |
4.126 |
4.230 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.340 |
5.129 |
4.441 |
|
R3 |
5.010 |
4.799 |
4.350 |
|
R2 |
4.680 |
4.680 |
4.320 |
|
R1 |
4.469 |
4.469 |
4.289 |
4.410 |
PP |
4.350 |
4.350 |
4.350 |
4.320 |
S1 |
4.139 |
4.139 |
4.229 |
4.080 |
S2 |
4.020 |
4.020 |
4.199 |
|
S3 |
3.690 |
3.809 |
4.168 |
|
S4 |
3.360 |
3.479 |
4.078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.560 |
4.230 |
0.330 |
7.7% |
0.096 |
2.2% |
9% |
False |
True |
11,718 |
10 |
4.726 |
4.230 |
0.496 |
11.6% |
0.124 |
2.9% |
6% |
False |
True |
10,886 |
20 |
4.726 |
4.087 |
0.639 |
15.0% |
0.128 |
3.0% |
27% |
False |
False |
10,598 |
40 |
4.726 |
4.011 |
0.715 |
16.8% |
0.117 |
2.7% |
35% |
False |
False |
8,999 |
60 |
4.888 |
4.011 |
0.877 |
20.6% |
0.112 |
2.6% |
28% |
False |
False |
7,249 |
80 |
4.888 |
4.011 |
0.877 |
20.6% |
0.113 |
2.7% |
28% |
False |
False |
5,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.508 |
2.618 |
4.422 |
1.618 |
4.369 |
1.000 |
4.336 |
0.618 |
4.316 |
HIGH |
4.283 |
0.618 |
4.263 |
0.500 |
4.257 |
0.382 |
4.250 |
LOW |
4.230 |
0.618 |
4.197 |
1.000 |
4.177 |
1.618 |
4.144 |
2.618 |
4.091 |
4.250 |
4.005 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.258 |
4.343 |
PP |
4.257 |
4.315 |
S1 |
4.257 |
4.287 |
|