NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.266 |
4.246 |
-0.020 |
-0.5% |
4.526 |
High |
4.283 |
4.356 |
0.073 |
1.7% |
4.560 |
Low |
4.230 |
4.208 |
-0.022 |
-0.5% |
4.230 |
Close |
4.259 |
4.324 |
0.065 |
1.5% |
4.259 |
Range |
0.053 |
0.148 |
0.095 |
179.2% |
0.330 |
ATR |
0.121 |
0.123 |
0.002 |
1.6% |
0.000 |
Volume |
18,241 |
12,110 |
-6,131 |
-33.6% |
58,591 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.740 |
4.680 |
4.405 |
|
R3 |
4.592 |
4.532 |
4.365 |
|
R2 |
4.444 |
4.444 |
4.351 |
|
R1 |
4.384 |
4.384 |
4.338 |
4.414 |
PP |
4.296 |
4.296 |
4.296 |
4.311 |
S1 |
4.236 |
4.236 |
4.310 |
4.266 |
S2 |
4.148 |
4.148 |
4.297 |
|
S3 |
4.000 |
4.088 |
4.283 |
|
S4 |
3.852 |
3.940 |
4.243 |
|
|
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 |
4.525 |
4.208 |
0.317 |
7.3% |
0.102 |
2.4% |
37% |
False |
True |
12,047 |
10 |
4.639 |
4.208 |
0.431 |
10.0% |
0.126 |
2.9% |
27% |
False |
True |
11,294 |
20 |
4.726 |
4.087 |
0.639 |
14.8% |
0.129 |
3.0% |
37% |
False |
False |
10,549 |
40 |
4.726 |
4.011 |
0.715 |
16.5% |
0.119 |
2.8% |
44% |
False |
False |
9,138 |
60 |
4.888 |
4.011 |
0.877 |
20.3% |
0.113 |
2.6% |
36% |
False |
False |
7,378 |
80 |
4.888 |
4.011 |
0.877 |
20.3% |
0.114 |
2.6% |
36% |
False |
False |
6,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.985 |
2.618 |
4.743 |
1.618 |
4.595 |
1.000 |
4.504 |
0.618 |
4.447 |
HIGH |
4.356 |
0.618 |
4.299 |
0.500 |
4.282 |
0.382 |
4.265 |
LOW |
4.208 |
0.618 |
4.117 |
1.000 |
4.060 |
1.618 |
3.969 |
2.618 |
3.821 |
4.250 |
3.579 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.310 |
4.313 |
PP |
4.296 |
4.301 |
S1 |
4.282 |
4.290 |
|