NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.337 |
4.319 |
-0.018 |
-0.4% |
4.526 |
High |
4.351 |
4.392 |
0.041 |
0.9% |
4.560 |
Low |
4.280 |
4.302 |
0.022 |
0.5% |
4.230 |
Close |
4.325 |
4.355 |
0.030 |
0.7% |
4.259 |
Range |
0.071 |
0.090 |
0.019 |
26.8% |
0.330 |
ATR |
0.119 |
0.117 |
-0.002 |
-1.7% |
0.000 |
Volume |
16,071 |
13,197 |
-2,874 |
-17.9% |
58,591 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.620 |
4.577 |
4.405 |
|
R3 |
4.530 |
4.487 |
4.380 |
|
R2 |
4.440 |
4.440 |
4.372 |
|
R1 |
4.397 |
4.397 |
4.363 |
4.419 |
PP |
4.350 |
4.350 |
4.350 |
4.360 |
S1 |
4.307 |
4.307 |
4.347 |
4.329 |
S2 |
4.260 |
4.260 |
4.339 |
|
S3 |
4.170 |
4.217 |
4.330 |
|
S4 |
4.080 |
4.127 |
4.306 |
|
|
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 |
4.392 |
4.208 |
0.184 |
4.2% |
0.096 |
2.2% |
80% |
True |
False |
13,927 |
10 |
4.615 |
4.208 |
0.407 |
9.3% |
0.111 |
2.6% |
36% |
False |
False |
12,457 |
20 |
4.726 |
4.208 |
0.518 |
11.9% |
0.123 |
2.8% |
28% |
False |
False |
11,063 |
40 |
4.726 |
4.011 |
0.715 |
16.4% |
0.119 |
2.7% |
48% |
False |
False |
9,547 |
60 |
4.888 |
4.011 |
0.877 |
20.1% |
0.112 |
2.6% |
39% |
False |
False |
7,777 |
80 |
4.888 |
4.011 |
0.877 |
20.1% |
0.113 |
2.6% |
39% |
False |
False |
6,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.775 |
2.618 |
4.628 |
1.618 |
4.538 |
1.000 |
4.482 |
0.618 |
4.448 |
HIGH |
4.392 |
0.618 |
4.358 |
0.500 |
4.347 |
0.382 |
4.336 |
LOW |
4.302 |
0.618 |
4.246 |
1.000 |
4.212 |
1.618 |
4.156 |
2.618 |
4.066 |
4.250 |
3.920 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.352 |
4.337 |
PP |
4.350 |
4.318 |
S1 |
4.347 |
4.300 |
|