NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.319 |
4.342 |
0.023 |
0.5% |
4.526 |
High |
4.392 |
4.451 |
0.059 |
1.3% |
4.560 |
Low |
4.302 |
4.275 |
-0.027 |
-0.6% |
4.230 |
Close |
4.355 |
4.408 |
0.053 |
1.2% |
4.259 |
Range |
0.090 |
0.176 |
0.086 |
95.6% |
0.330 |
ATR |
0.117 |
0.121 |
0.004 |
3.6% |
0.000 |
Volume |
13,197 |
23,109 |
9,912 |
75.1% |
58,591 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.906 |
4.833 |
4.505 |
|
R3 |
4.730 |
4.657 |
4.456 |
|
R2 |
4.554 |
4.554 |
4.440 |
|
R1 |
4.481 |
4.481 |
4.424 |
4.518 |
PP |
4.378 |
4.378 |
4.378 |
4.396 |
S1 |
4.305 |
4.305 |
4.392 |
4.342 |
S2 |
4.202 |
4.202 |
4.376 |
|
S3 |
4.026 |
4.129 |
4.360 |
|
S4 |
3.850 |
3.953 |
4.311 |
|
|
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 |
4.451 |
4.208 |
0.243 |
5.5% |
0.108 |
2.4% |
82% |
True |
False |
16,545 |
10 |
4.605 |
4.208 |
0.397 |
9.0% |
0.108 |
2.4% |
50% |
False |
False |
13,880 |
20 |
4.726 |
4.208 |
0.518 |
11.8% |
0.121 |
2.8% |
39% |
False |
False |
11,858 |
40 |
4.726 |
4.011 |
0.715 |
16.2% |
0.122 |
2.8% |
56% |
False |
False |
9,952 |
60 |
4.888 |
4.011 |
0.877 |
19.9% |
0.114 |
2.6% |
45% |
False |
False |
8,121 |
80 |
4.888 |
4.011 |
0.877 |
19.9% |
0.113 |
2.6% |
45% |
False |
False |
6,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.199 |
2.618 |
4.912 |
1.618 |
4.736 |
1.000 |
4.627 |
0.618 |
4.560 |
HIGH |
4.451 |
0.618 |
4.384 |
0.500 |
4.363 |
0.382 |
4.342 |
LOW |
4.275 |
0.618 |
4.166 |
1.000 |
4.099 |
1.618 |
3.990 |
2.618 |
3.814 |
4.250 |
3.527 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.393 |
4.393 |
PP |
4.378 |
4.378 |
S1 |
4.363 |
4.363 |
|