NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.395 |
4.403 |
0.008 |
0.2% |
4.246 |
High |
4.424 |
4.452 |
0.028 |
0.6% |
4.451 |
Low |
4.361 |
4.287 |
-0.074 |
-1.7% |
4.208 |
Close |
4.405 |
4.326 |
-0.079 |
-1.8% |
4.405 |
Range |
0.063 |
0.165 |
0.102 |
161.9% |
0.243 |
ATR |
0.117 |
0.120 |
0.003 |
2.9% |
0.000 |
Volume |
15,432 |
12,591 |
-2,841 |
-18.4% |
79,919 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.850 |
4.753 |
4.417 |
|
R3 |
4.685 |
4.588 |
4.371 |
|
R2 |
4.520 |
4.520 |
4.356 |
|
R1 |
4.423 |
4.423 |
4.341 |
4.389 |
PP |
4.355 |
4.355 |
4.355 |
4.338 |
S1 |
4.258 |
4.258 |
4.311 |
4.224 |
S2 |
4.190 |
4.190 |
4.296 |
|
S3 |
4.025 |
4.093 |
4.281 |
|
S4 |
3.860 |
3.928 |
4.235 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.084 |
4.987 |
4.539 |
|
R3 |
4.841 |
4.744 |
4.472 |
|
R2 |
4.598 |
4.598 |
4.450 |
|
R1 |
4.501 |
4.501 |
4.427 |
4.550 |
PP |
4.355 |
4.355 |
4.355 |
4.379 |
S1 |
4.258 |
4.258 |
4.383 |
4.307 |
S2 |
4.112 |
4.112 |
4.360 |
|
S3 |
3.869 |
4.015 |
4.338 |
|
S4 |
3.626 |
3.772 |
4.271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.452 |
4.275 |
0.177 |
4.1% |
0.113 |
2.6% |
29% |
True |
False |
16,080 |
10 |
4.525 |
4.208 |
0.317 |
7.3% |
0.108 |
2.5% |
37% |
False |
False |
14,063 |
20 |
4.726 |
4.208 |
0.518 |
12.0% |
0.123 |
2.9% |
23% |
False |
False |
12,108 |
40 |
4.726 |
4.011 |
0.715 |
16.5% |
0.124 |
2.9% |
44% |
False |
False |
10,414 |
60 |
4.888 |
4.011 |
0.877 |
20.3% |
0.114 |
2.6% |
36% |
False |
False |
8,467 |
80 |
4.888 |
4.011 |
0.877 |
20.3% |
0.113 |
2.6% |
36% |
False |
False |
6,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.153 |
2.618 |
4.884 |
1.618 |
4.719 |
1.000 |
4.617 |
0.618 |
4.554 |
HIGH |
4.452 |
0.618 |
4.389 |
0.500 |
4.370 |
0.382 |
4.350 |
LOW |
4.287 |
0.618 |
4.185 |
1.000 |
4.122 |
1.618 |
4.020 |
2.618 |
3.855 |
4.250 |
3.586 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.370 |
4.364 |
PP |
4.355 |
4.351 |
S1 |
4.341 |
4.339 |
|