NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.403 |
4.314 |
-0.089 |
-2.0% |
4.246 |
High |
4.452 |
4.451 |
-0.001 |
0.0% |
4.451 |
Low |
4.287 |
4.314 |
0.027 |
0.6% |
4.208 |
Close |
4.326 |
4.438 |
0.112 |
2.6% |
4.405 |
Range |
0.165 |
0.137 |
-0.028 |
-17.0% |
0.243 |
ATR |
0.120 |
0.122 |
0.001 |
1.0% |
0.000 |
Volume |
12,591 |
5,117 |
-7,474 |
-59.4% |
79,919 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.812 |
4.762 |
4.513 |
|
R3 |
4.675 |
4.625 |
4.476 |
|
R2 |
4.538 |
4.538 |
4.463 |
|
R1 |
4.488 |
4.488 |
4.451 |
4.513 |
PP |
4.401 |
4.401 |
4.401 |
4.414 |
S1 |
4.351 |
4.351 |
4.425 |
4.376 |
S2 |
4.264 |
4.264 |
4.413 |
|
S3 |
4.127 |
4.214 |
4.400 |
|
S4 |
3.990 |
4.077 |
4.363 |
|
|
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 |
4.0% |
0.126 |
2.8% |
92% |
False |
False |
13,889 |
10 |
4.455 |
4.208 |
0.247 |
5.6% |
0.113 |
2.5% |
93% |
False |
False |
13,465 |
20 |
4.726 |
4.208 |
0.518 |
11.7% |
0.126 |
2.8% |
44% |
False |
False |
11,862 |
40 |
4.726 |
4.011 |
0.715 |
16.1% |
0.124 |
2.8% |
60% |
False |
False |
10,459 |
60 |
4.726 |
4.011 |
0.715 |
16.1% |
0.114 |
2.6% |
60% |
False |
False |
8,463 |
80 |
4.888 |
4.011 |
0.877 |
19.8% |
0.114 |
2.6% |
49% |
False |
False |
6,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.033 |
2.618 |
4.810 |
1.618 |
4.673 |
1.000 |
4.588 |
0.618 |
4.536 |
HIGH |
4.451 |
0.618 |
4.399 |
0.500 |
4.383 |
0.382 |
4.366 |
LOW |
4.314 |
0.618 |
4.229 |
1.000 |
4.177 |
1.618 |
4.092 |
2.618 |
3.955 |
4.250 |
3.732 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.420 |
4.415 |
PP |
4.401 |
4.392 |
S1 |
4.383 |
4.370 |
|