NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.314 |
4.468 |
0.154 |
3.6% |
4.246 |
High |
4.451 |
4.508 |
0.057 |
1.3% |
4.451 |
Low |
4.314 |
4.444 |
0.130 |
3.0% |
4.208 |
Close |
4.438 |
4.489 |
0.051 |
1.1% |
4.405 |
Range |
0.137 |
0.064 |
-0.073 |
-53.3% |
0.243 |
ATR |
0.122 |
0.118 |
-0.004 |
-3.0% |
0.000 |
Volume |
5,117 |
8,636 |
3,519 |
68.8% |
79,919 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.672 |
4.645 |
4.524 |
|
R3 |
4.608 |
4.581 |
4.507 |
|
R2 |
4.544 |
4.544 |
4.501 |
|
R1 |
4.517 |
4.517 |
4.495 |
4.531 |
PP |
4.480 |
4.480 |
4.480 |
4.487 |
S1 |
4.453 |
4.453 |
4.483 |
4.467 |
S2 |
4.416 |
4.416 |
4.477 |
|
S3 |
4.352 |
4.389 |
4.471 |
|
S4 |
4.288 |
4.325 |
4.454 |
|
|
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 |
4.508 |
4.275 |
0.233 |
5.2% |
0.121 |
2.7% |
92% |
True |
False |
12,977 |
10 |
4.508 |
4.208 |
0.300 |
6.7% |
0.108 |
2.4% |
94% |
True |
False |
13,452 |
20 |
4.726 |
4.208 |
0.518 |
11.5% |
0.125 |
2.8% |
54% |
False |
False |
11,941 |
40 |
4.726 |
4.011 |
0.715 |
15.9% |
0.123 |
2.7% |
67% |
False |
False |
10,594 |
60 |
4.726 |
4.011 |
0.715 |
15.9% |
0.113 |
2.5% |
67% |
False |
False |
8,554 |
80 |
4.888 |
4.011 |
0.877 |
19.5% |
0.113 |
2.5% |
55% |
False |
False |
7,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.780 |
2.618 |
4.676 |
1.618 |
4.612 |
1.000 |
4.572 |
0.618 |
4.548 |
HIGH |
4.508 |
0.618 |
4.484 |
0.500 |
4.476 |
0.382 |
4.468 |
LOW |
4.444 |
0.618 |
4.404 |
1.000 |
4.380 |
1.618 |
4.340 |
2.618 |
4.276 |
4.250 |
4.172 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.485 |
4.459 |
PP |
4.480 |
4.428 |
S1 |
4.476 |
4.398 |
|