NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.468 |
4.515 |
0.047 |
1.1% |
4.246 |
High |
4.508 |
4.599 |
0.091 |
2.0% |
4.451 |
Low |
4.444 |
4.454 |
0.010 |
0.2% |
4.208 |
Close |
4.489 |
4.590 |
0.101 |
2.2% |
4.405 |
Range |
0.064 |
0.145 |
0.081 |
126.6% |
0.243 |
ATR |
0.118 |
0.120 |
0.002 |
1.6% |
0.000 |
Volume |
8,636 |
13,047 |
4,411 |
51.1% |
79,919 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.983 |
4.931 |
4.670 |
|
R3 |
4.838 |
4.786 |
4.630 |
|
R2 |
4.693 |
4.693 |
4.617 |
|
R1 |
4.641 |
4.641 |
4.603 |
4.667 |
PP |
4.548 |
4.548 |
4.548 |
4.561 |
S1 |
4.496 |
4.496 |
4.577 |
4.522 |
S2 |
4.403 |
4.403 |
4.563 |
|
S3 |
4.258 |
4.351 |
4.550 |
|
S4 |
4.113 |
4.206 |
4.510 |
|
|
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 |
4.599 |
4.287 |
0.312 |
6.8% |
0.115 |
2.5% |
97% |
True |
False |
10,964 |
10 |
4.599 |
4.208 |
0.391 |
8.5% |
0.111 |
2.4% |
98% |
True |
False |
13,755 |
20 |
4.726 |
4.208 |
0.518 |
11.3% |
0.124 |
2.7% |
74% |
False |
False |
11,902 |
40 |
4.726 |
4.011 |
0.715 |
15.6% |
0.123 |
2.7% |
81% |
False |
False |
10,826 |
60 |
4.726 |
4.011 |
0.715 |
15.6% |
0.114 |
2.5% |
81% |
False |
False |
8,717 |
80 |
4.888 |
4.011 |
0.877 |
19.1% |
0.113 |
2.5% |
66% |
False |
False |
7,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.215 |
2.618 |
4.979 |
1.618 |
4.834 |
1.000 |
4.744 |
0.618 |
4.689 |
HIGH |
4.599 |
0.618 |
4.544 |
0.500 |
4.527 |
0.382 |
4.509 |
LOW |
4.454 |
0.618 |
4.364 |
1.000 |
4.309 |
1.618 |
4.219 |
2.618 |
4.074 |
4.250 |
3.838 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.569 |
4.546 |
PP |
4.548 |
4.501 |
S1 |
4.527 |
4.457 |
|