NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.602 |
4.541 |
-0.061 |
-1.3% |
4.403 |
High |
4.627 |
4.609 |
-0.018 |
-0.4% |
4.599 |
Low |
4.537 |
4.525 |
-0.012 |
-0.3% |
4.287 |
Close |
4.578 |
4.572 |
-0.006 |
-0.1% |
4.590 |
Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.312 |
ATR |
0.118 |
0.115 |
-0.002 |
-2.0% |
0.000 |
Volume |
12,082 |
9,339 |
-2,743 |
-22.7% |
39,391 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.780 |
4.618 |
|
R3 |
4.737 |
4.696 |
4.595 |
|
R2 |
4.653 |
4.653 |
4.587 |
|
R1 |
4.612 |
4.612 |
4.580 |
4.633 |
PP |
4.569 |
4.569 |
4.569 |
4.579 |
S1 |
4.528 |
4.528 |
4.564 |
4.549 |
S2 |
4.485 |
4.485 |
4.557 |
|
S3 |
4.401 |
4.444 |
4.549 |
|
S4 |
4.317 |
4.360 |
4.526 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.428 |
5.321 |
4.762 |
|
R3 |
5.116 |
5.009 |
4.676 |
|
R2 |
4.804 |
4.804 |
4.647 |
|
R1 |
4.697 |
4.697 |
4.619 |
4.751 |
PP |
4.492 |
4.492 |
4.492 |
4.519 |
S1 |
4.385 |
4.385 |
4.561 |
4.439 |
S2 |
4.180 |
4.180 |
4.533 |
|
S3 |
3.868 |
4.073 |
4.504 |
|
S4 |
3.556 |
3.761 |
4.418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.627 |
4.314 |
0.313 |
6.8% |
0.104 |
2.3% |
82% |
False |
False |
9,644 |
10 |
4.627 |
4.275 |
0.352 |
7.7% |
0.109 |
2.4% |
84% |
False |
False |
12,862 |
20 |
4.639 |
4.208 |
0.431 |
9.4% |
0.117 |
2.6% |
84% |
False |
False |
12,078 |
40 |
4.726 |
4.011 |
0.715 |
15.6% |
0.120 |
2.6% |
78% |
False |
False |
10,998 |
60 |
4.726 |
4.011 |
0.715 |
15.6% |
0.113 |
2.5% |
78% |
False |
False |
8,953 |
80 |
4.888 |
4.011 |
0.877 |
19.2% |
0.113 |
2.5% |
64% |
False |
False |
7,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.966 |
2.618 |
4.829 |
1.618 |
4.745 |
1.000 |
4.693 |
0.618 |
4.661 |
HIGH |
4.609 |
0.618 |
4.577 |
0.500 |
4.567 |
0.382 |
4.557 |
LOW |
4.525 |
0.618 |
4.473 |
1.000 |
4.441 |
1.618 |
4.389 |
2.618 |
4.305 |
4.250 |
4.168 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.570 |
4.562 |
PP |
4.569 |
4.551 |
S1 |
4.567 |
4.541 |
|