NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.541 |
4.584 |
0.043 |
0.9% |
4.403 |
High |
4.609 |
4.620 |
0.011 |
0.2% |
4.599 |
Low |
4.525 |
4.529 |
0.004 |
0.1% |
4.287 |
Close |
4.572 |
4.537 |
-0.035 |
-0.8% |
4.590 |
Range |
0.084 |
0.091 |
0.007 |
8.3% |
0.312 |
ATR |
0.115 |
0.114 |
-0.002 |
-1.5% |
0.000 |
Volume |
9,339 |
5,408 |
-3,931 |
-42.1% |
39,391 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.835 |
4.777 |
4.587 |
|
R3 |
4.744 |
4.686 |
4.562 |
|
R2 |
4.653 |
4.653 |
4.554 |
|
R1 |
4.595 |
4.595 |
4.545 |
4.579 |
PP |
4.562 |
4.562 |
4.562 |
4.554 |
S1 |
4.504 |
4.504 |
4.529 |
4.488 |
S2 |
4.471 |
4.471 |
4.520 |
|
S3 |
4.380 |
4.413 |
4.512 |
|
S4 |
4.289 |
4.322 |
4.487 |
|
|
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 |
4.444 |
0.183 |
4.0% |
0.095 |
2.1% |
51% |
False |
False |
9,702 |
10 |
4.627 |
4.275 |
0.352 |
7.8% |
0.111 |
2.4% |
74% |
False |
False |
11,795 |
20 |
4.627 |
4.208 |
0.419 |
9.2% |
0.112 |
2.5% |
79% |
False |
False |
11,891 |
40 |
4.726 |
4.011 |
0.715 |
15.8% |
0.118 |
2.6% |
74% |
False |
False |
10,954 |
60 |
4.726 |
4.011 |
0.715 |
15.8% |
0.113 |
2.5% |
74% |
False |
False |
9,011 |
80 |
4.888 |
4.011 |
0.877 |
19.3% |
0.113 |
2.5% |
60% |
False |
False |
7,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.007 |
2.618 |
4.858 |
1.618 |
4.767 |
1.000 |
4.711 |
0.618 |
4.676 |
HIGH |
4.620 |
0.618 |
4.585 |
0.500 |
4.575 |
0.382 |
4.564 |
LOW |
4.529 |
0.618 |
4.473 |
1.000 |
4.438 |
1.618 |
4.382 |
2.618 |
4.291 |
4.250 |
4.142 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.575 |
4.576 |
PP |
4.562 |
4.563 |
S1 |
4.550 |
4.550 |
|