NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.684 |
4.808 |
0.124 |
2.6% |
4.602 |
High |
4.815 |
4.850 |
0.035 |
0.7% |
4.815 |
Low |
4.677 |
4.758 |
0.081 |
1.7% |
4.525 |
Close |
4.809 |
4.819 |
0.010 |
0.2% |
4.809 |
Range |
0.138 |
0.092 |
-0.046 |
-33.3% |
0.290 |
ATR |
0.119 |
0.117 |
-0.002 |
-1.6% |
0.000 |
Volume |
15,821 |
15,620 |
-201 |
-1.3% |
47,950 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.085 |
5.044 |
4.870 |
|
R3 |
4.993 |
4.952 |
4.844 |
|
R2 |
4.901 |
4.901 |
4.836 |
|
R1 |
4.860 |
4.860 |
4.827 |
4.881 |
PP |
4.809 |
4.809 |
4.809 |
4.819 |
S1 |
4.768 |
4.768 |
4.811 |
4.789 |
S2 |
4.717 |
4.717 |
4.802 |
|
S3 |
4.625 |
4.676 |
4.794 |
|
S4 |
4.533 |
4.584 |
4.768 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.586 |
5.488 |
4.969 |
|
R3 |
5.296 |
5.198 |
4.889 |
|
R2 |
5.006 |
5.006 |
4.862 |
|
R1 |
4.908 |
4.908 |
4.836 |
4.957 |
PP |
4.716 |
4.716 |
4.716 |
4.741 |
S1 |
4.618 |
4.618 |
4.782 |
4.667 |
S2 |
4.426 |
4.426 |
4.756 |
|
S3 |
4.136 |
4.328 |
4.729 |
|
S4 |
3.846 |
4.038 |
4.650 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.850 |
4.525 |
0.325 |
6.7% |
0.116 |
2.4% |
90% |
True |
False |
10,297 |
10 |
4.850 |
4.287 |
0.563 |
11.7% |
0.118 |
2.4% |
94% |
True |
False |
10,296 |
20 |
4.850 |
4.208 |
0.642 |
13.3% |
0.110 |
2.3% |
95% |
True |
False |
12,073 |
40 |
4.850 |
4.012 |
0.838 |
17.4% |
0.122 |
2.5% |
96% |
True |
False |
11,225 |
60 |
4.850 |
4.011 |
0.839 |
17.4% |
0.115 |
2.4% |
96% |
True |
False |
9,472 |
80 |
4.888 |
4.011 |
0.877 |
18.2% |
0.114 |
2.4% |
92% |
False |
False |
7,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.241 |
2.618 |
5.091 |
1.618 |
4.999 |
1.000 |
4.942 |
0.618 |
4.907 |
HIGH |
4.850 |
0.618 |
4.815 |
0.500 |
4.804 |
0.382 |
4.793 |
LOW |
4.758 |
0.618 |
4.701 |
1.000 |
4.666 |
1.618 |
4.609 |
2.618 |
4.517 |
4.250 |
4.367 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.814 |
4.777 |
PP |
4.809 |
4.735 |
S1 |
4.804 |
4.694 |
|