NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.643 |
0.108 |
2.4% |
4.449 |
High |
4.638 |
4.667 |
0.029 |
0.6% |
4.638 |
Low |
4.517 |
4.579 |
0.062 |
1.4% |
4.337 |
Close |
4.630 |
4.620 |
-0.010 |
-0.2% |
4.630 |
Range |
0.121 |
0.088 |
-0.033 |
-27.3% |
0.301 |
ATR |
0.119 |
0.117 |
-0.002 |
-1.8% |
0.000 |
Volume |
21,458 |
24,247 |
2,789 |
13.0% |
68,446 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.886 |
4.841 |
4.668 |
|
R3 |
4.798 |
4.753 |
4.644 |
|
R2 |
4.710 |
4.710 |
4.636 |
|
R1 |
4.665 |
4.665 |
4.628 |
4.644 |
PP |
4.622 |
4.622 |
4.622 |
4.611 |
S1 |
4.577 |
4.577 |
4.612 |
4.556 |
S2 |
4.534 |
4.534 |
4.604 |
|
S3 |
4.446 |
4.489 |
4.596 |
|
S4 |
4.358 |
4.401 |
4.572 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.438 |
5.335 |
4.796 |
|
R3 |
5.137 |
5.034 |
4.713 |
|
R2 |
4.836 |
4.836 |
4.685 |
|
R1 |
4.733 |
4.733 |
4.658 |
4.785 |
PP |
4.535 |
4.535 |
4.535 |
4.561 |
S1 |
4.432 |
4.432 |
4.602 |
4.484 |
S2 |
4.234 |
4.234 |
4.575 |
|
S3 |
3.933 |
4.131 |
4.547 |
|
S4 |
3.632 |
3.830 |
4.464 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.667 |
4.337 |
0.330 |
7.1% |
0.114 |
2.5% |
86% |
True |
False |
18,538 |
10 |
4.667 |
4.256 |
0.411 |
8.9% |
0.115 |
2.5% |
89% |
True |
False |
19,864 |
20 |
4.770 |
4.256 |
0.514 |
11.1% |
0.119 |
2.6% |
71% |
False |
False |
21,130 |
40 |
4.770 |
4.051 |
0.719 |
15.6% |
0.121 |
2.6% |
79% |
False |
False |
19,264 |
60 |
4.770 |
4.051 |
0.719 |
15.6% |
0.114 |
2.5% |
79% |
False |
False |
17,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.041 |
2.618 |
4.897 |
1.618 |
4.809 |
1.000 |
4.755 |
0.618 |
4.721 |
HIGH |
4.667 |
0.618 |
4.633 |
0.500 |
4.623 |
0.382 |
4.613 |
LOW |
4.579 |
0.618 |
4.525 |
1.000 |
4.491 |
1.618 |
4.437 |
2.618 |
4.349 |
4.250 |
4.205 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.623 |
4.605 |
PP |
4.622 |
4.591 |
S1 |
4.621 |
4.576 |
|