NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.591 |
4.720 |
0.129 |
2.8% |
4.643 |
High |
4.747 |
4.850 |
0.103 |
2.2% |
4.850 |
Low |
4.584 |
4.715 |
0.131 |
2.9% |
4.571 |
Close |
4.727 |
4.844 |
0.117 |
2.5% |
4.844 |
Range |
0.163 |
0.135 |
-0.028 |
-17.2% |
0.279 |
ATR |
0.117 |
0.118 |
0.001 |
1.1% |
0.000 |
Volume |
9,079 |
35,945 |
26,866 |
295.9% |
96,124 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.208 |
5.161 |
4.918 |
|
R3 |
5.073 |
5.026 |
4.881 |
|
R2 |
4.938 |
4.938 |
4.869 |
|
R1 |
4.891 |
4.891 |
4.856 |
4.915 |
PP |
4.803 |
4.803 |
4.803 |
4.815 |
S1 |
4.756 |
4.756 |
4.832 |
4.780 |
S2 |
4.668 |
4.668 |
4.819 |
|
S3 |
4.533 |
4.621 |
4.807 |
|
S4 |
4.398 |
4.486 |
4.770 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.592 |
5.497 |
4.997 |
|
R3 |
5.313 |
5.218 |
4.921 |
|
R2 |
5.034 |
5.034 |
4.895 |
|
R1 |
4.939 |
4.939 |
4.870 |
4.987 |
PP |
4.755 |
4.755 |
4.755 |
4.779 |
S1 |
4.660 |
4.660 |
4.818 |
4.708 |
S2 |
4.476 |
4.476 |
4.793 |
|
S3 |
4.197 |
4.381 |
4.767 |
|
S4 |
3.918 |
4.102 |
4.691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.850 |
4.571 |
0.279 |
5.8% |
0.113 |
2.3% |
98% |
True |
False |
19,224 |
10 |
4.850 |
4.337 |
0.513 |
10.6% |
0.112 |
2.3% |
99% |
True |
False |
19,511 |
20 |
4.850 |
4.256 |
0.594 |
12.3% |
0.111 |
2.3% |
99% |
True |
False |
20,213 |
40 |
4.850 |
4.051 |
0.799 |
16.5% |
0.122 |
2.5% |
99% |
True |
False |
19,274 |
60 |
4.850 |
4.051 |
0.799 |
16.5% |
0.116 |
2.4% |
99% |
True |
False |
18,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.424 |
2.618 |
5.203 |
1.618 |
5.068 |
1.000 |
4.985 |
0.618 |
4.933 |
HIGH |
4.850 |
0.618 |
4.798 |
0.500 |
4.783 |
0.382 |
4.767 |
LOW |
4.715 |
0.618 |
4.632 |
1.000 |
4.580 |
1.618 |
4.497 |
2.618 |
4.362 |
4.250 |
4.141 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.824 |
4.800 |
PP |
4.803 |
4.755 |
S1 |
4.783 |
4.711 |
|