NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.556 |
4.684 |
0.128 |
2.8% |
4.456 |
High |
4.650 |
4.700 |
0.050 |
1.1% |
4.663 |
Low |
4.556 |
4.643 |
0.087 |
1.9% |
4.451 |
Close |
4.638 |
4.689 |
0.051 |
1.1% |
4.622 |
Range |
0.094 |
0.057 |
-0.037 |
-39.4% |
0.212 |
ATR |
0.106 |
0.103 |
-0.003 |
-3.0% |
0.000 |
Volume |
6,497 |
5,711 |
-786 |
-12.1% |
35,914 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.848 |
4.826 |
4.720 |
|
R3 |
4.791 |
4.769 |
4.705 |
|
R2 |
4.734 |
4.734 |
4.699 |
|
R1 |
4.712 |
4.712 |
4.694 |
4.723 |
PP |
4.677 |
4.677 |
4.677 |
4.683 |
S1 |
4.655 |
4.655 |
4.684 |
4.666 |
S2 |
4.620 |
4.620 |
4.679 |
|
S3 |
4.563 |
4.598 |
4.673 |
|
S4 |
4.506 |
4.541 |
4.658 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.215 |
5.130 |
4.739 |
|
R3 |
5.003 |
4.918 |
4.680 |
|
R2 |
4.791 |
4.791 |
4.661 |
|
R1 |
4.706 |
4.706 |
4.641 |
4.749 |
PP |
4.579 |
4.579 |
4.579 |
4.600 |
S1 |
4.494 |
4.494 |
4.603 |
4.537 |
S2 |
4.367 |
4.367 |
4.583 |
|
S3 |
4.155 |
4.282 |
4.564 |
|
S4 |
3.943 |
4.070 |
4.505 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.700 |
4.504 |
0.196 |
4.2% |
0.105 |
2.2% |
94% |
True |
False |
7,158 |
10 |
4.700 |
4.451 |
0.249 |
5.3% |
0.095 |
2.0% |
96% |
True |
False |
6,497 |
20 |
4.910 |
4.451 |
0.459 |
9.8% |
0.108 |
2.3% |
52% |
False |
False |
7,440 |
40 |
4.910 |
4.243 |
0.667 |
14.2% |
0.106 |
2.3% |
67% |
False |
False |
6,148 |
60 |
4.910 |
4.243 |
0.667 |
14.2% |
0.097 |
2.1% |
67% |
False |
False |
5,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.942 |
2.618 |
4.849 |
1.618 |
4.792 |
1.000 |
4.757 |
0.618 |
4.735 |
HIGH |
4.700 |
0.618 |
4.678 |
0.500 |
4.672 |
0.382 |
4.665 |
LOW |
4.643 |
0.618 |
4.608 |
1.000 |
4.586 |
1.618 |
4.551 |
2.618 |
4.494 |
4.250 |
4.401 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.683 |
4.661 |
PP |
4.677 |
4.634 |
S1 |
4.672 |
4.606 |
|