NYMEX Natural Gas Future November 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 |
4.725 |
4.803 |
0.078 |
1.7% |
4.603 |
High |
4.785 |
4.816 |
0.031 |
0.6% |
4.785 |
Low |
4.686 |
4.740 |
0.054 |
1.2% |
4.512 |
Close |
4.780 |
4.773 |
-0.007 |
-0.1% |
4.780 |
Range |
0.099 |
0.076 |
-0.023 |
-23.2% |
0.273 |
ATR |
0.103 |
0.101 |
-0.002 |
-1.9% |
0.000 |
Volume |
6,441 |
10,758 |
4,317 |
67.0% |
21,372 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.004 |
4.965 |
4.815 |
|
R3 |
4.928 |
4.889 |
4.794 |
|
R2 |
4.852 |
4.852 |
4.787 |
|
R1 |
4.813 |
4.813 |
4.780 |
4.795 |
PP |
4.776 |
4.776 |
4.776 |
4.767 |
S1 |
4.737 |
4.737 |
4.766 |
4.719 |
S2 |
4.700 |
4.700 |
4.759 |
|
S3 |
4.624 |
4.661 |
4.752 |
|
S4 |
4.548 |
4.585 |
4.731 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.511 |
5.419 |
4.930 |
|
R3 |
5.238 |
5.146 |
4.855 |
|
R2 |
4.965 |
4.965 |
4.830 |
|
R1 |
4.873 |
4.873 |
4.805 |
4.919 |
PP |
4.692 |
4.692 |
4.692 |
4.716 |
S1 |
4.600 |
4.600 |
4.755 |
4.646 |
S2 |
4.419 |
4.419 |
4.730 |
|
S3 |
4.146 |
4.327 |
4.705 |
|
S4 |
3.873 |
4.054 |
4.630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.816 |
4.512 |
0.304 |
6.4% |
0.095 |
2.0% |
86% |
True |
False |
6,426 |
10 |
4.816 |
4.451 |
0.365 |
7.6% |
0.096 |
2.0% |
88% |
True |
False |
6,804 |
20 |
4.910 |
4.451 |
0.459 |
9.6% |
0.102 |
2.1% |
70% |
False |
False |
7,312 |
40 |
4.910 |
4.243 |
0.667 |
14.0% |
0.105 |
2.2% |
79% |
False |
False |
6,365 |
60 |
4.910 |
4.243 |
0.667 |
14.0% |
0.096 |
2.0% |
79% |
False |
False |
5,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.139 |
2.618 |
5.015 |
1.618 |
4.939 |
1.000 |
4.892 |
0.618 |
4.863 |
HIGH |
4.816 |
0.618 |
4.787 |
0.500 |
4.778 |
0.382 |
4.769 |
LOW |
4.740 |
0.618 |
4.693 |
1.000 |
4.664 |
1.618 |
4.617 |
2.618 |
4.541 |
4.250 |
4.417 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.778 |
4.759 |
PP |
4.776 |
4.744 |
S1 |
4.775 |
4.730 |
|