NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.803 |
4.762 |
-0.041 |
-0.9% |
4.603 |
High |
4.816 |
4.799 |
-0.017 |
-0.4% |
4.785 |
Low |
4.740 |
4.724 |
-0.016 |
-0.3% |
4.512 |
Close |
4.773 |
4.767 |
-0.006 |
-0.1% |
4.780 |
Range |
0.076 |
0.075 |
-0.001 |
-1.3% |
0.273 |
ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
Volume |
10,758 |
6,035 |
-4,723 |
-43.9% |
21,372 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.988 |
4.953 |
4.808 |
|
R3 |
4.913 |
4.878 |
4.788 |
|
R2 |
4.838 |
4.838 |
4.781 |
|
R1 |
4.803 |
4.803 |
4.774 |
4.821 |
PP |
4.763 |
4.763 |
4.763 |
4.772 |
S1 |
4.728 |
4.728 |
4.760 |
4.746 |
S2 |
4.688 |
4.688 |
4.753 |
|
S3 |
4.613 |
4.653 |
4.746 |
|
S4 |
4.538 |
4.578 |
4.726 |
|
|
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 |
4.556 |
0.260 |
5.5% |
0.080 |
1.7% |
81% |
False |
False |
7,088 |
10 |
4.816 |
4.504 |
0.312 |
6.5% |
0.091 |
1.9% |
84% |
False |
False |
6,930 |
20 |
4.825 |
4.451 |
0.374 |
7.8% |
0.101 |
2.1% |
84% |
False |
False |
7,192 |
40 |
4.910 |
4.243 |
0.667 |
14.0% |
0.104 |
2.2% |
79% |
False |
False |
6,409 |
60 |
4.910 |
4.243 |
0.667 |
14.0% |
0.096 |
2.0% |
79% |
False |
False |
5,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.118 |
2.618 |
4.995 |
1.618 |
4.920 |
1.000 |
4.874 |
0.618 |
4.845 |
HIGH |
4.799 |
0.618 |
4.770 |
0.500 |
4.762 |
0.382 |
4.753 |
LOW |
4.724 |
0.618 |
4.678 |
1.000 |
4.649 |
1.618 |
4.603 |
2.618 |
4.528 |
4.250 |
4.405 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.765 |
4.762 |
PP |
4.763 |
4.756 |
S1 |
4.762 |
4.751 |
|