NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.762 |
4.807 |
0.045 |
0.9% |
4.603 |
High |
4.799 |
4.810 |
0.011 |
0.2% |
4.785 |
Low |
4.724 |
4.723 |
-0.001 |
0.0% |
4.512 |
Close |
4.767 |
4.730 |
-0.037 |
-0.8% |
4.780 |
Range |
0.075 |
0.087 |
0.012 |
16.0% |
0.273 |
ATR |
0.099 |
0.098 |
-0.001 |
-0.9% |
0.000 |
Volume |
6,035 |
5,069 |
-966 |
-16.0% |
21,372 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.015 |
4.960 |
4.778 |
|
R3 |
4.928 |
4.873 |
4.754 |
|
R2 |
4.841 |
4.841 |
4.746 |
|
R1 |
4.786 |
4.786 |
4.738 |
4.770 |
PP |
4.754 |
4.754 |
4.754 |
4.747 |
S1 |
4.699 |
4.699 |
4.722 |
4.683 |
S2 |
4.667 |
4.667 |
4.714 |
|
S3 |
4.580 |
4.612 |
4.706 |
|
S4 |
4.493 |
4.525 |
4.682 |
|
|
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 |
4.643 |
0.173 |
3.7% |
0.079 |
1.7% |
50% |
False |
False |
6,802 |
10 |
4.816 |
4.504 |
0.312 |
6.6% |
0.094 |
2.0% |
72% |
False |
False |
6,913 |
20 |
4.816 |
4.451 |
0.365 |
7.7% |
0.097 |
2.0% |
76% |
False |
False |
6,885 |
40 |
4.910 |
4.243 |
0.667 |
14.1% |
0.102 |
2.2% |
73% |
False |
False |
6,365 |
60 |
4.910 |
4.243 |
0.667 |
14.1% |
0.096 |
2.0% |
73% |
False |
False |
5,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.180 |
2.618 |
5.038 |
1.618 |
4.951 |
1.000 |
4.897 |
0.618 |
4.864 |
HIGH |
4.810 |
0.618 |
4.777 |
0.500 |
4.767 |
0.382 |
4.756 |
LOW |
4.723 |
0.618 |
4.669 |
1.000 |
4.636 |
1.618 |
4.582 |
2.618 |
4.495 |
4.250 |
4.353 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.767 |
4.770 |
PP |
4.754 |
4.756 |
S1 |
4.742 |
4.743 |
|