NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.807 |
4.730 |
-0.077 |
-1.6% |
4.603 |
High |
4.810 |
4.879 |
0.069 |
1.4% |
4.785 |
Low |
4.723 |
4.730 |
0.007 |
0.1% |
4.512 |
Close |
4.730 |
4.861 |
0.131 |
2.8% |
4.780 |
Range |
0.087 |
0.149 |
0.062 |
71.3% |
0.273 |
ATR |
0.098 |
0.102 |
0.004 |
3.7% |
0.000 |
Volume |
5,069 |
4,404 |
-665 |
-13.1% |
21,372 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.270 |
5.215 |
4.943 |
|
R3 |
5.121 |
5.066 |
4.902 |
|
R2 |
4.972 |
4.972 |
4.888 |
|
R1 |
4.917 |
4.917 |
4.875 |
4.945 |
PP |
4.823 |
4.823 |
4.823 |
4.837 |
S1 |
4.768 |
4.768 |
4.847 |
4.796 |
S2 |
4.674 |
4.674 |
4.834 |
|
S3 |
4.525 |
4.619 |
4.820 |
|
S4 |
4.376 |
4.470 |
4.779 |
|
|
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 |
4.879 |
4.686 |
0.193 |
4.0% |
0.097 |
2.0% |
91% |
True |
False |
6,541 |
10 |
4.879 |
4.504 |
0.375 |
7.7% |
0.101 |
2.1% |
95% |
True |
False |
6,850 |
20 |
4.879 |
4.451 |
0.428 |
8.8% |
0.100 |
2.1% |
96% |
True |
False |
6,739 |
40 |
4.910 |
4.243 |
0.667 |
13.7% |
0.105 |
2.1% |
93% |
False |
False |
6,280 |
60 |
4.910 |
4.243 |
0.667 |
13.7% |
0.098 |
2.0% |
93% |
False |
False |
5,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.512 |
2.618 |
5.269 |
1.618 |
5.120 |
1.000 |
5.028 |
0.618 |
4.971 |
HIGH |
4.879 |
0.618 |
4.822 |
0.500 |
4.805 |
0.382 |
4.787 |
LOW |
4.730 |
0.618 |
4.638 |
1.000 |
4.581 |
1.618 |
4.489 |
2.618 |
4.340 |
4.250 |
4.097 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.842 |
4.841 |
PP |
4.823 |
4.821 |
S1 |
4.805 |
4.801 |
|