NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.730 |
4.900 |
0.170 |
3.6% |
4.803 |
High |
4.879 |
4.975 |
0.096 |
2.0% |
4.975 |
Low |
4.730 |
4.855 |
0.125 |
2.6% |
4.723 |
Close |
4.861 |
4.969 |
0.108 |
2.2% |
4.969 |
Range |
0.149 |
0.120 |
-0.029 |
-19.5% |
0.252 |
ATR |
0.102 |
0.103 |
0.001 |
1.3% |
0.000 |
Volume |
4,404 |
25,975 |
21,571 |
489.8% |
52,241 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.293 |
5.251 |
5.035 |
|
R3 |
5.173 |
5.131 |
5.002 |
|
R2 |
5.053 |
5.053 |
4.991 |
|
R1 |
5.011 |
5.011 |
4.980 |
5.032 |
PP |
4.933 |
4.933 |
4.933 |
4.944 |
S1 |
4.891 |
4.891 |
4.958 |
4.912 |
S2 |
4.813 |
4.813 |
4.947 |
|
S3 |
4.693 |
4.771 |
4.936 |
|
S4 |
4.573 |
4.651 |
4.903 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.645 |
5.559 |
5.108 |
|
R3 |
5.393 |
5.307 |
5.038 |
|
R2 |
5.141 |
5.141 |
5.015 |
|
R1 |
5.055 |
5.055 |
4.992 |
5.098 |
PP |
4.889 |
4.889 |
4.889 |
4.911 |
S1 |
4.803 |
4.803 |
4.946 |
4.846 |
S2 |
4.637 |
4.637 |
4.923 |
|
S3 |
4.385 |
4.551 |
4.900 |
|
S4 |
4.133 |
4.299 |
4.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.975 |
4.723 |
0.252 |
5.1% |
0.101 |
2.0% |
98% |
True |
False |
10,448 |
10 |
4.975 |
4.512 |
0.463 |
9.3% |
0.097 |
2.0% |
99% |
True |
False |
8,742 |
20 |
4.975 |
4.451 |
0.524 |
10.5% |
0.096 |
1.9% |
99% |
True |
False |
7,726 |
40 |
4.975 |
4.243 |
0.732 |
14.7% |
0.106 |
2.1% |
99% |
True |
False |
6,751 |
60 |
4.975 |
4.243 |
0.732 |
14.7% |
0.099 |
2.0% |
99% |
True |
False |
5,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.485 |
2.618 |
5.289 |
1.618 |
5.169 |
1.000 |
5.095 |
0.618 |
5.049 |
HIGH |
4.975 |
0.618 |
4.929 |
0.500 |
4.915 |
0.382 |
4.901 |
LOW |
4.855 |
0.618 |
4.781 |
1.000 |
4.735 |
1.618 |
4.661 |
2.618 |
4.541 |
4.250 |
4.345 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.951 |
4.929 |
PP |
4.933 |
4.889 |
S1 |
4.915 |
4.849 |
|