NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.983 |
4.980 |
-0.003 |
-0.1% |
4.803 |
High |
5.015 |
4.980 |
-0.035 |
-0.7% |
4.975 |
Low |
4.961 |
4.871 |
-0.090 |
-1.8% |
4.723 |
Close |
4.975 |
4.880 |
-0.095 |
-1.9% |
4.969 |
Range |
0.054 |
0.109 |
0.055 |
101.9% |
0.252 |
ATR |
0.099 |
0.099 |
0.001 |
0.8% |
0.000 |
Volume |
12,144 |
10,713 |
-1,431 |
-11.8% |
52,241 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.237 |
5.168 |
4.940 |
|
R3 |
5.128 |
5.059 |
4.910 |
|
R2 |
5.019 |
5.019 |
4.900 |
|
R1 |
4.950 |
4.950 |
4.890 |
4.930 |
PP |
4.910 |
4.910 |
4.910 |
4.901 |
S1 |
4.841 |
4.841 |
4.870 |
4.821 |
S2 |
4.801 |
4.801 |
4.860 |
|
S3 |
4.692 |
4.732 |
4.850 |
|
S4 |
4.583 |
4.623 |
4.820 |
|
|
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 |
5.015 |
4.730 |
0.285 |
5.8% |
0.104 |
2.1% |
53% |
False |
False |
14,191 |
10 |
5.015 |
4.643 |
0.372 |
7.6% |
0.091 |
1.9% |
64% |
False |
False |
10,497 |
20 |
5.015 |
4.451 |
0.564 |
11.6% |
0.095 |
1.9% |
76% |
False |
False |
8,435 |
40 |
5.015 |
4.307 |
0.708 |
14.5% |
0.103 |
2.1% |
81% |
False |
False |
7,423 |
60 |
5.015 |
4.243 |
0.772 |
15.8% |
0.098 |
2.0% |
83% |
False |
False |
6,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.443 |
2.618 |
5.265 |
1.618 |
5.156 |
1.000 |
5.089 |
0.618 |
5.047 |
HIGH |
4.980 |
0.618 |
4.938 |
0.500 |
4.926 |
0.382 |
4.913 |
LOW |
4.871 |
0.618 |
4.804 |
1.000 |
4.762 |
1.618 |
4.695 |
2.618 |
4.586 |
4.250 |
4.408 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.926 |
4.943 |
PP |
4.910 |
4.922 |
S1 |
4.895 |
4.901 |
|