NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.779 |
4.889 |
0.110 |
2.3% |
4.745 |
High |
4.876 |
4.927 |
0.051 |
1.0% |
4.900 |
Low |
4.771 |
4.868 |
0.097 |
2.0% |
4.708 |
Close |
4.865 |
4.915 |
0.050 |
1.0% |
4.860 |
Range |
0.105 |
0.059 |
-0.046 |
-43.8% |
0.192 |
ATR |
0.104 |
0.101 |
-0.003 |
-2.9% |
0.000 |
Volume |
5,115 |
5,679 |
564 |
11.0% |
23,158 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.080 |
5.057 |
4.947 |
|
R3 |
5.021 |
4.998 |
4.931 |
|
R2 |
4.962 |
4.962 |
4.926 |
|
R1 |
4.939 |
4.939 |
4.920 |
4.951 |
PP |
4.903 |
4.903 |
4.903 |
4.909 |
S1 |
4.880 |
4.880 |
4.910 |
4.892 |
S2 |
4.844 |
4.844 |
4.904 |
|
S3 |
4.785 |
4.821 |
4.899 |
|
S4 |
4.726 |
4.762 |
4.883 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.399 |
5.321 |
4.966 |
|
R3 |
5.207 |
5.129 |
4.913 |
|
R2 |
5.015 |
5.015 |
4.895 |
|
R1 |
4.937 |
4.937 |
4.878 |
4.976 |
PP |
4.823 |
4.823 |
4.823 |
4.842 |
S1 |
4.745 |
4.745 |
4.842 |
4.784 |
S2 |
4.631 |
4.631 |
4.825 |
|
S3 |
4.439 |
4.553 |
4.807 |
|
S4 |
4.247 |
4.361 |
4.754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.927 |
4.750 |
0.177 |
3.6% |
0.106 |
2.2% |
93% |
True |
False |
5,198 |
10 |
4.927 |
4.708 |
0.219 |
4.5% |
0.094 |
1.9% |
95% |
True |
False |
4,829 |
20 |
5.145 |
4.708 |
0.437 |
8.9% |
0.107 |
2.2% |
47% |
False |
False |
5,414 |
40 |
5.145 |
4.511 |
0.634 |
12.9% |
0.105 |
2.1% |
64% |
False |
False |
4,359 |
60 |
5.145 |
4.511 |
0.634 |
12.9% |
0.095 |
1.9% |
64% |
False |
False |
3,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.178 |
2.618 |
5.081 |
1.618 |
5.022 |
1.000 |
4.986 |
0.618 |
4.963 |
HIGH |
4.927 |
0.618 |
4.904 |
0.500 |
4.898 |
0.382 |
4.891 |
LOW |
4.868 |
0.618 |
4.832 |
1.000 |
4.809 |
1.618 |
4.773 |
2.618 |
4.714 |
4.250 |
4.617 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.909 |
4.890 |
PP |
4.903 |
4.864 |
S1 |
4.898 |
4.839 |
|