NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.889 |
4.945 |
0.056 |
1.1% |
4.745 |
High |
4.927 |
5.009 |
0.082 |
1.7% |
4.900 |
Low |
4.868 |
4.900 |
0.032 |
0.7% |
4.708 |
Close |
4.915 |
5.002 |
0.087 |
1.8% |
4.860 |
Range |
0.059 |
0.109 |
0.050 |
84.7% |
0.192 |
ATR |
0.101 |
0.101 |
0.001 |
0.6% |
0.000 |
Volume |
5,679 |
2,910 |
-2,769 |
-48.8% |
23,158 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.259 |
5.062 |
|
R3 |
5.188 |
5.150 |
5.032 |
|
R2 |
5.079 |
5.079 |
5.022 |
|
R1 |
5.041 |
5.041 |
5.012 |
5.060 |
PP |
4.970 |
4.970 |
4.970 |
4.980 |
S1 |
4.932 |
4.932 |
4.992 |
4.951 |
S2 |
4.861 |
4.861 |
4.982 |
|
S3 |
4.752 |
4.823 |
4.972 |
|
S4 |
4.643 |
4.714 |
4.942 |
|
|
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 |
5.009 |
4.750 |
0.259 |
5.2% |
0.098 |
2.0% |
97% |
True |
False |
5,034 |
10 |
5.009 |
4.708 |
0.301 |
6.0% |
0.095 |
1.9% |
98% |
True |
False |
4,653 |
20 |
5.145 |
4.708 |
0.437 |
8.7% |
0.106 |
2.1% |
67% |
False |
False |
5,204 |
40 |
5.145 |
4.511 |
0.634 |
12.7% |
0.104 |
2.1% |
77% |
False |
False |
4,376 |
60 |
5.145 |
4.511 |
0.634 |
12.7% |
0.095 |
1.9% |
77% |
False |
False |
3,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.472 |
2.618 |
5.294 |
1.618 |
5.185 |
1.000 |
5.118 |
0.618 |
5.076 |
HIGH |
5.009 |
0.618 |
4.967 |
0.500 |
4.955 |
0.382 |
4.942 |
LOW |
4.900 |
0.618 |
4.833 |
1.000 |
4.791 |
1.618 |
4.724 |
2.618 |
4.615 |
4.250 |
4.437 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.986 |
4.965 |
PP |
4.970 |
4.927 |
S1 |
4.955 |
4.890 |
|