NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5.020 |
5.000 |
-0.020 |
-0.4% |
4.830 |
High |
5.037 |
5.022 |
-0.015 |
-0.3% |
5.009 |
Low |
4.966 |
4.955 |
-0.011 |
-0.2% |
4.750 |
Close |
5.000 |
4.993 |
-0.007 |
-0.1% |
5.002 |
Range |
0.071 |
0.067 |
-0.004 |
-5.6% |
0.259 |
ATR |
0.099 |
0.097 |
-0.002 |
-2.3% |
0.000 |
Volume |
5,025 |
3,817 |
-1,208 |
-24.0% |
16,825 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.191 |
5.159 |
5.030 |
|
R3 |
5.124 |
5.092 |
5.011 |
|
R2 |
5.057 |
5.057 |
5.005 |
|
R1 |
5.025 |
5.025 |
4.999 |
5.008 |
PP |
4.990 |
4.990 |
4.990 |
4.981 |
S1 |
4.958 |
4.958 |
4.987 |
4.941 |
S2 |
4.923 |
4.923 |
4.981 |
|
S3 |
4.856 |
4.891 |
4.975 |
|
S4 |
4.789 |
4.824 |
4.956 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.697 |
5.609 |
5.144 |
|
R3 |
5.438 |
5.350 |
5.073 |
|
R2 |
5.179 |
5.179 |
5.049 |
|
R1 |
5.091 |
5.091 |
5.026 |
5.135 |
PP |
4.920 |
4.920 |
4.920 |
4.943 |
S1 |
4.832 |
4.832 |
4.978 |
4.876 |
S2 |
4.661 |
4.661 |
4.955 |
|
S3 |
4.402 |
4.573 |
4.931 |
|
S4 |
4.143 |
4.314 |
4.860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.037 |
4.771 |
0.266 |
5.3% |
0.082 |
1.6% |
83% |
False |
False |
4,509 |
10 |
5.037 |
4.750 |
0.287 |
5.7% |
0.091 |
1.8% |
85% |
False |
False |
4,463 |
20 |
5.068 |
4.708 |
0.360 |
7.2% |
0.099 |
2.0% |
79% |
False |
False |
4,979 |
40 |
5.145 |
4.511 |
0.634 |
12.7% |
0.101 |
2.0% |
76% |
False |
False |
4,492 |
60 |
5.145 |
4.511 |
0.634 |
12.7% |
0.094 |
1.9% |
76% |
False |
False |
3,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.307 |
2.618 |
5.197 |
1.618 |
5.130 |
1.000 |
5.089 |
0.618 |
5.063 |
HIGH |
5.022 |
0.618 |
4.996 |
0.500 |
4.989 |
0.382 |
4.981 |
LOW |
4.955 |
0.618 |
4.914 |
1.000 |
4.888 |
1.618 |
4.847 |
2.618 |
4.780 |
4.250 |
4.670 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.992 |
4.985 |
PP |
4.990 |
4.977 |
S1 |
4.989 |
4.969 |
|