NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
5.011 |
4.981 |
-0.030 |
-0.6% |
4.830 |
High |
5.039 |
5.082 |
0.043 |
0.9% |
5.009 |
Low |
4.945 |
4.953 |
0.008 |
0.2% |
4.750 |
Close |
4.954 |
5.066 |
0.112 |
2.3% |
5.002 |
Range |
0.094 |
0.129 |
0.035 |
37.2% |
0.259 |
ATR |
0.097 |
0.099 |
0.002 |
2.4% |
0.000 |
Volume |
3,852 |
2,484 |
-1,368 |
-35.5% |
16,825 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.421 |
5.372 |
5.137 |
|
R3 |
5.292 |
5.243 |
5.101 |
|
R2 |
5.163 |
5.163 |
5.090 |
|
R1 |
5.114 |
5.114 |
5.078 |
5.139 |
PP |
5.034 |
5.034 |
5.034 |
5.046 |
S1 |
4.985 |
4.985 |
5.054 |
5.010 |
S2 |
4.905 |
4.905 |
5.042 |
|
S3 |
4.776 |
4.856 |
5.031 |
|
S4 |
4.647 |
4.727 |
4.995 |
|
|
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 |
5.082 |
4.900 |
0.182 |
3.6% |
0.094 |
1.9% |
91% |
True |
False |
3,617 |
10 |
5.082 |
4.750 |
0.332 |
6.6% |
0.100 |
2.0% |
95% |
True |
False |
4,408 |
20 |
5.082 |
4.708 |
0.374 |
7.4% |
0.097 |
1.9% |
96% |
True |
False |
4,698 |
40 |
5.145 |
4.511 |
0.634 |
12.5% |
0.101 |
2.0% |
88% |
False |
False |
4,435 |
60 |
5.145 |
4.511 |
0.634 |
12.5% |
0.096 |
1.9% |
88% |
False |
False |
3,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.630 |
2.618 |
5.420 |
1.618 |
5.291 |
1.000 |
5.211 |
0.618 |
5.162 |
HIGH |
5.082 |
0.618 |
5.033 |
0.500 |
5.018 |
0.382 |
5.002 |
LOW |
4.953 |
0.618 |
4.873 |
1.000 |
4.824 |
1.618 |
4.744 |
2.618 |
4.615 |
4.250 |
4.405 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5.050 |
5.049 |
PP |
5.034 |
5.031 |
S1 |
5.018 |
5.014 |
|