NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.981 |
5.066 |
0.085 |
1.7% |
5.020 |
High |
5.082 |
5.173 |
0.091 |
1.8% |
5.173 |
Low |
4.953 |
5.060 |
0.107 |
2.2% |
4.945 |
Close |
5.066 |
5.165 |
0.099 |
2.0% |
5.165 |
Range |
0.129 |
0.113 |
-0.016 |
-12.4% |
0.228 |
ATR |
0.099 |
0.100 |
0.001 |
1.0% |
0.000 |
Volume |
2,484 |
10,007 |
7,523 |
302.9% |
25,185 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.472 |
5.431 |
5.227 |
|
R3 |
5.359 |
5.318 |
5.196 |
|
R2 |
5.246 |
5.246 |
5.186 |
|
R1 |
5.205 |
5.205 |
5.175 |
5.226 |
PP |
5.133 |
5.133 |
5.133 |
5.143 |
S1 |
5.092 |
5.092 |
5.155 |
5.113 |
S2 |
5.020 |
5.020 |
5.144 |
|
S3 |
4.907 |
4.979 |
5.134 |
|
S4 |
4.794 |
4.866 |
5.103 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.778 |
5.700 |
5.290 |
|
R3 |
5.550 |
5.472 |
5.228 |
|
R2 |
5.322 |
5.322 |
5.207 |
|
R1 |
5.244 |
5.244 |
5.186 |
5.283 |
PP |
5.094 |
5.094 |
5.094 |
5.114 |
S1 |
5.016 |
5.016 |
5.144 |
5.055 |
S2 |
4.866 |
4.866 |
5.123 |
|
S3 |
4.638 |
4.788 |
5.102 |
|
S4 |
4.410 |
4.560 |
5.040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.173 |
4.945 |
0.228 |
4.4% |
0.095 |
1.8% |
96% |
True |
False |
5,037 |
10 |
5.173 |
4.750 |
0.423 |
8.2% |
0.096 |
1.9% |
98% |
True |
False |
5,035 |
20 |
5.173 |
4.708 |
0.465 |
9.0% |
0.093 |
1.8% |
98% |
True |
False |
4,921 |
40 |
5.173 |
4.511 |
0.662 |
12.8% |
0.102 |
2.0% |
99% |
True |
False |
4,610 |
60 |
5.173 |
4.511 |
0.662 |
12.8% |
0.097 |
1.9% |
99% |
True |
False |
3,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.653 |
2.618 |
5.469 |
1.618 |
5.356 |
1.000 |
5.286 |
0.618 |
5.243 |
HIGH |
5.173 |
0.618 |
5.130 |
0.500 |
5.117 |
0.382 |
5.103 |
LOW |
5.060 |
0.618 |
4.990 |
1.000 |
4.947 |
1.618 |
4.877 |
2.618 |
4.764 |
4.250 |
4.580 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
5.149 |
5.130 |
PP |
5.133 |
5.094 |
S1 |
5.117 |
5.059 |
|