NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
5.179 |
5.161 |
-0.018 |
-0.3% |
5.020 |
High |
5.215 |
5.193 |
-0.022 |
-0.4% |
5.173 |
Low |
5.171 |
5.076 |
-0.095 |
-1.8% |
4.945 |
Close |
5.185 |
5.092 |
-0.093 |
-1.8% |
5.165 |
Range |
0.044 |
0.117 |
0.073 |
165.9% |
0.228 |
ATR |
0.095 |
0.096 |
0.002 |
1.7% |
0.000 |
Volume |
14,388 |
5,111 |
-9,277 |
-64.5% |
25,185 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.471 |
5.399 |
5.156 |
|
R3 |
5.354 |
5.282 |
5.124 |
|
R2 |
5.237 |
5.237 |
5.113 |
|
R1 |
5.165 |
5.165 |
5.103 |
5.143 |
PP |
5.120 |
5.120 |
5.120 |
5.109 |
S1 |
5.048 |
5.048 |
5.081 |
5.026 |
S2 |
5.003 |
5.003 |
5.071 |
|
S3 |
4.886 |
4.931 |
5.060 |
|
S4 |
4.769 |
4.814 |
5.028 |
|
|
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 |
5.215 |
4.953 |
0.262 |
5.1% |
0.097 |
1.9% |
53% |
False |
False |
8,986 |
10 |
5.215 |
4.868 |
0.347 |
6.8% |
0.089 |
1.7% |
65% |
False |
False |
6,621 |
20 |
5.215 |
4.708 |
0.507 |
10.0% |
0.093 |
1.8% |
76% |
False |
False |
5,707 |
40 |
5.215 |
4.566 |
0.649 |
12.7% |
0.100 |
2.0% |
81% |
False |
False |
5,186 |
60 |
5.215 |
4.511 |
0.704 |
13.8% |
0.096 |
1.9% |
83% |
False |
False |
4,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.690 |
2.618 |
5.499 |
1.618 |
5.382 |
1.000 |
5.310 |
0.618 |
5.265 |
HIGH |
5.193 |
0.618 |
5.148 |
0.500 |
5.135 |
0.382 |
5.121 |
LOW |
5.076 |
0.618 |
5.004 |
1.000 |
4.959 |
1.618 |
4.887 |
2.618 |
4.770 |
4.250 |
4.579 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
5.135 |
5.146 |
PP |
5.120 |
5.128 |
S1 |
5.106 |
5.110 |
|