NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.190 |
4.338 |
0.148 |
3.5% |
4.091 |
| High |
4.340 |
4.388 |
0.048 |
1.1% |
4.318 |
| Low |
4.177 |
4.317 |
0.140 |
3.4% |
4.056 |
| Close |
4.310 |
4.357 |
0.047 |
1.1% |
4.264 |
| Range |
0.163 |
0.071 |
-0.092 |
-56.4% |
0.262 |
| ATR |
0.135 |
0.131 |
-0.004 |
-3.0% |
0.000 |
| Volume |
59,068 |
53,092 |
-5,976 |
-10.1% |
361,156 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.567 |
4.533 |
4.396 |
|
| R3 |
4.496 |
4.462 |
4.377 |
|
| R2 |
4.425 |
4.425 |
4.370 |
|
| R1 |
4.391 |
4.391 |
4.364 |
4.408 |
| PP |
4.354 |
4.354 |
4.354 |
4.363 |
| S1 |
4.320 |
4.320 |
4.350 |
4.337 |
| S2 |
4.283 |
4.283 |
4.344 |
|
| S3 |
4.212 |
4.249 |
4.337 |
|
| S4 |
4.141 |
4.178 |
4.318 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.999 |
4.893 |
4.408 |
|
| R3 |
4.737 |
4.631 |
4.336 |
|
| R2 |
4.475 |
4.475 |
4.312 |
|
| R1 |
4.369 |
4.369 |
4.288 |
4.422 |
| PP |
4.213 |
4.213 |
4.213 |
4.239 |
| S1 |
4.107 |
4.107 |
4.240 |
4.160 |
| S2 |
3.951 |
3.951 |
4.216 |
|
| S3 |
3.689 |
3.845 |
4.192 |
|
| S4 |
3.427 |
3.583 |
4.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.388 |
4.128 |
0.260 |
6.0% |
0.135 |
3.1% |
88% |
True |
False |
68,650 |
| 10 |
4.388 |
4.056 |
0.332 |
7.6% |
0.121 |
2.8% |
91% |
True |
False |
64,994 |
| 20 |
4.627 |
4.056 |
0.571 |
13.1% |
0.138 |
3.2% |
53% |
False |
False |
48,524 |
| 40 |
4.627 |
3.877 |
0.750 |
17.2% |
0.136 |
3.1% |
64% |
False |
False |
36,315 |
| 60 |
4.627 |
3.877 |
0.750 |
17.2% |
0.127 |
2.9% |
64% |
False |
False |
29,480 |
| 80 |
4.850 |
3.877 |
0.973 |
22.3% |
0.128 |
2.9% |
49% |
False |
False |
23,883 |
| 100 |
4.850 |
3.877 |
0.973 |
22.3% |
0.128 |
2.9% |
49% |
False |
False |
20,018 |
| 120 |
4.850 |
3.877 |
0.973 |
22.3% |
0.128 |
2.9% |
49% |
False |
False |
17,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.690 |
|
2.618 |
4.574 |
|
1.618 |
4.503 |
|
1.000 |
4.459 |
|
0.618 |
4.432 |
|
HIGH |
4.388 |
|
0.618 |
4.361 |
|
0.500 |
4.353 |
|
0.382 |
4.344 |
|
LOW |
4.317 |
|
0.618 |
4.273 |
|
1.000 |
4.246 |
|
1.618 |
4.202 |
|
2.618 |
4.131 |
|
4.250 |
4.015 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.356 |
4.327 |
| PP |
4.354 |
4.296 |
| S1 |
4.353 |
4.266 |
|