NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
4.570 |
4.685 |
0.115 |
2.5% |
4.470 |
| High |
4.705 |
4.729 |
0.024 |
0.5% |
4.705 |
| Low |
4.555 |
4.637 |
0.082 |
1.8% |
4.392 |
| Close |
4.698 |
4.693 |
-0.005 |
-0.1% |
4.698 |
| Range |
0.150 |
0.092 |
-0.058 |
-38.7% |
0.313 |
| ATR |
0.132 |
0.129 |
-0.003 |
-2.2% |
0.000 |
| Volume |
119,755 |
112,524 |
-7,231 |
-6.0% |
452,117 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.962 |
4.920 |
4.744 |
|
| R3 |
4.870 |
4.828 |
4.718 |
|
| R2 |
4.778 |
4.778 |
4.710 |
|
| R1 |
4.736 |
4.736 |
4.701 |
4.757 |
| PP |
4.686 |
4.686 |
4.686 |
4.697 |
| S1 |
4.644 |
4.644 |
4.685 |
4.665 |
| S2 |
4.594 |
4.594 |
4.676 |
|
| S3 |
4.502 |
4.552 |
4.668 |
|
| S4 |
4.410 |
4.460 |
4.642 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.537 |
5.431 |
4.870 |
|
| R3 |
5.224 |
5.118 |
4.784 |
|
| R2 |
4.911 |
4.911 |
4.755 |
|
| R1 |
4.805 |
4.805 |
4.727 |
4.858 |
| PP |
4.598 |
4.598 |
4.598 |
4.625 |
| S1 |
4.492 |
4.492 |
4.669 |
4.545 |
| S2 |
4.285 |
4.285 |
4.641 |
|
| S3 |
3.972 |
4.179 |
4.612 |
|
| S4 |
3.659 |
3.866 |
4.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.729 |
4.392 |
0.337 |
7.2% |
0.125 |
2.7% |
89% |
True |
False |
112,928 |
| 10 |
4.729 |
4.144 |
0.585 |
12.5% |
0.130 |
2.8% |
94% |
True |
False |
81,586 |
| 20 |
4.729 |
4.056 |
0.673 |
14.3% |
0.122 |
2.6% |
95% |
True |
False |
69,136 |
| 40 |
4.729 |
3.877 |
0.852 |
18.2% |
0.135 |
2.9% |
96% |
True |
False |
48,868 |
| 60 |
4.729 |
3.877 |
0.852 |
18.2% |
0.128 |
2.7% |
96% |
True |
False |
38,980 |
| 80 |
4.850 |
3.877 |
0.973 |
20.7% |
0.128 |
2.7% |
84% |
False |
False |
31,572 |
| 100 |
4.850 |
3.877 |
0.973 |
20.7% |
0.129 |
2.7% |
84% |
False |
False |
26,252 |
| 120 |
4.850 |
3.877 |
0.973 |
20.7% |
0.128 |
2.7% |
84% |
False |
False |
22,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.120 |
|
2.618 |
4.970 |
|
1.618 |
4.878 |
|
1.000 |
4.821 |
|
0.618 |
4.786 |
|
HIGH |
4.729 |
|
0.618 |
4.694 |
|
0.500 |
4.683 |
|
0.382 |
4.672 |
|
LOW |
4.637 |
|
0.618 |
4.580 |
|
1.000 |
4.545 |
|
1.618 |
4.488 |
|
2.618 |
4.396 |
|
4.250 |
4.246 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.690 |
4.650 |
| PP |
4.686 |
4.606 |
| S1 |
4.683 |
4.563 |
|