NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.563 |
4.469 |
-0.094 |
-2.1% |
4.649 |
| High |
4.568 |
4.507 |
-0.061 |
-1.3% |
4.690 |
| Low |
4.440 |
4.391 |
-0.049 |
-1.1% |
4.360 |
| Close |
4.515 |
4.441 |
-0.074 |
-1.6% |
4.515 |
| Range |
0.128 |
0.116 |
-0.012 |
-9.4% |
0.330 |
| ATR |
0.139 |
0.138 |
-0.001 |
-0.8% |
0.000 |
| Volume |
33,664 |
26,800 |
-6,864 |
-20.4% |
135,729 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.794 |
4.734 |
4.505 |
|
| R3 |
4.678 |
4.618 |
4.473 |
|
| R2 |
4.562 |
4.562 |
4.462 |
|
| R1 |
4.502 |
4.502 |
4.452 |
4.474 |
| PP |
4.446 |
4.446 |
4.446 |
4.433 |
| S1 |
4.386 |
4.386 |
4.430 |
4.358 |
| S2 |
4.330 |
4.330 |
4.420 |
|
| S3 |
4.214 |
4.270 |
4.409 |
|
| S4 |
4.098 |
4.154 |
4.377 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.512 |
5.343 |
4.697 |
|
| R3 |
5.182 |
5.013 |
4.606 |
|
| R2 |
4.852 |
4.852 |
4.576 |
|
| R1 |
4.683 |
4.683 |
4.545 |
4.603 |
| PP |
4.522 |
4.522 |
4.522 |
4.481 |
| S1 |
4.353 |
4.353 |
4.485 |
4.273 |
| S2 |
4.192 |
4.192 |
4.455 |
|
| S3 |
3.862 |
4.023 |
4.424 |
|
| S4 |
3.532 |
3.693 |
4.334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.601 |
4.360 |
0.241 |
5.4% |
0.155 |
3.5% |
34% |
False |
False |
27,013 |
| 10 |
4.690 |
4.360 |
0.330 |
7.4% |
0.145 |
3.3% |
25% |
False |
False |
26,044 |
| 20 |
4.690 |
4.000 |
0.690 |
15.5% |
0.138 |
3.1% |
64% |
False |
False |
23,202 |
| 40 |
4.690 |
3.955 |
0.735 |
16.6% |
0.124 |
2.8% |
66% |
False |
False |
18,187 |
| 60 |
4.930 |
3.955 |
0.975 |
22.0% |
0.123 |
2.8% |
50% |
False |
False |
15,059 |
| 80 |
4.930 |
3.955 |
0.975 |
22.0% |
0.123 |
2.8% |
50% |
False |
False |
12,166 |
| 100 |
4.930 |
3.955 |
0.975 |
22.0% |
0.123 |
2.8% |
50% |
False |
False |
10,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.000 |
|
2.618 |
4.811 |
|
1.618 |
4.695 |
|
1.000 |
4.623 |
|
0.618 |
4.579 |
|
HIGH |
4.507 |
|
0.618 |
4.463 |
|
0.500 |
4.449 |
|
0.382 |
4.435 |
|
LOW |
4.391 |
|
0.618 |
4.319 |
|
1.000 |
4.275 |
|
1.618 |
4.203 |
|
2.618 |
4.087 |
|
4.250 |
3.898 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.449 |
4.470 |
| PP |
4.446 |
4.460 |
| S1 |
4.444 |
4.451 |
|