NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.342 |
4.345 |
0.003 |
0.1% |
4.184 |
| High |
4.368 |
4.393 |
0.025 |
0.6% |
4.388 |
| Low |
4.294 |
4.220 |
-0.074 |
-1.7% |
4.141 |
| Close |
4.338 |
4.262 |
-0.076 |
-1.8% |
4.338 |
| Range |
0.074 |
0.173 |
0.099 |
133.8% |
0.247 |
| ATR |
0.124 |
0.127 |
0.004 |
2.8% |
0.000 |
| Volume |
40,359 |
37,193 |
-3,166 |
-7.8% |
326,039 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.811 |
4.709 |
4.357 |
|
| R3 |
4.638 |
4.536 |
4.310 |
|
| R2 |
4.465 |
4.465 |
4.294 |
|
| R1 |
4.363 |
4.363 |
4.278 |
4.328 |
| PP |
4.292 |
4.292 |
4.292 |
4.274 |
| S1 |
4.190 |
4.190 |
4.246 |
4.155 |
| S2 |
4.119 |
4.119 |
4.230 |
|
| S3 |
3.946 |
4.017 |
4.214 |
|
| S4 |
3.773 |
3.844 |
4.167 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.030 |
4.931 |
4.474 |
|
| R3 |
4.783 |
4.684 |
4.406 |
|
| R2 |
4.536 |
4.536 |
4.383 |
|
| R1 |
4.437 |
4.437 |
4.361 |
4.487 |
| PP |
4.289 |
4.289 |
4.289 |
4.314 |
| S1 |
4.190 |
4.190 |
4.315 |
4.240 |
| S2 |
4.042 |
4.042 |
4.293 |
|
| S3 |
3.795 |
3.943 |
4.270 |
|
| S4 |
3.548 |
3.696 |
4.202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.393 |
4.204 |
0.189 |
4.4% |
0.124 |
2.9% |
31% |
True |
False |
57,029 |
| 10 |
4.471 |
4.141 |
0.330 |
7.7% |
0.115 |
2.7% |
37% |
False |
False |
61,023 |
| 20 |
4.690 |
4.141 |
0.549 |
12.9% |
0.130 |
3.0% |
22% |
False |
False |
43,534 |
| 40 |
4.690 |
3.955 |
0.735 |
17.2% |
0.130 |
3.1% |
42% |
False |
False |
30,368 |
| 60 |
4.930 |
3.955 |
0.975 |
22.9% |
0.123 |
2.9% |
31% |
False |
False |
23,676 |
| 80 |
4.930 |
3.955 |
0.975 |
22.9% |
0.120 |
2.8% |
31% |
False |
False |
19,363 |
| 100 |
4.930 |
3.955 |
0.975 |
22.9% |
0.121 |
2.8% |
31% |
False |
False |
16,039 |
| 120 |
4.930 |
3.955 |
0.975 |
22.9% |
0.122 |
2.9% |
31% |
False |
False |
13,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.128 |
|
2.618 |
4.846 |
|
1.618 |
4.673 |
|
1.000 |
4.566 |
|
0.618 |
4.500 |
|
HIGH |
4.393 |
|
0.618 |
4.327 |
|
0.500 |
4.307 |
|
0.382 |
4.286 |
|
LOW |
4.220 |
|
0.618 |
4.113 |
|
1.000 |
4.047 |
|
1.618 |
3.940 |
|
2.618 |
3.767 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.307 |
4.299 |
| PP |
4.292 |
4.286 |
| S1 |
4.277 |
4.274 |
|