NYMEX Natural Gas Future August 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 |
4.591 |
4.507 |
-0.084 |
-1.8% |
4.679 |
| High |
4.599 |
4.548 |
-0.051 |
-1.1% |
4.719 |
| Low |
4.479 |
4.433 |
-0.046 |
-1.0% |
4.396 |
| Close |
4.554 |
4.486 |
-0.068 |
-1.5% |
4.554 |
| Range |
0.120 |
0.115 |
-0.005 |
-4.2% |
0.323 |
| ATR |
0.134 |
0.133 |
-0.001 |
-0.7% |
0.000 |
| Volume |
14,932 |
15,376 |
444 |
3.0% |
57,289 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.834 |
4.775 |
4.549 |
|
| R3 |
4.719 |
4.660 |
4.518 |
|
| R2 |
4.604 |
4.604 |
4.507 |
|
| R1 |
4.545 |
4.545 |
4.497 |
4.517 |
| PP |
4.489 |
4.489 |
4.489 |
4.475 |
| S1 |
4.430 |
4.430 |
4.475 |
4.402 |
| S2 |
4.374 |
4.374 |
4.465 |
|
| S3 |
4.259 |
4.315 |
4.454 |
|
| S4 |
4.144 |
4.200 |
4.423 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.525 |
5.363 |
4.732 |
|
| R3 |
5.202 |
5.040 |
4.643 |
|
| R2 |
4.879 |
4.879 |
4.613 |
|
| R1 |
4.717 |
4.717 |
4.584 |
4.637 |
| PP |
4.556 |
4.556 |
4.556 |
4.516 |
| S1 |
4.394 |
4.394 |
4.524 |
4.314 |
| S2 |
4.233 |
4.233 |
4.495 |
|
| S3 |
3.910 |
4.071 |
4.465 |
|
| S4 |
3.587 |
3.748 |
4.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.631 |
4.396 |
0.235 |
5.2% |
0.151 |
3.4% |
38% |
False |
False |
12,367 |
| 10 |
4.719 |
4.396 |
0.323 |
7.2% |
0.141 |
3.1% |
28% |
False |
False |
11,501 |
| 20 |
4.719 |
4.050 |
0.669 |
14.9% |
0.134 |
3.0% |
65% |
False |
False |
10,765 |
| 40 |
4.719 |
3.994 |
0.725 |
16.2% |
0.121 |
2.7% |
68% |
False |
False |
8,420 |
| 60 |
4.896 |
3.994 |
0.902 |
20.1% |
0.117 |
2.6% |
55% |
False |
False |
7,091 |
| 80 |
4.896 |
3.994 |
0.902 |
20.1% |
0.117 |
2.6% |
55% |
False |
False |
5,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.037 |
|
2.618 |
4.849 |
|
1.618 |
4.734 |
|
1.000 |
4.663 |
|
0.618 |
4.619 |
|
HIGH |
4.548 |
|
0.618 |
4.504 |
|
0.500 |
4.491 |
|
0.382 |
4.477 |
|
LOW |
4.433 |
|
0.618 |
4.362 |
|
1.000 |
4.318 |
|
1.618 |
4.247 |
|
2.618 |
4.132 |
|
4.250 |
3.944 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.491 |
4.503 |
| PP |
4.489 |
4.497 |
| S1 |
4.488 |
4.492 |
|