NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.535 |
4.674 |
0.139 |
3.1% |
4.569 |
| High |
4.699 |
4.809 |
0.110 |
2.3% |
4.809 |
| Low |
4.522 |
4.665 |
0.143 |
3.2% |
4.513 |
| Close |
4.677 |
4.802 |
0.125 |
2.7% |
4.802 |
| Range |
0.177 |
0.144 |
-0.033 |
-18.6% |
0.296 |
| ATR |
0.121 |
0.123 |
0.002 |
1.3% |
0.000 |
| Volume |
10,038 |
25,113 |
15,075 |
150.2% |
75,835 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.191 |
5.140 |
4.881 |
|
| R3 |
5.047 |
4.996 |
4.842 |
|
| R2 |
4.903 |
4.903 |
4.828 |
|
| R1 |
4.852 |
4.852 |
4.815 |
4.878 |
| PP |
4.759 |
4.759 |
4.759 |
4.771 |
| S1 |
4.708 |
4.708 |
4.789 |
4.734 |
| S2 |
4.615 |
4.615 |
4.776 |
|
| S3 |
4.471 |
4.564 |
4.762 |
|
| S4 |
4.327 |
4.420 |
4.723 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.596 |
5.495 |
4.965 |
|
| R3 |
5.300 |
5.199 |
4.883 |
|
| R2 |
5.004 |
5.004 |
4.856 |
|
| R1 |
4.903 |
4.903 |
4.829 |
4.954 |
| PP |
4.708 |
4.708 |
4.708 |
4.733 |
| S1 |
4.607 |
4.607 |
4.775 |
4.658 |
| S2 |
4.412 |
4.412 |
4.748 |
|
| S3 |
4.116 |
4.311 |
4.721 |
|
| S4 |
3.820 |
4.015 |
4.639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.809 |
4.513 |
0.296 |
6.2% |
0.119 |
2.5% |
98% |
True |
False |
15,167 |
| 10 |
4.809 |
4.269 |
0.540 |
11.2% |
0.120 |
2.5% |
99% |
True |
False |
14,921 |
| 20 |
4.809 |
4.193 |
0.616 |
12.8% |
0.116 |
2.4% |
99% |
True |
False |
17,889 |
| 40 |
4.809 |
3.994 |
0.815 |
17.0% |
0.125 |
2.6% |
99% |
True |
False |
13,969 |
| 60 |
4.809 |
3.994 |
0.815 |
17.0% |
0.119 |
2.5% |
99% |
True |
False |
11,218 |
| 80 |
4.896 |
3.994 |
0.902 |
18.8% |
0.117 |
2.4% |
90% |
False |
False |
9,492 |
| 100 |
4.896 |
3.994 |
0.902 |
18.8% |
0.117 |
2.4% |
90% |
False |
False |
8,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.421 |
|
2.618 |
5.186 |
|
1.618 |
5.042 |
|
1.000 |
4.953 |
|
0.618 |
4.898 |
|
HIGH |
4.809 |
|
0.618 |
4.754 |
|
0.500 |
4.737 |
|
0.382 |
4.720 |
|
LOW |
4.665 |
|
0.618 |
4.576 |
|
1.000 |
4.521 |
|
1.618 |
4.432 |
|
2.618 |
4.288 |
|
4.250 |
4.053 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.780 |
4.755 |
| PP |
4.759 |
4.708 |
| S1 |
4.737 |
4.662 |
|