NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.806 |
4.769 |
-0.037 |
-0.8% |
4.569 |
High |
4.830 |
4.799 |
-0.031 |
-0.6% |
4.809 |
Low |
4.773 |
4.672 |
-0.101 |
-2.1% |
4.513 |
Close |
4.783 |
4.687 |
-0.096 |
-2.0% |
4.802 |
Range |
0.057 |
0.127 |
0.070 |
122.8% |
0.296 |
ATR |
0.116 |
0.117 |
0.001 |
0.7% |
0.000 |
Volume |
20,312 |
28,941 |
8,629 |
42.5% |
75,835 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.100 |
5.021 |
4.757 |
|
R3 |
4.973 |
4.894 |
4.722 |
|
R2 |
4.846 |
4.846 |
4.710 |
|
R1 |
4.767 |
4.767 |
4.699 |
4.743 |
PP |
4.719 |
4.719 |
4.719 |
4.708 |
S1 |
4.640 |
4.640 |
4.675 |
4.616 |
S2 |
4.592 |
4.592 |
4.664 |
|
S3 |
4.465 |
4.513 |
4.652 |
|
S4 |
4.338 |
4.386 |
4.617 |
|
|
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 |
4.842 |
4.522 |
0.320 |
6.8% |
0.119 |
2.5% |
52% |
False |
False |
20,009 |
10 |
4.842 |
4.430 |
0.412 |
8.8% |
0.109 |
2.3% |
62% |
False |
False |
17,152 |
20 |
4.842 |
4.193 |
0.649 |
13.8% |
0.113 |
2.4% |
76% |
False |
False |
18,548 |
40 |
4.842 |
4.050 |
0.792 |
16.9% |
0.123 |
2.6% |
80% |
False |
False |
14,943 |
60 |
4.842 |
3.994 |
0.848 |
18.1% |
0.118 |
2.5% |
82% |
False |
False |
12,094 |
80 |
4.896 |
3.994 |
0.902 |
19.2% |
0.116 |
2.5% |
77% |
False |
False |
10,176 |
100 |
4.896 |
3.994 |
0.902 |
19.2% |
0.116 |
2.5% |
77% |
False |
False |
8,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.339 |
2.618 |
5.131 |
1.618 |
5.004 |
1.000 |
4.926 |
0.618 |
4.877 |
HIGH |
4.799 |
0.618 |
4.750 |
0.500 |
4.736 |
0.382 |
4.721 |
LOW |
4.672 |
0.618 |
4.594 |
1.000 |
4.545 |
1.618 |
4.467 |
2.618 |
4.340 |
4.250 |
4.132 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.736 |
4.757 |
PP |
4.719 |
4.734 |
S1 |
4.703 |
4.710 |
|