NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.960 |
5.021 |
0.061 |
1.2% |
5.142 |
| High |
5.030 |
5.030 |
0.000 |
0.0% |
5.145 |
| Low |
4.845 |
4.938 |
0.093 |
1.9% |
4.845 |
| Close |
4.998 |
5.012 |
0.014 |
0.3% |
5.012 |
| Range |
0.185 |
0.092 |
-0.093 |
-50.3% |
0.300 |
| ATR |
0.113 |
0.112 |
-0.002 |
-1.3% |
0.000 |
| Volume |
5,548 |
6,055 |
507 |
9.1% |
29,888 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.269 |
5.233 |
5.063 |
|
| R3 |
5.177 |
5.141 |
5.037 |
|
| R2 |
5.085 |
5.085 |
5.029 |
|
| R1 |
5.049 |
5.049 |
5.020 |
5.021 |
| PP |
4.993 |
4.993 |
4.993 |
4.980 |
| S1 |
4.957 |
4.957 |
5.004 |
4.929 |
| S2 |
4.901 |
4.901 |
4.995 |
|
| S3 |
4.809 |
4.865 |
4.987 |
|
| S4 |
4.717 |
4.773 |
4.961 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.901 |
5.756 |
5.177 |
|
| R3 |
5.601 |
5.456 |
5.095 |
|
| R2 |
5.301 |
5.301 |
5.067 |
|
| R1 |
5.156 |
5.156 |
5.040 |
5.079 |
| PP |
5.001 |
5.001 |
5.001 |
4.962 |
| S1 |
4.856 |
4.856 |
4.985 |
4.779 |
| S2 |
4.701 |
4.701 |
4.957 |
|
| S3 |
4.401 |
4.556 |
4.930 |
|
| S4 |
4.101 |
4.256 |
4.847 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.421 |
|
2.618 |
5.271 |
|
1.618 |
5.179 |
|
1.000 |
5.122 |
|
0.618 |
5.087 |
|
HIGH |
5.030 |
|
0.618 |
4.995 |
|
0.500 |
4.984 |
|
0.382 |
4.973 |
|
LOW |
4.938 |
|
0.618 |
4.881 |
|
1.000 |
4.846 |
|
1.618 |
4.789 |
|
2.618 |
4.697 |
|
4.250 |
4.547 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.003 |
4.987 |
| PP |
4.993 |
4.962 |
| S1 |
4.984 |
4.938 |
|