NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
4.945 |
5.020 |
0.075 |
1.5% |
4.830 |
| High |
5.009 |
5.037 |
0.028 |
0.6% |
5.009 |
| Low |
4.900 |
4.966 |
0.066 |
1.3% |
4.750 |
| Close |
5.002 |
5.000 |
-0.002 |
0.0% |
5.002 |
| Range |
0.109 |
0.071 |
-0.038 |
-34.9% |
0.259 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.1% |
0.000 |
| Volume |
2,910 |
5,025 |
2,115 |
72.7% |
16,825 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.214 |
5.178 |
5.039 |
|
| R3 |
5.143 |
5.107 |
5.020 |
|
| R2 |
5.072 |
5.072 |
5.013 |
|
| R1 |
5.036 |
5.036 |
5.007 |
5.019 |
| PP |
5.001 |
5.001 |
5.001 |
4.992 |
| S1 |
4.965 |
4.965 |
4.993 |
4.948 |
| S2 |
4.930 |
4.930 |
4.987 |
|
| S3 |
4.859 |
4.894 |
4.980 |
|
| S4 |
4.788 |
4.823 |
4.961 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.697 |
5.609 |
5.144 |
|
| R3 |
5.438 |
5.350 |
5.073 |
|
| R2 |
5.179 |
5.179 |
5.049 |
|
| R1 |
5.091 |
5.091 |
5.026 |
5.135 |
| PP |
4.920 |
4.920 |
4.920 |
4.943 |
| S1 |
4.832 |
4.832 |
4.978 |
4.876 |
| S2 |
4.661 |
4.661 |
4.955 |
|
| S3 |
4.402 |
4.573 |
4.931 |
|
| S4 |
4.143 |
4.314 |
4.860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.037 |
4.750 |
0.287 |
5.7% |
0.099 |
2.0% |
87% |
True |
False |
4,370 |
| 10 |
5.037 |
4.708 |
0.329 |
6.6% |
0.097 |
1.9% |
89% |
True |
False |
4,500 |
| 20 |
5.145 |
4.708 |
0.437 |
8.7% |
0.102 |
2.0% |
67% |
False |
False |
5,105 |
| 40 |
5.145 |
4.511 |
0.634 |
12.7% |
0.102 |
2.0% |
77% |
False |
False |
4,446 |
| 60 |
5.145 |
4.511 |
0.634 |
12.7% |
0.094 |
1.9% |
77% |
False |
False |
3,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.339 |
|
2.618 |
5.223 |
|
1.618 |
5.152 |
|
1.000 |
5.108 |
|
0.618 |
5.081 |
|
HIGH |
5.037 |
|
0.618 |
5.010 |
|
0.500 |
5.002 |
|
0.382 |
4.993 |
|
LOW |
4.966 |
|
0.618 |
4.922 |
|
1.000 |
4.895 |
|
1.618 |
4.851 |
|
2.618 |
4.780 |
|
4.250 |
4.664 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.002 |
4.984 |
| PP |
5.001 |
4.968 |
| S1 |
5.001 |
4.953 |
|