NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
5.000 |
5.011 |
0.011 |
0.2% |
4.830 |
| High |
5.022 |
5.039 |
0.017 |
0.3% |
5.009 |
| Low |
4.955 |
4.945 |
-0.010 |
-0.2% |
4.750 |
| Close |
4.993 |
4.954 |
-0.039 |
-0.8% |
5.002 |
| Range |
0.067 |
0.094 |
0.027 |
40.3% |
0.259 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.2% |
0.000 |
| Volume |
3,817 |
3,852 |
35 |
0.9% |
16,825 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.261 |
5.202 |
5.006 |
|
| R3 |
5.167 |
5.108 |
4.980 |
|
| R2 |
5.073 |
5.073 |
4.971 |
|
| R1 |
5.014 |
5.014 |
4.963 |
4.997 |
| PP |
4.979 |
4.979 |
4.979 |
4.971 |
| S1 |
4.920 |
4.920 |
4.945 |
4.903 |
| S2 |
4.885 |
4.885 |
4.937 |
|
| S3 |
4.791 |
4.826 |
4.928 |
|
| S4 |
4.697 |
4.732 |
4.902 |
|
|
| 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 |
5.039 |
4.868 |
0.171 |
3.5% |
0.080 |
1.6% |
50% |
True |
False |
4,256 |
| 10 |
5.039 |
4.750 |
0.289 |
5.8% |
0.095 |
1.9% |
71% |
True |
False |
4,515 |
| 20 |
5.039 |
4.708 |
0.331 |
6.7% |
0.095 |
1.9% |
74% |
True |
False |
4,836 |
| 40 |
5.145 |
4.511 |
0.634 |
12.8% |
0.099 |
2.0% |
70% |
False |
False |
4,512 |
| 60 |
5.145 |
4.511 |
0.634 |
12.8% |
0.094 |
1.9% |
70% |
False |
False |
3,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.439 |
|
2.618 |
5.285 |
|
1.618 |
5.191 |
|
1.000 |
5.133 |
|
0.618 |
5.097 |
|
HIGH |
5.039 |
|
0.618 |
5.003 |
|
0.500 |
4.992 |
|
0.382 |
4.981 |
|
LOW |
4.945 |
|
0.618 |
4.887 |
|
1.000 |
4.851 |
|
1.618 |
4.793 |
|
2.618 |
4.699 |
|
4.250 |
4.546 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.992 |
4.992 |
| PP |
4.979 |
4.979 |
| S1 |
4.967 |
4.967 |
|