NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
5.066 |
5.167 |
0.101 |
2.0% |
5.020 |
| High |
5.173 |
5.207 |
0.034 |
0.7% |
5.173 |
| Low |
5.060 |
5.124 |
0.064 |
1.3% |
4.945 |
| Close |
5.165 |
5.188 |
0.023 |
0.4% |
5.165 |
| Range |
0.113 |
0.083 |
-0.030 |
-26.5% |
0.228 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.2% |
0.000 |
| Volume |
10,007 |
12,941 |
2,934 |
29.3% |
25,185 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.422 |
5.388 |
5.234 |
|
| R3 |
5.339 |
5.305 |
5.211 |
|
| R2 |
5.256 |
5.256 |
5.203 |
|
| R1 |
5.222 |
5.222 |
5.196 |
5.239 |
| PP |
5.173 |
5.173 |
5.173 |
5.182 |
| S1 |
5.139 |
5.139 |
5.180 |
5.156 |
| S2 |
5.090 |
5.090 |
5.173 |
|
| S3 |
5.007 |
5.056 |
5.165 |
|
| S4 |
4.924 |
4.973 |
5.142 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.778 |
5.700 |
5.290 |
|
| R3 |
5.550 |
5.472 |
5.228 |
|
| R2 |
5.322 |
5.322 |
5.207 |
|
| R1 |
5.244 |
5.244 |
5.186 |
5.283 |
| PP |
5.094 |
5.094 |
5.094 |
5.114 |
| S1 |
5.016 |
5.016 |
5.144 |
5.055 |
| S2 |
4.866 |
4.866 |
5.123 |
|
| S3 |
4.638 |
4.788 |
5.102 |
|
| S4 |
4.410 |
4.560 |
5.040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.207 |
4.945 |
0.262 |
5.1% |
0.097 |
1.9% |
93% |
True |
False |
6,620 |
| 10 |
5.207 |
4.750 |
0.457 |
8.8% |
0.098 |
1.9% |
96% |
True |
False |
5,495 |
| 20 |
5.207 |
4.708 |
0.499 |
9.6% |
0.092 |
1.8% |
96% |
True |
False |
5,265 |
| 40 |
5.207 |
4.520 |
0.687 |
13.2% |
0.102 |
2.0% |
97% |
True |
False |
4,867 |
| 60 |
5.207 |
4.511 |
0.696 |
13.4% |
0.096 |
1.9% |
97% |
True |
False |
4,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.560 |
|
2.618 |
5.424 |
|
1.618 |
5.341 |
|
1.000 |
5.290 |
|
0.618 |
5.258 |
|
HIGH |
5.207 |
|
0.618 |
5.175 |
|
0.500 |
5.166 |
|
0.382 |
5.156 |
|
LOW |
5.124 |
|
0.618 |
5.073 |
|
1.000 |
5.041 |
|
1.618 |
4.990 |
|
2.618 |
4.907 |
|
4.250 |
4.771 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.181 |
5.152 |
| PP |
5.173 |
5.116 |
| S1 |
5.166 |
5.080 |
|