NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.417 |
4.351 |
-0.066 |
-1.5% |
4.796 |
High |
4.425 |
4.445 |
0.020 |
0.5% |
4.823 |
Low |
4.321 |
4.339 |
0.018 |
0.4% |
4.252 |
Close |
4.347 |
4.429 |
0.082 |
1.9% |
4.323 |
Range |
0.104 |
0.106 |
0.002 |
1.9% |
0.571 |
ATR |
0.155 |
0.152 |
-0.004 |
-2.3% |
0.000 |
Volume |
92,914 |
117,002 |
24,088 |
25.9% |
486,863 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.722 |
4.682 |
4.487 |
|
R3 |
4.616 |
4.576 |
4.458 |
|
R2 |
4.510 |
4.510 |
4.448 |
|
R1 |
4.470 |
4.470 |
4.439 |
4.490 |
PP |
4.404 |
4.404 |
4.404 |
4.415 |
S1 |
4.364 |
4.364 |
4.419 |
4.384 |
S2 |
4.298 |
4.298 |
4.410 |
|
S3 |
4.192 |
4.258 |
4.400 |
|
S4 |
4.086 |
4.152 |
4.371 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.179 |
5.822 |
4.637 |
|
R3 |
5.608 |
5.251 |
4.480 |
|
R2 |
5.037 |
5.037 |
4.428 |
|
R1 |
4.680 |
4.680 |
4.375 |
4.573 |
PP |
4.466 |
4.466 |
4.466 |
4.413 |
S1 |
4.109 |
4.109 |
4.271 |
4.002 |
S2 |
3.895 |
3.895 |
4.218 |
|
S3 |
3.324 |
3.538 |
4.166 |
|
S4 |
2.753 |
2.967 |
4.009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.499 |
4.252 |
0.247 |
5.6% |
0.137 |
3.1% |
72% |
False |
False |
110,460 |
10 |
4.823 |
4.252 |
0.571 |
12.9% |
0.156 |
3.5% |
31% |
False |
False |
102,842 |
20 |
4.823 |
4.252 |
0.571 |
12.9% |
0.152 |
3.4% |
31% |
False |
False |
87,414 |
40 |
4.823 |
3.980 |
0.843 |
19.0% |
0.155 |
3.5% |
53% |
False |
False |
64,818 |
60 |
4.823 |
3.890 |
0.933 |
21.1% |
0.153 |
3.5% |
58% |
False |
False |
50,699 |
80 |
4.823 |
3.854 |
0.969 |
21.9% |
0.144 |
3.3% |
59% |
False |
False |
41,760 |
100 |
4.823 |
3.854 |
0.969 |
21.9% |
0.136 |
3.1% |
59% |
False |
False |
35,428 |
120 |
4.914 |
3.854 |
1.060 |
23.9% |
0.129 |
2.9% |
54% |
False |
False |
30,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.896 |
2.618 |
4.723 |
1.618 |
4.617 |
1.000 |
4.551 |
0.618 |
4.511 |
HIGH |
4.445 |
0.618 |
4.405 |
0.500 |
4.392 |
0.382 |
4.379 |
LOW |
4.339 |
0.618 |
4.273 |
1.000 |
4.233 |
1.618 |
4.167 |
2.618 |
4.061 |
4.250 |
3.889 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.417 |
4.411 |
PP |
4.404 |
4.393 |
S1 |
4.392 |
4.375 |
|