NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.351 |
4.431 |
0.080 |
1.8% |
4.796 |
High |
4.445 |
4.496 |
0.051 |
1.1% |
4.823 |
Low |
4.339 |
4.326 |
-0.013 |
-0.3% |
4.252 |
Close |
4.429 |
4.356 |
-0.073 |
-1.6% |
4.323 |
Range |
0.106 |
0.170 |
0.064 |
60.4% |
0.571 |
ATR |
0.152 |
0.153 |
0.001 |
0.9% |
0.000 |
Volume |
117,002 |
138,648 |
21,646 |
18.5% |
486,863 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.903 |
4.799 |
4.450 |
|
R3 |
4.733 |
4.629 |
4.403 |
|
R2 |
4.563 |
4.563 |
4.387 |
|
R1 |
4.459 |
4.459 |
4.372 |
4.426 |
PP |
4.393 |
4.393 |
4.393 |
4.376 |
S1 |
4.289 |
4.289 |
4.340 |
4.256 |
S2 |
4.223 |
4.223 |
4.325 |
|
S3 |
4.053 |
4.119 |
4.309 |
|
S4 |
3.883 |
3.949 |
4.263 |
|
|
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 |
4.496 |
4.252 |
0.244 |
5.6% |
0.133 |
3.1% |
43% |
True |
False |
112,760 |
10 |
4.823 |
4.252 |
0.571 |
13.1% |
0.157 |
3.6% |
18% |
False |
False |
105,296 |
20 |
4.823 |
4.252 |
0.571 |
13.1% |
0.151 |
3.5% |
18% |
False |
False |
91,891 |
40 |
4.823 |
3.980 |
0.843 |
19.4% |
0.155 |
3.6% |
45% |
False |
False |
67,281 |
60 |
4.823 |
3.890 |
0.933 |
21.4% |
0.154 |
3.5% |
50% |
False |
False |
52,525 |
80 |
4.823 |
3.854 |
0.969 |
22.2% |
0.145 |
3.3% |
52% |
False |
False |
43,302 |
100 |
4.823 |
3.854 |
0.969 |
22.2% |
0.137 |
3.1% |
52% |
False |
False |
36,726 |
120 |
4.911 |
3.854 |
1.057 |
24.3% |
0.130 |
3.0% |
47% |
False |
False |
31,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.219 |
2.618 |
4.941 |
1.618 |
4.771 |
1.000 |
4.666 |
0.618 |
4.601 |
HIGH |
4.496 |
0.618 |
4.431 |
0.500 |
4.411 |
0.382 |
4.391 |
LOW |
4.326 |
0.618 |
4.221 |
1.000 |
4.156 |
1.618 |
4.051 |
2.618 |
3.881 |
4.250 |
3.604 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.411 |
4.409 |
PP |
4.393 |
4.391 |
S1 |
4.374 |
4.374 |
|