NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.431 |
4.359 |
-0.072 |
-1.6% |
4.323 |
High |
4.496 |
4.369 |
-0.127 |
-2.8% |
4.496 |
Low |
4.326 |
4.287 |
-0.039 |
-0.9% |
4.287 |
Close |
4.356 |
4.310 |
-0.046 |
-1.1% |
4.310 |
Range |
0.170 |
0.082 |
-0.088 |
-51.8% |
0.209 |
ATR |
0.153 |
0.148 |
-0.005 |
-3.3% |
0.000 |
Volume |
138,648 |
94,808 |
-43,840 |
-31.6% |
573,400 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.568 |
4.521 |
4.355 |
|
R3 |
4.486 |
4.439 |
4.333 |
|
R2 |
4.404 |
4.404 |
4.325 |
|
R1 |
4.357 |
4.357 |
4.318 |
4.340 |
PP |
4.322 |
4.322 |
4.322 |
4.313 |
S1 |
4.275 |
4.275 |
4.302 |
4.258 |
S2 |
4.240 |
4.240 |
4.295 |
|
S3 |
4.158 |
4.193 |
4.287 |
|
S4 |
4.076 |
4.111 |
4.265 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.991 |
4.860 |
4.425 |
|
R3 |
4.782 |
4.651 |
4.367 |
|
R2 |
4.573 |
4.573 |
4.348 |
|
R1 |
4.442 |
4.442 |
4.329 |
4.403 |
PP |
4.364 |
4.364 |
4.364 |
4.345 |
S1 |
4.233 |
4.233 |
4.291 |
4.194 |
S2 |
4.155 |
4.155 |
4.272 |
|
S3 |
3.946 |
4.024 |
4.253 |
|
S4 |
3.737 |
3.815 |
4.195 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.496 |
4.287 |
0.209 |
4.8% |
0.126 |
2.9% |
11% |
False |
True |
114,680 |
10 |
4.823 |
4.252 |
0.571 |
13.2% |
0.153 |
3.6% |
10% |
False |
False |
106,026 |
20 |
4.823 |
4.252 |
0.571 |
13.2% |
0.144 |
3.3% |
10% |
False |
False |
94,297 |
40 |
4.823 |
3.980 |
0.843 |
19.6% |
0.151 |
3.5% |
39% |
False |
False |
67,695 |
60 |
4.823 |
3.890 |
0.933 |
21.6% |
0.153 |
3.5% |
45% |
False |
False |
53,648 |
80 |
4.823 |
3.854 |
0.969 |
22.5% |
0.145 |
3.4% |
47% |
False |
False |
44,352 |
100 |
4.823 |
3.854 |
0.969 |
22.5% |
0.136 |
3.2% |
47% |
False |
False |
37,561 |
120 |
4.850 |
3.854 |
0.996 |
23.1% |
0.130 |
3.0% |
46% |
False |
False |
32,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.718 |
2.618 |
4.584 |
1.618 |
4.502 |
1.000 |
4.451 |
0.618 |
4.420 |
HIGH |
4.369 |
0.618 |
4.338 |
0.500 |
4.328 |
0.382 |
4.318 |
LOW |
4.287 |
0.618 |
4.236 |
1.000 |
4.205 |
1.618 |
4.154 |
2.618 |
4.072 |
4.250 |
3.939 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.328 |
4.392 |
PP |
4.322 |
4.364 |
S1 |
4.316 |
4.337 |
|