NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.260 |
4.111 |
-0.149 |
-3.5% |
4.323 |
High |
4.274 |
4.127 |
-0.147 |
-3.4% |
4.496 |
Low |
4.101 |
4.028 |
-0.073 |
-1.8% |
4.287 |
Close |
4.104 |
4.040 |
-0.064 |
-1.6% |
4.310 |
Range |
0.173 |
0.099 |
-0.074 |
-42.8% |
0.209 |
ATR |
0.152 |
0.148 |
-0.004 |
-2.5% |
0.000 |
Volume |
174,067 |
155,938 |
-18,129 |
-10.4% |
573,400 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.362 |
4.300 |
4.094 |
|
R3 |
4.263 |
4.201 |
4.067 |
|
R2 |
4.164 |
4.164 |
4.058 |
|
R1 |
4.102 |
4.102 |
4.049 |
4.084 |
PP |
4.065 |
4.065 |
4.065 |
4.056 |
S1 |
4.003 |
4.003 |
4.031 |
3.985 |
S2 |
3.966 |
3.966 |
4.022 |
|
S3 |
3.867 |
3.904 |
4.013 |
|
S4 |
3.768 |
3.805 |
3.986 |
|
|
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 |
4.028 |
0.468 |
11.6% |
0.126 |
3.1% |
3% |
False |
True |
136,092 |
10 |
4.529 |
4.028 |
0.501 |
12.4% |
0.134 |
3.3% |
2% |
False |
True |
121,283 |
20 |
4.823 |
4.028 |
0.795 |
19.7% |
0.145 |
3.6% |
2% |
False |
True |
103,645 |
40 |
4.823 |
3.980 |
0.843 |
20.9% |
0.150 |
3.7% |
7% |
False |
False |
71,519 |
60 |
4.823 |
3.890 |
0.933 |
23.1% |
0.151 |
3.7% |
16% |
False |
False |
58,275 |
80 |
4.823 |
3.854 |
0.969 |
24.0% |
0.146 |
3.6% |
19% |
False |
False |
48,016 |
100 |
4.823 |
3.854 |
0.969 |
24.0% |
0.136 |
3.4% |
19% |
False |
False |
40,656 |
120 |
4.850 |
3.854 |
0.996 |
24.7% |
0.131 |
3.2% |
19% |
False |
False |
35,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.548 |
2.618 |
4.386 |
1.618 |
4.287 |
1.000 |
4.226 |
0.618 |
4.188 |
HIGH |
4.127 |
0.618 |
4.089 |
0.500 |
4.078 |
0.382 |
4.066 |
LOW |
4.028 |
0.618 |
3.967 |
1.000 |
3.929 |
1.618 |
3.868 |
2.618 |
3.769 |
4.250 |
3.607 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.078 |
4.199 |
PP |
4.065 |
4.146 |
S1 |
4.053 |
4.093 |
|