NYMEX Natural Gas Future April 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 |
4.420 |
4.370 |
-0.050 |
-1.1% |
4.800 |
High |
4.440 |
4.457 |
0.017 |
0.4% |
4.800 |
Low |
4.340 |
4.364 |
0.024 |
0.6% |
4.272 |
Close |
4.366 |
4.445 |
0.079 |
1.8% |
4.340 |
Range |
0.100 |
0.093 |
-0.007 |
-7.0% |
0.528 |
ATR |
0.146 |
0.143 |
-0.004 |
-2.6% |
0.000 |
Volume |
41,082 |
44,996 |
3,914 |
9.5% |
202,735 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.701 |
4.666 |
4.496 |
|
R3 |
4.608 |
4.573 |
4.471 |
|
R2 |
4.515 |
4.515 |
4.462 |
|
R1 |
4.480 |
4.480 |
4.454 |
4.498 |
PP |
4.422 |
4.422 |
4.422 |
4.431 |
S1 |
4.387 |
4.387 |
4.436 |
4.405 |
S2 |
4.329 |
4.329 |
4.428 |
|
S3 |
4.236 |
4.294 |
4.419 |
|
S4 |
4.143 |
4.201 |
4.394 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.055 |
5.725 |
4.630 |
|
R3 |
5.527 |
5.197 |
4.485 |
|
R2 |
4.999 |
4.999 |
4.437 |
|
R1 |
4.669 |
4.669 |
4.388 |
4.570 |
PP |
4.471 |
4.471 |
4.471 |
4.421 |
S1 |
4.141 |
4.141 |
4.292 |
4.042 |
S2 |
3.943 |
3.943 |
4.243 |
|
S3 |
3.415 |
3.613 |
4.195 |
|
S4 |
2.887 |
3.085 |
4.050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.505 |
4.272 |
0.233 |
5.2% |
0.128 |
2.9% |
74% |
False |
False |
38,889 |
10 |
4.800 |
4.272 |
0.528 |
11.9% |
0.146 |
3.3% |
33% |
False |
False |
40,912 |
20 |
4.800 |
4.272 |
0.528 |
11.9% |
0.143 |
3.2% |
33% |
False |
False |
39,901 |
40 |
4.800 |
3.980 |
0.820 |
18.4% |
0.146 |
3.3% |
57% |
False |
False |
31,818 |
60 |
4.800 |
3.879 |
0.921 |
20.7% |
0.145 |
3.3% |
61% |
False |
False |
27,449 |
80 |
4.800 |
3.848 |
0.952 |
21.4% |
0.136 |
3.1% |
63% |
False |
False |
23,682 |
100 |
4.800 |
3.848 |
0.952 |
21.4% |
0.128 |
2.9% |
63% |
False |
False |
20,572 |
120 |
4.800 |
3.848 |
0.952 |
21.4% |
0.120 |
2.7% |
63% |
False |
False |
18,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.852 |
2.618 |
4.700 |
1.618 |
4.607 |
1.000 |
4.550 |
0.618 |
4.514 |
HIGH |
4.457 |
0.618 |
4.421 |
0.500 |
4.411 |
0.382 |
4.400 |
LOW |
4.364 |
0.618 |
4.307 |
1.000 |
4.271 |
1.618 |
4.214 |
2.618 |
4.121 |
4.250 |
3.969 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.434 |
4.426 |
PP |
4.422 |
4.407 |
S1 |
4.411 |
4.388 |
|