NYMEX Natural Gas Future April 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 |
4.370 |
4.460 |
0.090 |
2.1% |
4.800 |
High |
4.457 |
4.507 |
0.050 |
1.1% |
4.800 |
Low |
4.364 |
4.345 |
-0.019 |
-0.4% |
4.272 |
Close |
4.445 |
4.357 |
-0.088 |
-2.0% |
4.340 |
Range |
0.093 |
0.162 |
0.069 |
74.2% |
0.528 |
ATR |
0.143 |
0.144 |
0.001 |
1.0% |
0.000 |
Volume |
44,996 |
46,072 |
1,076 |
2.4% |
202,735 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.889 |
4.785 |
4.446 |
|
R3 |
4.727 |
4.623 |
4.402 |
|
R2 |
4.565 |
4.565 |
4.387 |
|
R1 |
4.461 |
4.461 |
4.372 |
4.432 |
PP |
4.403 |
4.403 |
4.403 |
4.389 |
S1 |
4.299 |
4.299 |
4.342 |
4.270 |
S2 |
4.241 |
4.241 |
4.327 |
|
S3 |
4.079 |
4.137 |
4.312 |
|
S4 |
3.917 |
3.975 |
4.268 |
|
|
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 |
4.507 |
4.272 |
0.235 |
5.4% |
0.126 |
2.9% |
36% |
True |
False |
40,176 |
10 |
4.800 |
4.272 |
0.528 |
12.1% |
0.147 |
3.4% |
16% |
False |
False |
42,358 |
20 |
4.800 |
4.272 |
0.528 |
12.1% |
0.142 |
3.3% |
16% |
False |
False |
40,140 |
40 |
4.800 |
3.980 |
0.820 |
18.8% |
0.146 |
3.4% |
46% |
False |
False |
32,153 |
60 |
4.800 |
3.879 |
0.921 |
21.1% |
0.145 |
3.3% |
52% |
False |
False |
27,897 |
80 |
4.800 |
3.848 |
0.952 |
21.8% |
0.137 |
3.2% |
53% |
False |
False |
24,132 |
100 |
4.800 |
3.848 |
0.952 |
21.8% |
0.128 |
2.9% |
53% |
False |
False |
20,974 |
120 |
4.800 |
3.848 |
0.952 |
21.8% |
0.121 |
2.8% |
53% |
False |
False |
18,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.196 |
2.618 |
4.931 |
1.618 |
4.769 |
1.000 |
4.669 |
0.618 |
4.607 |
HIGH |
4.507 |
0.618 |
4.445 |
0.500 |
4.426 |
0.382 |
4.407 |
LOW |
4.345 |
0.618 |
4.245 |
1.000 |
4.183 |
1.618 |
4.083 |
2.618 |
3.921 |
4.250 |
3.657 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.426 |
4.424 |
PP |
4.403 |
4.401 |
S1 |
4.380 |
4.379 |
|