NYMEX Natural Gas Future April 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 |
4.294 |
4.155 |
-0.139 |
-3.2% |
4.356 |
High |
4.309 |
4.158 |
-0.151 |
-3.5% |
4.507 |
Low |
4.136 |
4.056 |
-0.080 |
-1.9% |
4.305 |
Close |
4.140 |
4.072 |
-0.068 |
-1.6% |
4.342 |
Range |
0.173 |
0.102 |
-0.071 |
-41.0% |
0.202 |
ATR |
0.144 |
0.141 |
-0.003 |
-2.1% |
0.000 |
Volume |
61,879 |
105,717 |
43,838 |
70.8% |
211,526 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.401 |
4.339 |
4.128 |
|
R3 |
4.299 |
4.237 |
4.100 |
|
R2 |
4.197 |
4.197 |
4.091 |
|
R1 |
4.135 |
4.135 |
4.081 |
4.115 |
PP |
4.095 |
4.095 |
4.095 |
4.086 |
S1 |
4.033 |
4.033 |
4.063 |
4.013 |
S2 |
3.993 |
3.993 |
4.053 |
|
S3 |
3.891 |
3.931 |
4.044 |
|
S4 |
3.789 |
3.829 |
4.016 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.991 |
4.868 |
4.453 |
|
R3 |
4.789 |
4.666 |
4.398 |
|
R2 |
4.587 |
4.587 |
4.379 |
|
R1 |
4.464 |
4.464 |
4.361 |
4.425 |
PP |
4.385 |
4.385 |
4.385 |
4.365 |
S1 |
4.262 |
4.262 |
4.323 |
4.223 |
S2 |
4.183 |
4.183 |
4.305 |
|
S3 |
3.981 |
4.060 |
4.286 |
|
S4 |
3.779 |
3.858 |
4.231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.507 |
4.056 |
0.451 |
11.1% |
0.122 |
3.0% |
4% |
False |
True |
61,875 |
10 |
4.539 |
4.056 |
0.483 |
11.9% |
0.129 |
3.2% |
3% |
False |
True |
49,490 |
20 |
4.800 |
4.056 |
0.744 |
18.3% |
0.137 |
3.4% |
2% |
False |
True |
44,294 |
40 |
4.800 |
3.980 |
0.820 |
20.1% |
0.142 |
3.5% |
11% |
False |
False |
34,754 |
60 |
4.800 |
3.879 |
0.921 |
22.6% |
0.143 |
3.5% |
21% |
False |
False |
30,514 |
80 |
4.800 |
3.848 |
0.952 |
23.4% |
0.139 |
3.4% |
24% |
False |
False |
26,475 |
100 |
4.800 |
3.848 |
0.952 |
23.4% |
0.128 |
3.1% |
24% |
False |
False |
22,930 |
120 |
4.800 |
3.848 |
0.952 |
23.4% |
0.122 |
3.0% |
24% |
False |
False |
20,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.592 |
2.618 |
4.425 |
1.618 |
4.323 |
1.000 |
4.260 |
0.618 |
4.221 |
HIGH |
4.158 |
0.618 |
4.119 |
0.500 |
4.107 |
0.382 |
4.095 |
LOW |
4.056 |
0.618 |
3.993 |
1.000 |
3.954 |
1.618 |
3.891 |
2.618 |
3.789 |
4.250 |
3.623 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.107 |
4.222 |
PP |
4.095 |
4.172 |
S1 |
4.084 |
4.122 |
|