NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.155 |
4.116 |
-0.039 |
-0.9% |
4.356 |
High |
4.158 |
4.124 |
-0.034 |
-0.8% |
4.507 |
Low |
4.056 |
4.018 |
-0.038 |
-0.9% |
4.305 |
Close |
4.072 |
4.083 |
0.011 |
0.3% |
4.342 |
Range |
0.102 |
0.106 |
0.004 |
3.9% |
0.202 |
ATR |
0.141 |
0.139 |
-0.003 |
-1.8% |
0.000 |
Volume |
105,717 |
111,773 |
6,056 |
5.7% |
211,526 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.393 |
4.344 |
4.141 |
|
R3 |
4.287 |
4.238 |
4.112 |
|
R2 |
4.181 |
4.181 |
4.102 |
|
R1 |
4.132 |
4.132 |
4.093 |
4.104 |
PP |
4.075 |
4.075 |
4.075 |
4.061 |
S1 |
4.026 |
4.026 |
4.073 |
3.998 |
S2 |
3.969 |
3.969 |
4.064 |
|
S3 |
3.863 |
3.920 |
4.054 |
|
S4 |
3.757 |
3.814 |
4.025 |
|
|
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 |
4.018 |
0.489 |
12.0% |
0.124 |
3.0% |
13% |
False |
True |
75,230 |
10 |
4.507 |
4.018 |
0.489 |
12.0% |
0.126 |
3.1% |
13% |
False |
True |
57,060 |
20 |
4.800 |
4.018 |
0.782 |
19.2% |
0.134 |
3.3% |
8% |
False |
True |
48,060 |
40 |
4.800 |
3.980 |
0.820 |
20.1% |
0.140 |
3.4% |
13% |
False |
False |
36,950 |
60 |
4.800 |
3.879 |
0.921 |
22.6% |
0.143 |
3.5% |
22% |
False |
False |
32,041 |
80 |
4.800 |
3.848 |
0.952 |
23.3% |
0.139 |
3.4% |
25% |
False |
False |
27,703 |
100 |
4.800 |
3.848 |
0.952 |
23.3% |
0.128 |
3.1% |
25% |
False |
False |
23,908 |
120 |
4.800 |
3.848 |
0.952 |
23.3% |
0.122 |
3.0% |
25% |
False |
False |
21,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.575 |
2.618 |
4.402 |
1.618 |
4.296 |
1.000 |
4.230 |
0.618 |
4.190 |
HIGH |
4.124 |
0.618 |
4.084 |
0.500 |
4.071 |
0.382 |
4.058 |
LOW |
4.018 |
0.618 |
3.952 |
1.000 |
3.912 |
1.618 |
3.846 |
2.618 |
3.740 |
4.250 |
3.568 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.079 |
4.164 |
PP |
4.075 |
4.137 |
S1 |
4.071 |
4.110 |
|