NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.116 |
4.117 |
0.001 |
0.0% |
4.356 |
High |
4.124 |
4.180 |
0.056 |
1.4% |
4.507 |
Low |
4.018 |
4.010 |
-0.008 |
-0.2% |
4.305 |
Close |
4.083 |
4.037 |
-0.046 |
-1.1% |
4.342 |
Range |
0.106 |
0.170 |
0.064 |
60.4% |
0.202 |
ATR |
0.139 |
0.141 |
0.002 |
1.6% |
0.000 |
Volume |
111,773 |
102,386 |
-9,387 |
-8.4% |
211,526 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.586 |
4.481 |
4.131 |
|
R3 |
4.416 |
4.311 |
4.084 |
|
R2 |
4.246 |
4.246 |
4.068 |
|
R1 |
4.141 |
4.141 |
4.053 |
4.109 |
PP |
4.076 |
4.076 |
4.076 |
4.059 |
S1 |
3.971 |
3.971 |
4.021 |
3.939 |
S2 |
3.906 |
3.906 |
4.006 |
|
S3 |
3.736 |
3.801 |
3.990 |
|
S4 |
3.566 |
3.631 |
3.944 |
|
|
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 |
4.387 |
4.010 |
0.377 |
9.3% |
0.126 |
3.1% |
7% |
False |
True |
86,493 |
10 |
4.507 |
4.010 |
0.497 |
12.3% |
0.126 |
3.1% |
5% |
False |
True |
63,335 |
20 |
4.800 |
4.010 |
0.790 |
19.6% |
0.138 |
3.4% |
3% |
False |
True |
51,481 |
40 |
4.800 |
3.980 |
0.820 |
20.3% |
0.140 |
3.5% |
7% |
False |
False |
38,873 |
60 |
4.800 |
3.938 |
0.862 |
21.4% |
0.144 |
3.6% |
11% |
False |
False |
33,524 |
80 |
4.800 |
3.848 |
0.952 |
23.6% |
0.140 |
3.5% |
20% |
False |
False |
28,858 |
100 |
4.800 |
3.848 |
0.952 |
23.6% |
0.128 |
3.2% |
20% |
False |
False |
24,866 |
120 |
4.800 |
3.848 |
0.952 |
23.6% |
0.123 |
3.0% |
20% |
False |
False |
21,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.903 |
2.618 |
4.625 |
1.618 |
4.455 |
1.000 |
4.350 |
0.618 |
4.285 |
HIGH |
4.180 |
0.618 |
4.115 |
0.500 |
4.095 |
0.382 |
4.075 |
LOW |
4.010 |
0.618 |
3.905 |
1.000 |
3.840 |
1.618 |
3.735 |
2.618 |
3.565 |
4.250 |
3.288 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.095 |
4.095 |
PP |
4.076 |
4.076 |
S1 |
4.056 |
4.056 |
|