NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
3.976 |
4.003 |
0.027 |
0.7% |
4.294 |
High |
4.009 |
4.049 |
0.040 |
1.0% |
4.309 |
Low |
3.928 |
3.949 |
0.021 |
0.5% |
3.962 |
Close |
3.991 |
4.030 |
0.039 |
1.0% |
3.977 |
Range |
0.081 |
0.100 |
0.019 |
23.5% |
0.347 |
ATR |
0.132 |
0.130 |
-0.002 |
-1.7% |
0.000 |
Volume |
111,476 |
87,098 |
-24,378 |
-21.9% |
503,461 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.309 |
4.270 |
4.085 |
|
R3 |
4.209 |
4.170 |
4.058 |
|
R2 |
4.109 |
4.109 |
4.048 |
|
R1 |
4.070 |
4.070 |
4.039 |
4.090 |
PP |
4.009 |
4.009 |
4.009 |
4.019 |
S1 |
3.970 |
3.970 |
4.021 |
3.990 |
S2 |
3.909 |
3.909 |
4.012 |
|
S3 |
3.809 |
3.870 |
4.003 |
|
S4 |
3.709 |
3.770 |
3.975 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.124 |
4.897 |
4.168 |
|
R3 |
4.777 |
4.550 |
4.072 |
|
R2 |
4.430 |
4.430 |
4.041 |
|
R1 |
4.203 |
4.203 |
4.009 |
4.143 |
PP |
4.083 |
4.083 |
4.083 |
4.053 |
S1 |
3.856 |
3.856 |
3.945 |
3.796 |
S2 |
3.736 |
3.736 |
3.913 |
|
S3 |
3.389 |
3.509 |
3.882 |
|
S4 |
3.042 |
3.162 |
3.786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.180 |
3.928 |
0.252 |
6.3% |
0.106 |
2.6% |
40% |
False |
False |
106,887 |
10 |
4.507 |
3.928 |
0.579 |
14.4% |
0.114 |
2.8% |
18% |
False |
False |
84,381 |
20 |
4.800 |
3.928 |
0.872 |
21.6% |
0.132 |
3.3% |
12% |
False |
False |
61,862 |
40 |
4.800 |
3.928 |
0.872 |
21.6% |
0.136 |
3.4% |
12% |
False |
False |
45,029 |
60 |
4.800 |
3.928 |
0.872 |
21.6% |
0.140 |
3.5% |
12% |
False |
False |
38,110 |
80 |
4.800 |
3.848 |
0.952 |
23.6% |
0.140 |
3.5% |
19% |
False |
False |
32,546 |
100 |
4.800 |
3.848 |
0.952 |
23.6% |
0.128 |
3.2% |
19% |
False |
False |
27,871 |
120 |
4.800 |
3.848 |
0.952 |
23.6% |
0.123 |
3.1% |
19% |
False |
False |
24,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.474 |
2.618 |
4.311 |
1.618 |
4.211 |
1.000 |
4.149 |
0.618 |
4.111 |
HIGH |
4.049 |
0.618 |
4.011 |
0.500 |
3.999 |
0.382 |
3.987 |
LOW |
3.949 |
0.618 |
3.887 |
1.000 |
3.849 |
1.618 |
3.787 |
2.618 |
3.687 |
4.250 |
3.524 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.020 |
4.016 |
PP |
4.009 |
4.002 |
S1 |
3.999 |
3.989 |
|