NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.503 |
4.428 |
-0.075 |
-1.7% |
4.395 |
High |
4.543 |
4.434 |
-0.109 |
-2.4% |
4.543 |
Low |
4.392 |
4.359 |
-0.033 |
-0.8% |
4.346 |
Close |
4.405 |
4.399 |
-0.006 |
-0.1% |
4.399 |
Range |
0.151 |
0.075 |
-0.076 |
-50.3% |
0.197 |
ATR |
0.137 |
0.133 |
-0.004 |
-3.2% |
0.000 |
Volume |
35,773 |
34,016 |
-1,757 |
-4.9% |
124,171 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.622 |
4.586 |
4.440 |
|
R3 |
4.547 |
4.511 |
4.420 |
|
R2 |
4.472 |
4.472 |
4.413 |
|
R1 |
4.436 |
4.436 |
4.406 |
4.417 |
PP |
4.397 |
4.397 |
4.397 |
4.388 |
S1 |
4.361 |
4.361 |
4.392 |
4.342 |
S2 |
4.322 |
4.322 |
4.385 |
|
S3 |
4.247 |
4.286 |
4.378 |
|
S4 |
4.172 |
4.211 |
4.358 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.020 |
4.907 |
4.507 |
|
R3 |
4.823 |
4.710 |
4.453 |
|
R2 |
4.626 |
4.626 |
4.435 |
|
R1 |
4.513 |
4.513 |
4.417 |
4.570 |
PP |
4.429 |
4.429 |
4.429 |
4.458 |
S1 |
4.316 |
4.316 |
4.381 |
4.373 |
S2 |
4.232 |
4.232 |
4.363 |
|
S3 |
4.035 |
4.119 |
4.345 |
|
S4 |
3.838 |
3.922 |
4.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.543 |
4.346 |
0.197 |
4.5% |
0.115 |
2.6% |
27% |
False |
False |
24,834 |
10 |
4.822 |
4.320 |
0.502 |
11.4% |
0.137 |
3.1% |
16% |
False |
False |
23,137 |
20 |
4.822 |
4.320 |
0.502 |
11.4% |
0.128 |
2.9% |
16% |
False |
False |
22,709 |
40 |
4.822 |
4.020 |
0.802 |
18.2% |
0.133 |
3.0% |
47% |
False |
False |
16,194 |
60 |
4.822 |
3.919 |
0.903 |
20.5% |
0.133 |
3.0% |
53% |
False |
False |
13,072 |
80 |
4.822 |
3.882 |
0.940 |
21.4% |
0.127 |
2.9% |
55% |
False |
False |
10,686 |
100 |
4.822 |
3.882 |
0.940 |
21.4% |
0.117 |
2.7% |
55% |
False |
False |
9,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.753 |
2.618 |
4.630 |
1.618 |
4.555 |
1.000 |
4.509 |
0.618 |
4.480 |
HIGH |
4.434 |
0.618 |
4.405 |
0.500 |
4.397 |
0.382 |
4.388 |
LOW |
4.359 |
0.618 |
4.313 |
1.000 |
4.284 |
1.618 |
4.238 |
2.618 |
4.163 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.398 |
4.451 |
PP |
4.397 |
4.434 |
S1 |
4.397 |
4.416 |
|