NYMEX Natural Gas Future May 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 |
4.360 |
4.213 |
-0.147 |
-3.4% |
4.395 |
High |
4.364 |
4.220 |
-0.144 |
-3.3% |
4.543 |
Low |
4.200 |
4.123 |
-0.077 |
-1.8% |
4.346 |
Close |
4.204 |
4.139 |
-0.065 |
-1.5% |
4.399 |
Range |
0.164 |
0.097 |
-0.067 |
-40.9% |
0.197 |
ATR |
0.137 |
0.134 |
-0.003 |
-2.1% |
0.000 |
Volume |
49,052 |
89,440 |
40,388 |
82.3% |
124,171 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.392 |
4.192 |
|
R3 |
4.355 |
4.295 |
4.166 |
|
R2 |
4.258 |
4.258 |
4.157 |
|
R1 |
4.198 |
4.198 |
4.148 |
4.180 |
PP |
4.161 |
4.161 |
4.161 |
4.151 |
S1 |
4.101 |
4.101 |
4.130 |
4.083 |
S2 |
4.064 |
4.064 |
4.121 |
|
S3 |
3.967 |
4.004 |
4.112 |
|
S4 |
3.870 |
3.907 |
4.086 |
|
|
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 |
4.123 |
0.420 |
10.1% |
0.115 |
2.8% |
4% |
False |
True |
45,468 |
10 |
4.575 |
4.123 |
0.452 |
10.9% |
0.123 |
3.0% |
4% |
False |
True |
32,268 |
20 |
4.822 |
4.123 |
0.699 |
16.9% |
0.130 |
3.1% |
2% |
False |
True |
27,335 |
40 |
4.822 |
4.020 |
0.802 |
19.4% |
0.132 |
3.2% |
15% |
False |
False |
18,974 |
60 |
4.822 |
3.919 |
0.903 |
21.8% |
0.132 |
3.2% |
24% |
False |
False |
15,124 |
80 |
4.822 |
3.882 |
0.940 |
22.7% |
0.128 |
3.1% |
27% |
False |
False |
12,331 |
100 |
4.822 |
3.882 |
0.940 |
22.7% |
0.117 |
2.8% |
27% |
False |
False |
10,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.632 |
2.618 |
4.474 |
1.618 |
4.377 |
1.000 |
4.317 |
0.618 |
4.280 |
HIGH |
4.220 |
0.618 |
4.183 |
0.500 |
4.172 |
0.382 |
4.160 |
LOW |
4.123 |
0.618 |
4.063 |
1.000 |
4.026 |
1.618 |
3.966 |
2.618 |
3.869 |
4.250 |
3.711 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.172 |
4.279 |
PP |
4.161 |
4.232 |
S1 |
4.150 |
4.186 |
|