NYMEX Natural Gas Future May 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 |
4.213 |
4.160 |
-0.053 |
-1.3% |
4.395 |
High |
4.220 |
4.187 |
-0.033 |
-0.8% |
4.543 |
Low |
4.123 |
4.089 |
-0.034 |
-0.8% |
4.346 |
Close |
4.139 |
4.149 |
0.010 |
0.2% |
4.399 |
Range |
0.097 |
0.098 |
0.001 |
1.0% |
0.197 |
ATR |
0.134 |
0.132 |
-0.003 |
-1.9% |
0.000 |
Volume |
89,440 |
83,853 |
-5,587 |
-6.2% |
124,171 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.390 |
4.203 |
|
R3 |
4.338 |
4.292 |
4.176 |
|
R2 |
4.240 |
4.240 |
4.167 |
|
R1 |
4.194 |
4.194 |
4.158 |
4.168 |
PP |
4.142 |
4.142 |
4.142 |
4.129 |
S1 |
4.096 |
4.096 |
4.140 |
4.070 |
S2 |
4.044 |
4.044 |
4.131 |
|
S3 |
3.946 |
3.998 |
4.122 |
|
S4 |
3.848 |
3.900 |
4.095 |
|
|
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 |
4.089 |
0.454 |
10.9% |
0.117 |
2.8% |
13% |
False |
True |
58,426 |
10 |
4.543 |
4.089 |
0.454 |
10.9% |
0.120 |
2.9% |
13% |
False |
True |
38,798 |
20 |
4.822 |
4.089 |
0.733 |
17.7% |
0.126 |
3.0% |
8% |
False |
True |
30,345 |
40 |
4.822 |
4.020 |
0.802 |
19.3% |
0.130 |
3.1% |
16% |
False |
False |
20,829 |
60 |
4.822 |
3.919 |
0.903 |
21.8% |
0.132 |
3.2% |
25% |
False |
False |
16,409 |
80 |
4.822 |
3.882 |
0.940 |
22.7% |
0.128 |
3.1% |
28% |
False |
False |
13,341 |
100 |
4.822 |
3.882 |
0.940 |
22.7% |
0.117 |
2.8% |
28% |
False |
False |
11,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.604 |
2.618 |
4.444 |
1.618 |
4.346 |
1.000 |
4.285 |
0.618 |
4.248 |
HIGH |
4.187 |
0.618 |
4.150 |
0.500 |
4.138 |
0.382 |
4.126 |
LOW |
4.089 |
0.618 |
4.028 |
1.000 |
3.991 |
1.618 |
3.930 |
2.618 |
3.832 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.145 |
4.227 |
PP |
4.142 |
4.201 |
S1 |
4.138 |
4.175 |
|