NYMEX Natural Gas Future May 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 |
4.160 |
4.170 |
0.010 |
0.2% |
4.395 |
High |
4.187 |
4.249 |
0.062 |
1.5% |
4.543 |
Low |
4.089 |
4.081 |
-0.008 |
-0.2% |
4.346 |
Close |
4.149 |
4.110 |
-0.039 |
-0.9% |
4.399 |
Range |
0.098 |
0.168 |
0.070 |
71.4% |
0.197 |
ATR |
0.132 |
0.134 |
0.003 |
2.0% |
0.000 |
Volume |
83,853 |
85,466 |
1,613 |
1.9% |
124,171 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.651 |
4.548 |
4.202 |
|
R3 |
4.483 |
4.380 |
4.156 |
|
R2 |
4.315 |
4.315 |
4.141 |
|
R1 |
4.212 |
4.212 |
4.125 |
4.180 |
PP |
4.147 |
4.147 |
4.147 |
4.130 |
S1 |
4.044 |
4.044 |
4.095 |
4.012 |
S2 |
3.979 |
3.979 |
4.079 |
|
S3 |
3.811 |
3.876 |
4.064 |
|
S4 |
3.643 |
3.708 |
4.018 |
|
|
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 |
4.434 |
4.081 |
0.353 |
8.6% |
0.120 |
2.9% |
8% |
False |
True |
68,365 |
10 |
4.543 |
4.081 |
0.462 |
11.2% |
0.120 |
2.9% |
6% |
False |
True |
45,080 |
20 |
4.822 |
4.081 |
0.741 |
18.0% |
0.130 |
3.2% |
4% |
False |
True |
33,509 |
40 |
4.822 |
4.020 |
0.802 |
19.5% |
0.132 |
3.2% |
11% |
False |
False |
22,684 |
60 |
4.822 |
3.978 |
0.844 |
20.5% |
0.133 |
3.2% |
16% |
False |
False |
17,754 |
80 |
4.822 |
3.882 |
0.940 |
22.9% |
0.130 |
3.2% |
24% |
False |
False |
14,369 |
100 |
4.822 |
3.882 |
0.940 |
22.9% |
0.118 |
2.9% |
24% |
False |
False |
12,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.963 |
2.618 |
4.689 |
1.618 |
4.521 |
1.000 |
4.417 |
0.618 |
4.353 |
HIGH |
4.249 |
0.618 |
4.185 |
0.500 |
4.165 |
0.382 |
4.145 |
LOW |
4.081 |
0.618 |
3.977 |
1.000 |
3.913 |
1.618 |
3.809 |
2.618 |
3.641 |
4.250 |
3.367 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.165 |
PP |
4.147 |
4.147 |
S1 |
4.128 |
4.128 |
|