NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.085 |
4.032 |
-0.053 |
-1.3% |
4.360 |
High |
4.107 |
4.077 |
-0.030 |
-0.7% |
4.364 |
Low |
4.037 |
4.000 |
-0.037 |
-0.9% |
4.037 |
Close |
4.052 |
4.056 |
0.004 |
0.1% |
4.052 |
Range |
0.070 |
0.077 |
0.007 |
10.0% |
0.327 |
ATR |
0.130 |
0.126 |
-0.004 |
-2.9% |
0.000 |
Volume |
91,097 |
73,176 |
-17,921 |
-19.7% |
398,908 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.275 |
4.243 |
4.098 |
|
R3 |
4.198 |
4.166 |
4.077 |
|
R2 |
4.121 |
4.121 |
4.070 |
|
R1 |
4.089 |
4.089 |
4.063 |
4.105 |
PP |
4.044 |
4.044 |
4.044 |
4.053 |
S1 |
4.012 |
4.012 |
4.049 |
4.028 |
S2 |
3.967 |
3.967 |
4.042 |
|
S3 |
3.890 |
3.935 |
4.035 |
|
S4 |
3.813 |
3.858 |
4.014 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.132 |
4.919 |
4.232 |
|
R3 |
4.805 |
4.592 |
4.142 |
|
R2 |
4.478 |
4.478 |
4.112 |
|
R1 |
4.265 |
4.265 |
4.082 |
4.208 |
PP |
4.151 |
4.151 |
4.151 |
4.123 |
S1 |
3.938 |
3.938 |
4.022 |
3.881 |
S2 |
3.824 |
3.824 |
3.992 |
|
S3 |
3.497 |
3.611 |
3.962 |
|
S4 |
3.170 |
3.284 |
3.872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.249 |
4.000 |
0.249 |
6.1% |
0.102 |
2.5% |
22% |
False |
True |
84,606 |
10 |
4.543 |
4.000 |
0.543 |
13.4% |
0.108 |
2.7% |
10% |
False |
True |
58,109 |
20 |
4.822 |
4.000 |
0.822 |
20.3% |
0.127 |
3.1% |
7% |
False |
True |
38,666 |
40 |
4.822 |
4.000 |
0.822 |
20.3% |
0.130 |
3.2% |
7% |
False |
True |
26,377 |
60 |
4.822 |
4.000 |
0.822 |
20.3% |
0.130 |
3.2% |
7% |
False |
True |
20,336 |
80 |
4.822 |
3.882 |
0.940 |
23.2% |
0.131 |
3.2% |
19% |
False |
False |
16,361 |
100 |
4.822 |
3.882 |
0.940 |
23.2% |
0.118 |
2.9% |
19% |
False |
False |
13,614 |
120 |
4.822 |
3.882 |
0.940 |
23.2% |
0.113 |
2.8% |
19% |
False |
False |
11,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.404 |
2.618 |
4.279 |
1.618 |
4.202 |
1.000 |
4.154 |
0.618 |
4.125 |
HIGH |
4.077 |
0.618 |
4.048 |
0.500 |
4.039 |
0.382 |
4.029 |
LOW |
4.000 |
0.618 |
3.952 |
1.000 |
3.923 |
1.618 |
3.875 |
2.618 |
3.798 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.050 |
4.125 |
PP |
4.044 |
4.102 |
S1 |
4.039 |
4.079 |
|