NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
3.952 |
4.065 |
0.113 |
2.9% |
3.968 |
High |
4.106 |
4.171 |
0.065 |
1.6% |
4.106 |
Low |
3.898 |
4.025 |
0.127 |
3.3% |
3.894 |
Close |
4.073 |
4.110 |
0.037 |
0.9% |
4.073 |
Range |
0.208 |
0.146 |
-0.062 |
-29.8% |
0.212 |
ATR |
0.126 |
0.128 |
0.001 |
1.1% |
0.000 |
Volume |
34,010 |
43,013 |
9,003 |
26.5% |
112,181 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.540 |
4.471 |
4.190 |
|
R3 |
4.394 |
4.325 |
4.150 |
|
R2 |
4.248 |
4.248 |
4.137 |
|
R1 |
4.179 |
4.179 |
4.123 |
4.214 |
PP |
4.102 |
4.102 |
4.102 |
4.119 |
S1 |
4.033 |
4.033 |
4.097 |
4.068 |
S2 |
3.956 |
3.956 |
4.083 |
|
S3 |
3.810 |
3.887 |
4.070 |
|
S4 |
3.664 |
3.741 |
4.030 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.660 |
4.579 |
4.190 |
|
R3 |
4.448 |
4.367 |
4.131 |
|
R2 |
4.236 |
4.236 |
4.112 |
|
R1 |
4.155 |
4.155 |
4.092 |
4.196 |
PP |
4.024 |
4.024 |
4.024 |
4.045 |
S1 |
3.943 |
3.943 |
4.054 |
3.984 |
S2 |
3.812 |
3.812 |
4.034 |
|
S3 |
3.600 |
3.731 |
4.015 |
|
S4 |
3.388 |
3.519 |
3.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.171 |
3.894 |
0.277 |
6.7% |
0.150 |
3.7% |
78% |
True |
False |
31,038 |
10 |
4.171 |
3.894 |
0.277 |
6.7% |
0.119 |
2.9% |
78% |
True |
False |
35,916 |
20 |
4.543 |
3.894 |
0.649 |
15.8% |
0.118 |
2.9% |
33% |
False |
False |
44,112 |
40 |
4.822 |
3.894 |
0.928 |
22.6% |
0.127 |
3.1% |
23% |
False |
False |
32,117 |
60 |
4.822 |
3.894 |
0.928 |
22.6% |
0.129 |
3.1% |
23% |
False |
False |
24,226 |
80 |
4.822 |
3.894 |
0.928 |
22.6% |
0.129 |
3.1% |
23% |
False |
False |
19,582 |
100 |
4.822 |
3.882 |
0.940 |
22.9% |
0.123 |
3.0% |
24% |
False |
False |
16,267 |
120 |
4.822 |
3.882 |
0.940 |
22.9% |
0.115 |
2.8% |
24% |
False |
False |
13,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.792 |
2.618 |
4.553 |
1.618 |
4.407 |
1.000 |
4.317 |
0.618 |
4.261 |
HIGH |
4.171 |
0.618 |
4.115 |
0.500 |
4.098 |
0.382 |
4.081 |
LOW |
4.025 |
0.618 |
3.935 |
1.000 |
3.879 |
1.618 |
3.789 |
2.618 |
3.643 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.106 |
4.084 |
PP |
4.102 |
4.058 |
S1 |
4.098 |
4.033 |
|