NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.508 |
4.465 |
-0.043 |
-1.0% |
4.837 |
High |
4.514 |
4.543 |
0.029 |
0.6% |
4.850 |
Low |
4.430 |
4.459 |
0.029 |
0.7% |
4.363 |
Close |
4.457 |
4.539 |
0.082 |
1.8% |
4.425 |
Range |
0.084 |
0.084 |
0.000 |
0.0% |
0.487 |
ATR |
0.133 |
0.130 |
-0.003 |
-2.5% |
0.000 |
Volume |
12,317 |
10,823 |
-1,494 |
-12.1% |
47,903 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.766 |
4.736 |
4.585 |
|
R3 |
4.682 |
4.652 |
4.562 |
|
R2 |
4.598 |
4.598 |
4.554 |
|
R1 |
4.568 |
4.568 |
4.547 |
4.583 |
PP |
4.514 |
4.514 |
4.514 |
4.521 |
S1 |
4.484 |
4.484 |
4.531 |
4.499 |
S2 |
4.430 |
4.430 |
4.524 |
|
S3 |
4.346 |
4.400 |
4.516 |
|
S4 |
4.262 |
4.316 |
4.493 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.007 |
5.703 |
4.693 |
|
R3 |
5.520 |
5.216 |
4.559 |
|
R2 |
5.033 |
5.033 |
4.514 |
|
R1 |
4.729 |
4.729 |
4.470 |
4.638 |
PP |
4.546 |
4.546 |
4.546 |
4.500 |
S1 |
4.242 |
4.242 |
4.380 |
4.151 |
S2 |
4.059 |
4.059 |
4.336 |
|
S3 |
3.572 |
3.755 |
4.291 |
|
S4 |
3.085 |
3.268 |
4.157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.582 |
4.363 |
0.219 |
4.8% |
0.118 |
2.6% |
80% |
False |
False |
10,032 |
10 |
4.850 |
4.363 |
0.487 |
10.7% |
0.134 |
2.9% |
36% |
False |
False |
9,500 |
20 |
4.850 |
4.363 |
0.487 |
10.7% |
0.130 |
2.9% |
36% |
False |
False |
8,874 |
40 |
4.850 |
4.078 |
0.772 |
17.0% |
0.130 |
2.9% |
60% |
False |
False |
6,781 |
60 |
4.850 |
3.980 |
0.870 |
19.2% |
0.129 |
2.8% |
64% |
False |
False |
5,390 |
80 |
4.850 |
3.942 |
0.908 |
20.0% |
0.121 |
2.7% |
66% |
False |
False |
4,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.900 |
2.618 |
4.763 |
1.618 |
4.679 |
1.000 |
4.627 |
0.618 |
4.595 |
HIGH |
4.543 |
0.618 |
4.511 |
0.500 |
4.501 |
0.382 |
4.491 |
LOW |
4.459 |
0.618 |
4.407 |
1.000 |
4.375 |
1.618 |
4.323 |
2.618 |
4.239 |
4.250 |
4.102 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.526 |
4.516 |
PP |
4.514 |
4.492 |
S1 |
4.501 |
4.469 |
|