NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.550 |
4.482 |
-0.068 |
-1.5% |
4.444 |
High |
4.596 |
4.488 |
-0.108 |
-2.3% |
4.596 |
Low |
4.447 |
4.420 |
-0.027 |
-0.6% |
4.389 |
Close |
4.461 |
4.456 |
-0.005 |
-0.1% |
4.456 |
Range |
0.149 |
0.068 |
-0.081 |
-54.4% |
0.207 |
ATR |
0.131 |
0.127 |
-0.005 |
-3.4% |
0.000 |
Volume |
21,345 |
18,591 |
-2,754 |
-12.9% |
69,562 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.659 |
4.625 |
4.493 |
|
R3 |
4.591 |
4.557 |
4.475 |
|
R2 |
4.523 |
4.523 |
4.468 |
|
R1 |
4.489 |
4.489 |
4.462 |
4.472 |
PP |
4.455 |
4.455 |
4.455 |
4.446 |
S1 |
4.421 |
4.421 |
4.450 |
4.404 |
S2 |
4.387 |
4.387 |
4.444 |
|
S3 |
4.319 |
4.353 |
4.437 |
|
S4 |
4.251 |
4.285 |
4.419 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.101 |
4.986 |
4.570 |
|
R3 |
4.894 |
4.779 |
4.513 |
|
R2 |
4.687 |
4.687 |
4.494 |
|
R1 |
4.572 |
4.572 |
4.475 |
4.630 |
PP |
4.480 |
4.480 |
4.480 |
4.509 |
S1 |
4.365 |
4.365 |
4.437 |
4.423 |
S2 |
4.273 |
4.273 |
4.418 |
|
S3 |
4.066 |
4.158 |
4.399 |
|
S4 |
3.859 |
3.951 |
4.342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.596 |
4.389 |
0.207 |
4.6% |
0.109 |
2.4% |
32% |
False |
False |
13,912 |
10 |
4.850 |
4.363 |
0.487 |
10.9% |
0.131 |
2.9% |
19% |
False |
False |
11,746 |
20 |
4.850 |
4.363 |
0.487 |
10.9% |
0.124 |
2.8% |
19% |
False |
False |
9,948 |
40 |
4.850 |
4.078 |
0.772 |
17.3% |
0.128 |
2.9% |
49% |
False |
False |
7,508 |
60 |
4.850 |
3.980 |
0.870 |
19.5% |
0.128 |
2.9% |
55% |
False |
False |
5,976 |
80 |
4.850 |
3.942 |
0.908 |
20.4% |
0.122 |
2.7% |
57% |
False |
False |
4,904 |
100 |
4.850 |
3.942 |
0.908 |
20.4% |
0.114 |
2.6% |
57% |
False |
False |
4,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.777 |
2.618 |
4.666 |
1.618 |
4.598 |
1.000 |
4.556 |
0.618 |
4.530 |
HIGH |
4.488 |
0.618 |
4.462 |
0.500 |
4.454 |
0.382 |
4.446 |
LOW |
4.420 |
0.618 |
4.378 |
1.000 |
4.352 |
1.618 |
4.310 |
2.618 |
4.242 |
4.250 |
4.131 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.455 |
4.508 |
PP |
4.455 |
4.491 |
S1 |
4.454 |
4.473 |
|