NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.482 |
4.449 |
-0.033 |
-0.7% |
4.444 |
High |
4.488 |
4.449 |
-0.039 |
-0.9% |
4.596 |
Low |
4.420 |
4.263 |
-0.157 |
-3.6% |
4.389 |
Close |
4.456 |
4.267 |
-0.189 |
-4.2% |
4.456 |
Range |
0.068 |
0.186 |
0.118 |
173.5% |
0.207 |
ATR |
0.127 |
0.131 |
0.005 |
3.7% |
0.000 |
Volume |
18,591 |
20,141 |
1,550 |
8.3% |
69,562 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.884 |
4.762 |
4.369 |
|
R3 |
4.698 |
4.576 |
4.318 |
|
R2 |
4.512 |
4.512 |
4.301 |
|
R1 |
4.390 |
4.390 |
4.284 |
4.358 |
PP |
4.326 |
4.326 |
4.326 |
4.311 |
S1 |
4.204 |
4.204 |
4.250 |
4.172 |
S2 |
4.140 |
4.140 |
4.233 |
|
S3 |
3.954 |
4.018 |
4.216 |
|
S4 |
3.768 |
3.832 |
4.165 |
|
|
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 |
4.263 |
0.333 |
7.8% |
0.114 |
2.7% |
1% |
False |
True |
16,643 |
10 |
4.698 |
4.263 |
0.435 |
10.2% |
0.130 |
3.1% |
1% |
False |
True |
12,574 |
20 |
4.850 |
4.263 |
0.587 |
13.8% |
0.127 |
3.0% |
1% |
False |
True |
10,583 |
40 |
4.850 |
4.078 |
0.772 |
18.1% |
0.128 |
3.0% |
24% |
False |
False |
7,818 |
60 |
4.850 |
3.980 |
0.870 |
20.4% |
0.129 |
3.0% |
33% |
False |
False |
6,287 |
80 |
4.850 |
3.942 |
0.908 |
21.3% |
0.124 |
2.9% |
36% |
False |
False |
5,130 |
100 |
4.850 |
3.942 |
0.908 |
21.3% |
0.115 |
2.7% |
36% |
False |
False |
4,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.240 |
2.618 |
4.936 |
1.618 |
4.750 |
1.000 |
4.635 |
0.618 |
4.564 |
HIGH |
4.449 |
0.618 |
4.378 |
0.500 |
4.356 |
0.382 |
4.334 |
LOW |
4.263 |
0.618 |
4.148 |
1.000 |
4.077 |
1.618 |
3.962 |
2.618 |
3.776 |
4.250 |
3.473 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.356 |
4.430 |
PP |
4.326 |
4.375 |
S1 |
4.297 |
4.321 |
|