NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.449 |
4.267 |
-0.182 |
-4.1% |
4.444 |
High |
4.449 |
4.280 |
-0.169 |
-3.8% |
4.596 |
Low |
4.263 |
4.187 |
-0.076 |
-1.8% |
4.389 |
Close |
4.267 |
4.203 |
-0.064 |
-1.5% |
4.456 |
Range |
0.186 |
0.093 |
-0.093 |
-50.0% |
0.207 |
ATR |
0.131 |
0.129 |
-0.003 |
-2.1% |
0.000 |
Volume |
20,141 |
26,778 |
6,637 |
33.0% |
69,562 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.502 |
4.446 |
4.254 |
|
R3 |
4.409 |
4.353 |
4.229 |
|
R2 |
4.316 |
4.316 |
4.220 |
|
R1 |
4.260 |
4.260 |
4.212 |
4.242 |
PP |
4.223 |
4.223 |
4.223 |
4.214 |
S1 |
4.167 |
4.167 |
4.194 |
4.149 |
S2 |
4.130 |
4.130 |
4.186 |
|
S3 |
4.037 |
4.074 |
4.177 |
|
S4 |
3.944 |
3.981 |
4.152 |
|
|
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 |
4.187 |
0.409 |
9.7% |
0.116 |
2.8% |
4% |
False |
True |
19,535 |
10 |
4.614 |
4.187 |
0.427 |
10.2% |
0.122 |
2.9% |
4% |
False |
True |
14,440 |
20 |
4.850 |
4.187 |
0.663 |
15.8% |
0.126 |
3.0% |
2% |
False |
True |
11,479 |
40 |
4.850 |
4.078 |
0.772 |
18.4% |
0.128 |
3.0% |
16% |
False |
False |
8,367 |
60 |
4.850 |
3.980 |
0.870 |
20.7% |
0.128 |
3.0% |
26% |
False |
False |
6,697 |
80 |
4.850 |
3.942 |
0.908 |
21.6% |
0.124 |
2.9% |
29% |
False |
False |
5,448 |
100 |
4.850 |
3.942 |
0.908 |
21.6% |
0.114 |
2.7% |
29% |
False |
False |
4,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.675 |
2.618 |
4.523 |
1.618 |
4.430 |
1.000 |
4.373 |
0.618 |
4.337 |
HIGH |
4.280 |
0.618 |
4.244 |
0.500 |
4.234 |
0.382 |
4.223 |
LOW |
4.187 |
0.618 |
4.130 |
1.000 |
4.094 |
1.618 |
4.037 |
2.618 |
3.944 |
4.250 |
3.792 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.234 |
4.338 |
PP |
4.223 |
4.293 |
S1 |
4.213 |
4.248 |
|