NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.267 |
4.222 |
-0.045 |
-1.1% |
4.444 |
High |
4.280 |
4.248 |
-0.032 |
-0.7% |
4.596 |
Low |
4.187 |
4.149 |
-0.038 |
-0.9% |
4.389 |
Close |
4.203 |
4.214 |
0.011 |
0.3% |
4.456 |
Range |
0.093 |
0.099 |
0.006 |
6.5% |
0.207 |
ATR |
0.129 |
0.127 |
-0.002 |
-1.6% |
0.000 |
Volume |
26,778 |
24,639 |
-2,139 |
-8.0% |
69,562 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.501 |
4.456 |
4.268 |
|
R3 |
4.402 |
4.357 |
4.241 |
|
R2 |
4.303 |
4.303 |
4.232 |
|
R1 |
4.258 |
4.258 |
4.223 |
4.231 |
PP |
4.204 |
4.204 |
4.204 |
4.190 |
S1 |
4.159 |
4.159 |
4.205 |
4.132 |
S2 |
4.105 |
4.105 |
4.196 |
|
S3 |
4.006 |
4.060 |
4.187 |
|
S4 |
3.907 |
3.961 |
4.160 |
|
|
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 |
4.149 |
0.447 |
10.6% |
0.119 |
2.8% |
15% |
False |
True |
22,298 |
10 |
4.596 |
4.149 |
0.447 |
10.6% |
0.118 |
2.8% |
15% |
False |
True |
16,165 |
20 |
4.850 |
4.149 |
0.701 |
16.6% |
0.123 |
2.9% |
9% |
False |
True |
12,277 |
40 |
4.850 |
4.078 |
0.772 |
18.3% |
0.126 |
3.0% |
18% |
False |
False |
8,852 |
60 |
4.850 |
3.980 |
0.870 |
20.6% |
0.128 |
3.0% |
27% |
False |
False |
7,073 |
80 |
4.850 |
3.942 |
0.908 |
21.5% |
0.124 |
2.9% |
30% |
False |
False |
5,731 |
100 |
4.850 |
3.942 |
0.908 |
21.5% |
0.115 |
2.7% |
30% |
False |
False |
4,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.669 |
2.618 |
4.507 |
1.618 |
4.408 |
1.000 |
4.347 |
0.618 |
4.309 |
HIGH |
4.248 |
0.618 |
4.210 |
0.500 |
4.199 |
0.382 |
4.187 |
LOW |
4.149 |
0.618 |
4.088 |
1.000 |
4.050 |
1.618 |
3.989 |
2.618 |
3.890 |
4.250 |
3.728 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.209 |
4.299 |
PP |
4.204 |
4.271 |
S1 |
4.199 |
4.242 |
|