NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.222 |
4.230 |
0.008 |
0.2% |
4.444 |
High |
4.248 |
4.290 |
0.042 |
1.0% |
4.596 |
Low |
4.149 |
4.140 |
-0.009 |
-0.2% |
4.389 |
Close |
4.214 |
4.175 |
-0.039 |
-0.9% |
4.456 |
Range |
0.099 |
0.150 |
0.051 |
51.5% |
0.207 |
ATR |
0.127 |
0.128 |
0.002 |
1.3% |
0.000 |
Volume |
24,639 |
17,557 |
-7,082 |
-28.7% |
69,562 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.652 |
4.563 |
4.258 |
|
R3 |
4.502 |
4.413 |
4.216 |
|
R2 |
4.352 |
4.352 |
4.203 |
|
R1 |
4.263 |
4.263 |
4.189 |
4.233 |
PP |
4.202 |
4.202 |
4.202 |
4.186 |
S1 |
4.113 |
4.113 |
4.161 |
4.083 |
S2 |
4.052 |
4.052 |
4.148 |
|
S3 |
3.902 |
3.963 |
4.134 |
|
S4 |
3.752 |
3.813 |
4.093 |
|
|
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 |
4.488 |
4.140 |
0.348 |
8.3% |
0.119 |
2.9% |
10% |
False |
True |
21,541 |
10 |
4.596 |
4.140 |
0.456 |
10.9% |
0.117 |
2.8% |
8% |
False |
True |
16,742 |
20 |
4.850 |
4.140 |
0.710 |
17.0% |
0.126 |
3.0% |
5% |
False |
True |
12,757 |
40 |
4.850 |
4.078 |
0.772 |
18.5% |
0.126 |
3.0% |
13% |
False |
False |
9,147 |
60 |
4.850 |
4.033 |
0.817 |
19.6% |
0.128 |
3.1% |
17% |
False |
False |
7,327 |
80 |
4.850 |
3.942 |
0.908 |
21.7% |
0.126 |
3.0% |
26% |
False |
False |
5,930 |
100 |
4.850 |
3.942 |
0.908 |
21.7% |
0.115 |
2.8% |
26% |
False |
False |
5,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.928 |
2.618 |
4.683 |
1.618 |
4.533 |
1.000 |
4.440 |
0.618 |
4.383 |
HIGH |
4.290 |
0.618 |
4.233 |
0.500 |
4.215 |
0.382 |
4.197 |
LOW |
4.140 |
0.618 |
4.047 |
1.000 |
3.990 |
1.618 |
3.897 |
2.618 |
3.747 |
4.250 |
3.503 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.215 |
4.215 |
PP |
4.202 |
4.202 |
S1 |
4.188 |
4.188 |
|