NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.230 |
4.161 |
-0.069 |
-1.6% |
4.449 |
High |
4.290 |
4.161 |
-0.129 |
-3.0% |
4.449 |
Low |
4.140 |
4.101 |
-0.039 |
-0.9% |
4.101 |
Close |
4.175 |
4.121 |
-0.054 |
-1.3% |
4.121 |
Range |
0.150 |
0.060 |
-0.090 |
-60.0% |
0.348 |
ATR |
0.128 |
0.124 |
-0.004 |
-3.0% |
0.000 |
Volume |
17,557 |
29,735 |
12,178 |
69.4% |
118,850 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.308 |
4.274 |
4.154 |
|
R3 |
4.248 |
4.214 |
4.138 |
|
R2 |
4.188 |
4.188 |
4.132 |
|
R1 |
4.154 |
4.154 |
4.127 |
4.141 |
PP |
4.128 |
4.128 |
4.128 |
4.121 |
S1 |
4.094 |
4.094 |
4.116 |
4.081 |
S2 |
4.068 |
4.068 |
4.110 |
|
S3 |
4.008 |
4.034 |
4.105 |
|
S4 |
3.948 |
3.974 |
4.088 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.268 |
5.042 |
4.312 |
|
R3 |
4.920 |
4.694 |
4.217 |
|
R2 |
4.572 |
4.572 |
4.185 |
|
R1 |
4.346 |
4.346 |
4.153 |
4.285 |
PP |
4.224 |
4.224 |
4.224 |
4.193 |
S1 |
3.998 |
3.998 |
4.089 |
3.937 |
S2 |
3.876 |
3.876 |
4.057 |
|
S3 |
3.528 |
3.650 |
4.025 |
|
S4 |
3.180 |
3.302 |
3.930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.449 |
4.101 |
0.348 |
8.4% |
0.118 |
2.9% |
6% |
False |
True |
23,770 |
10 |
4.596 |
4.101 |
0.495 |
12.0% |
0.113 |
2.7% |
4% |
False |
True |
18,841 |
20 |
4.850 |
4.101 |
0.749 |
18.2% |
0.124 |
3.0% |
3% |
False |
True |
13,652 |
40 |
4.850 |
4.078 |
0.772 |
18.7% |
0.126 |
3.1% |
6% |
False |
False |
9,741 |
60 |
4.850 |
4.039 |
0.811 |
19.7% |
0.128 |
3.1% |
10% |
False |
False |
7,793 |
80 |
4.850 |
3.942 |
0.908 |
22.0% |
0.126 |
3.0% |
20% |
False |
False |
6,288 |
100 |
4.850 |
3.942 |
0.908 |
22.0% |
0.115 |
2.8% |
20% |
False |
False |
5,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.416 |
2.618 |
4.318 |
1.618 |
4.258 |
1.000 |
4.221 |
0.618 |
4.198 |
HIGH |
4.161 |
0.618 |
4.138 |
0.500 |
4.131 |
0.382 |
4.124 |
LOW |
4.101 |
0.618 |
4.064 |
1.000 |
4.041 |
1.618 |
4.004 |
2.618 |
3.944 |
4.250 |
3.846 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.131 |
4.196 |
PP |
4.128 |
4.171 |
S1 |
4.124 |
4.146 |
|