NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.161 |
4.105 |
-0.056 |
-1.3% |
4.449 |
High |
4.161 |
4.141 |
-0.020 |
-0.5% |
4.449 |
Low |
4.101 |
4.064 |
-0.037 |
-0.9% |
4.101 |
Close |
4.121 |
4.119 |
-0.002 |
0.0% |
4.121 |
Range |
0.060 |
0.077 |
0.017 |
28.3% |
0.348 |
ATR |
0.124 |
0.121 |
-0.003 |
-2.7% |
0.000 |
Volume |
29,735 |
19,376 |
-10,359 |
-34.8% |
118,850 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.339 |
4.306 |
4.161 |
|
R3 |
4.262 |
4.229 |
4.140 |
|
R2 |
4.185 |
4.185 |
4.133 |
|
R1 |
4.152 |
4.152 |
4.126 |
4.169 |
PP |
4.108 |
4.108 |
4.108 |
4.116 |
S1 |
4.075 |
4.075 |
4.112 |
4.092 |
S2 |
4.031 |
4.031 |
4.105 |
|
S3 |
3.954 |
3.998 |
4.098 |
|
S4 |
3.877 |
3.921 |
4.077 |
|
|
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 |
4.290 |
4.064 |
0.226 |
5.5% |
0.096 |
2.3% |
24% |
False |
True |
23,617 |
10 |
4.596 |
4.064 |
0.532 |
12.9% |
0.105 |
2.5% |
10% |
False |
True |
20,130 |
20 |
4.850 |
4.064 |
0.786 |
19.1% |
0.123 |
3.0% |
7% |
False |
True |
14,109 |
40 |
4.850 |
4.064 |
0.786 |
19.1% |
0.124 |
3.0% |
7% |
False |
True |
10,142 |
60 |
4.850 |
4.064 |
0.786 |
19.1% |
0.126 |
3.1% |
7% |
False |
True |
8,053 |
80 |
4.850 |
3.942 |
0.908 |
22.0% |
0.126 |
3.1% |
19% |
False |
False |
6,521 |
100 |
4.850 |
3.942 |
0.908 |
22.0% |
0.114 |
2.8% |
19% |
False |
False |
5,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.468 |
2.618 |
4.343 |
1.618 |
4.266 |
1.000 |
4.218 |
0.618 |
4.189 |
HIGH |
4.141 |
0.618 |
4.112 |
0.500 |
4.103 |
0.382 |
4.093 |
LOW |
4.064 |
0.618 |
4.016 |
1.000 |
3.987 |
1.618 |
3.939 |
2.618 |
3.862 |
4.250 |
3.737 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.114 |
4.177 |
PP |
4.108 |
4.158 |
S1 |
4.103 |
4.138 |
|