NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.105 |
4.120 |
0.015 |
0.4% |
4.449 |
High |
4.141 |
4.172 |
0.031 |
0.7% |
4.449 |
Low |
4.064 |
4.077 |
0.013 |
0.3% |
4.101 |
Close |
4.119 |
4.153 |
0.034 |
0.8% |
4.121 |
Range |
0.077 |
0.095 |
0.018 |
23.4% |
0.348 |
ATR |
0.121 |
0.119 |
-0.002 |
-1.5% |
0.000 |
Volume |
19,376 |
11,724 |
-7,652 |
-39.5% |
118,850 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.419 |
4.381 |
4.205 |
|
R3 |
4.324 |
4.286 |
4.179 |
|
R2 |
4.229 |
4.229 |
4.170 |
|
R1 |
4.191 |
4.191 |
4.162 |
4.210 |
PP |
4.134 |
4.134 |
4.134 |
4.144 |
S1 |
4.096 |
4.096 |
4.144 |
4.115 |
S2 |
4.039 |
4.039 |
4.136 |
|
S3 |
3.944 |
4.001 |
4.127 |
|
S4 |
3.849 |
3.906 |
4.101 |
|
|
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 |
5.4% |
0.096 |
2.3% |
39% |
False |
False |
20,606 |
10 |
4.596 |
4.064 |
0.532 |
12.8% |
0.106 |
2.6% |
17% |
False |
False |
20,070 |
20 |
4.850 |
4.064 |
0.786 |
18.9% |
0.122 |
2.9% |
11% |
False |
False |
14,506 |
40 |
4.850 |
4.064 |
0.786 |
18.9% |
0.123 |
3.0% |
11% |
False |
False |
10,300 |
60 |
4.850 |
4.064 |
0.786 |
18.9% |
0.125 |
3.0% |
11% |
False |
False |
8,205 |
80 |
4.850 |
3.942 |
0.908 |
21.9% |
0.125 |
3.0% |
23% |
False |
False |
6,661 |
100 |
4.850 |
3.942 |
0.908 |
21.9% |
0.115 |
2.8% |
23% |
False |
False |
5,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.576 |
2.618 |
4.421 |
1.618 |
4.326 |
1.000 |
4.267 |
0.618 |
4.231 |
HIGH |
4.172 |
0.618 |
4.136 |
0.500 |
4.125 |
0.382 |
4.113 |
LOW |
4.077 |
0.618 |
4.018 |
1.000 |
3.982 |
1.618 |
3.923 |
2.618 |
3.828 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.144 |
4.141 |
PP |
4.134 |
4.130 |
S1 |
4.125 |
4.118 |
|