NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.120 |
4.143 |
0.023 |
0.6% |
4.449 |
High |
4.172 |
4.167 |
-0.005 |
-0.1% |
4.449 |
Low |
4.077 |
4.083 |
0.006 |
0.1% |
4.101 |
Close |
4.153 |
4.088 |
-0.065 |
-1.6% |
4.121 |
Range |
0.095 |
0.084 |
-0.011 |
-11.6% |
0.348 |
ATR |
0.119 |
0.117 |
-0.003 |
-2.1% |
0.000 |
Volume |
11,724 |
17,189 |
5,465 |
46.6% |
118,850 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.365 |
4.310 |
4.134 |
|
R3 |
4.281 |
4.226 |
4.111 |
|
R2 |
4.197 |
4.197 |
4.103 |
|
R1 |
4.142 |
4.142 |
4.096 |
4.128 |
PP |
4.113 |
4.113 |
4.113 |
4.105 |
S1 |
4.058 |
4.058 |
4.080 |
4.044 |
S2 |
4.029 |
4.029 |
4.073 |
|
S3 |
3.945 |
3.974 |
4.065 |
|
S4 |
3.861 |
3.890 |
4.042 |
|
|
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% |
0.093 |
2.3% |
11% |
False |
False |
19,116 |
10 |
4.596 |
4.064 |
0.532 |
13.0% |
0.106 |
2.6% |
5% |
False |
False |
20,707 |
20 |
4.850 |
4.064 |
0.786 |
19.2% |
0.120 |
2.9% |
3% |
False |
False |
15,103 |
40 |
4.850 |
4.064 |
0.786 |
19.2% |
0.120 |
2.9% |
3% |
False |
False |
10,606 |
60 |
4.850 |
4.064 |
0.786 |
19.2% |
0.124 |
3.0% |
3% |
False |
False |
8,454 |
80 |
4.850 |
3.942 |
0.908 |
22.2% |
0.125 |
3.1% |
16% |
False |
False |
6,857 |
100 |
4.850 |
3.942 |
0.908 |
22.2% |
0.115 |
2.8% |
16% |
False |
False |
5,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.524 |
2.618 |
4.387 |
1.618 |
4.303 |
1.000 |
4.251 |
0.618 |
4.219 |
HIGH |
4.167 |
0.618 |
4.135 |
0.500 |
4.125 |
0.382 |
4.115 |
LOW |
4.083 |
0.618 |
4.031 |
1.000 |
3.999 |
1.618 |
3.947 |
2.618 |
3.863 |
4.250 |
3.726 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.125 |
4.118 |
PP |
4.113 |
4.108 |
S1 |
4.100 |
4.098 |
|