NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.087 |
4.032 |
-0.055 |
-1.3% |
4.105 |
High |
4.105 |
4.057 |
-0.048 |
-1.2% |
4.172 |
Low |
3.995 |
4.001 |
0.006 |
0.2% |
3.995 |
Close |
4.030 |
4.037 |
0.007 |
0.2% |
4.037 |
Range |
0.110 |
0.056 |
-0.054 |
-49.1% |
0.177 |
ATR |
0.116 |
0.112 |
-0.004 |
-3.7% |
0.000 |
Volume |
12,191 |
14,825 |
2,634 |
21.6% |
75,305 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.200 |
4.174 |
4.068 |
|
R3 |
4.144 |
4.118 |
4.052 |
|
R2 |
4.088 |
4.088 |
4.047 |
|
R1 |
4.062 |
4.062 |
4.042 |
4.075 |
PP |
4.032 |
4.032 |
4.032 |
4.038 |
S1 |
4.006 |
4.006 |
4.032 |
4.019 |
S2 |
3.976 |
3.976 |
4.027 |
|
S3 |
3.920 |
3.950 |
4.022 |
|
S4 |
3.864 |
3.894 |
4.006 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.599 |
4.495 |
4.134 |
|
R3 |
4.422 |
4.318 |
4.086 |
|
R2 |
4.245 |
4.245 |
4.069 |
|
R1 |
4.141 |
4.141 |
4.053 |
4.105 |
PP |
4.068 |
4.068 |
4.068 |
4.050 |
S1 |
3.964 |
3.964 |
4.021 |
3.928 |
S2 |
3.891 |
3.891 |
4.005 |
|
S3 |
3.714 |
3.787 |
3.988 |
|
S4 |
3.537 |
3.610 |
3.940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.172 |
3.995 |
0.177 |
4.4% |
0.084 |
2.1% |
24% |
False |
False |
15,061 |
10 |
4.449 |
3.995 |
0.454 |
11.2% |
0.101 |
2.5% |
9% |
False |
False |
19,415 |
20 |
4.850 |
3.995 |
0.855 |
21.2% |
0.116 |
2.9% |
5% |
False |
False |
15,581 |
40 |
4.850 |
3.995 |
0.855 |
21.2% |
0.117 |
2.9% |
5% |
False |
False |
11,019 |
60 |
4.850 |
3.995 |
0.855 |
21.2% |
0.123 |
3.0% |
5% |
False |
False |
8,822 |
80 |
4.850 |
3.980 |
0.870 |
21.6% |
0.125 |
3.1% |
7% |
False |
False |
7,158 |
100 |
4.850 |
3.942 |
0.908 |
22.5% |
0.115 |
2.9% |
10% |
False |
False |
6,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.295 |
2.618 |
4.204 |
1.618 |
4.148 |
1.000 |
4.113 |
0.618 |
4.092 |
HIGH |
4.057 |
0.618 |
4.036 |
0.500 |
4.029 |
0.382 |
4.022 |
LOW |
4.001 |
0.618 |
3.966 |
1.000 |
3.945 |
1.618 |
3.910 |
2.618 |
3.854 |
4.250 |
3.763 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.034 |
4.081 |
PP |
4.032 |
4.066 |
S1 |
4.029 |
4.052 |
|