NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.032 |
4.042 |
0.010 |
0.2% |
4.105 |
High |
4.057 |
4.149 |
0.092 |
2.3% |
4.172 |
Low |
4.001 |
3.997 |
-0.004 |
-0.1% |
3.995 |
Close |
4.037 |
4.038 |
0.001 |
0.0% |
4.037 |
Range |
0.056 |
0.152 |
0.096 |
171.4% |
0.177 |
ATR |
0.112 |
0.115 |
0.003 |
2.6% |
0.000 |
Volume |
14,825 |
12,861 |
-1,964 |
-13.2% |
75,305 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.517 |
4.430 |
4.122 |
|
R3 |
4.365 |
4.278 |
4.080 |
|
R2 |
4.213 |
4.213 |
4.066 |
|
R1 |
4.126 |
4.126 |
4.052 |
4.094 |
PP |
4.061 |
4.061 |
4.061 |
4.045 |
S1 |
3.974 |
3.974 |
4.024 |
3.942 |
S2 |
3.909 |
3.909 |
4.010 |
|
S3 |
3.757 |
3.822 |
3.996 |
|
S4 |
3.605 |
3.670 |
3.954 |
|
|
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% |
0.099 |
2.5% |
24% |
False |
False |
13,758 |
10 |
4.290 |
3.995 |
0.295 |
7.3% |
0.098 |
2.4% |
15% |
False |
False |
18,687 |
20 |
4.698 |
3.995 |
0.703 |
17.4% |
0.114 |
2.8% |
6% |
False |
False |
15,630 |
40 |
4.850 |
3.995 |
0.855 |
21.2% |
0.119 |
2.9% |
5% |
False |
False |
11,228 |
60 |
4.850 |
3.995 |
0.855 |
21.2% |
0.123 |
3.1% |
5% |
False |
False |
8,990 |
80 |
4.850 |
3.980 |
0.870 |
21.5% |
0.126 |
3.1% |
7% |
False |
False |
7,292 |
100 |
4.850 |
3.942 |
0.908 |
22.5% |
0.116 |
2.9% |
11% |
False |
False |
6,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.795 |
2.618 |
4.547 |
1.618 |
4.395 |
1.000 |
4.301 |
0.618 |
4.243 |
HIGH |
4.149 |
0.618 |
4.091 |
0.500 |
4.073 |
0.382 |
4.055 |
LOW |
3.997 |
0.618 |
3.903 |
1.000 |
3.845 |
1.618 |
3.751 |
2.618 |
3.599 |
4.250 |
3.351 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.073 |
4.072 |
PP |
4.061 |
4.061 |
S1 |
4.050 |
4.049 |
|