NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.042 |
4.043 |
0.001 |
0.0% |
4.105 |
High |
4.149 |
4.100 |
-0.049 |
-1.2% |
4.172 |
Low |
3.997 |
3.992 |
-0.005 |
-0.1% |
3.995 |
Close |
4.038 |
4.068 |
0.030 |
0.7% |
4.037 |
Range |
0.152 |
0.108 |
-0.044 |
-28.9% |
0.177 |
ATR |
0.115 |
0.114 |
0.000 |
-0.4% |
0.000 |
Volume |
12,861 |
11,723 |
-1,138 |
-8.8% |
75,305 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.377 |
4.331 |
4.127 |
|
R3 |
4.269 |
4.223 |
4.098 |
|
R2 |
4.161 |
4.161 |
4.088 |
|
R1 |
4.115 |
4.115 |
4.078 |
4.138 |
PP |
4.053 |
4.053 |
4.053 |
4.065 |
S1 |
4.007 |
4.007 |
4.058 |
4.030 |
S2 |
3.945 |
3.945 |
4.048 |
|
S3 |
3.837 |
3.899 |
4.038 |
|
S4 |
3.729 |
3.791 |
4.009 |
|
|
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 |
4.167 |
3.992 |
0.175 |
4.3% |
0.102 |
2.5% |
43% |
False |
True |
13,757 |
10 |
4.290 |
3.992 |
0.298 |
7.3% |
0.099 |
2.4% |
26% |
False |
True |
17,182 |
20 |
4.614 |
3.992 |
0.622 |
15.3% |
0.110 |
2.7% |
12% |
False |
True |
15,811 |
40 |
4.850 |
3.992 |
0.858 |
21.1% |
0.120 |
2.9% |
9% |
False |
True |
11,451 |
60 |
4.850 |
3.992 |
0.858 |
21.1% |
0.124 |
3.0% |
9% |
False |
True |
9,153 |
80 |
4.850 |
3.980 |
0.870 |
21.4% |
0.125 |
3.1% |
10% |
False |
False |
7,421 |
100 |
4.850 |
3.942 |
0.908 |
22.3% |
0.116 |
2.9% |
14% |
False |
False |
6,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.559 |
2.618 |
4.383 |
1.618 |
4.275 |
1.000 |
4.208 |
0.618 |
4.167 |
HIGH |
4.100 |
0.618 |
4.059 |
0.500 |
4.046 |
0.382 |
4.033 |
LOW |
3.992 |
0.618 |
3.925 |
1.000 |
3.884 |
1.618 |
3.817 |
2.618 |
3.709 |
4.250 |
3.533 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.061 |
4.071 |
PP |
4.053 |
4.070 |
S1 |
4.046 |
4.069 |
|