NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.066 |
4.020 |
-0.046 |
-1.1% |
4.042 |
High |
4.082 |
4.158 |
0.076 |
1.9% |
4.158 |
Low |
3.960 |
3.961 |
0.001 |
0.0% |
3.960 |
Close |
4.007 |
4.133 |
0.126 |
3.1% |
4.133 |
Range |
0.122 |
0.197 |
0.075 |
61.5% |
0.198 |
ATR |
0.115 |
0.121 |
0.006 |
5.1% |
0.000 |
Volume |
9,210 |
17,391 |
8,181 |
88.8% |
51,185 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.675 |
4.601 |
4.241 |
|
R3 |
4.478 |
4.404 |
4.187 |
|
R2 |
4.281 |
4.281 |
4.169 |
|
R1 |
4.207 |
4.207 |
4.151 |
4.244 |
PP |
4.084 |
4.084 |
4.084 |
4.103 |
S1 |
4.010 |
4.010 |
4.115 |
4.047 |
S2 |
3.887 |
3.887 |
4.097 |
|
S3 |
3.690 |
3.813 |
4.079 |
|
S4 |
3.493 |
3.616 |
4.025 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.603 |
4.242 |
|
R3 |
4.480 |
4.405 |
4.187 |
|
R2 |
4.282 |
4.282 |
4.169 |
|
R1 |
4.207 |
4.207 |
4.151 |
4.245 |
PP |
4.084 |
4.084 |
4.084 |
4.102 |
S1 |
4.009 |
4.009 |
4.115 |
4.047 |
S2 |
3.886 |
3.886 |
4.097 |
|
S3 |
3.688 |
3.811 |
4.079 |
|
S4 |
3.490 |
3.613 |
4.024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.158 |
3.960 |
0.198 |
4.8% |
0.127 |
3.1% |
87% |
True |
False |
13,202 |
10 |
4.172 |
3.960 |
0.212 |
5.1% |
0.106 |
2.6% |
82% |
False |
False |
15,622 |
20 |
4.596 |
3.960 |
0.636 |
15.4% |
0.112 |
2.7% |
27% |
False |
False |
16,182 |
40 |
4.850 |
3.960 |
0.890 |
21.5% |
0.122 |
2.9% |
19% |
False |
False |
11,989 |
60 |
4.850 |
3.960 |
0.890 |
21.5% |
0.123 |
3.0% |
19% |
False |
False |
9,523 |
80 |
4.850 |
3.960 |
0.890 |
21.5% |
0.124 |
3.0% |
19% |
False |
False |
7,689 |
100 |
4.850 |
3.942 |
0.908 |
22.0% |
0.118 |
2.9% |
21% |
False |
False |
6,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.995 |
2.618 |
4.674 |
1.618 |
4.477 |
1.000 |
4.355 |
0.618 |
4.280 |
HIGH |
4.158 |
0.618 |
4.083 |
0.500 |
4.060 |
0.382 |
4.036 |
LOW |
3.961 |
0.618 |
3.839 |
1.000 |
3.764 |
1.618 |
3.642 |
2.618 |
3.445 |
4.250 |
3.124 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.109 |
4.108 |
PP |
4.084 |
4.084 |
S1 |
4.060 |
4.059 |
|