NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.500 |
4.548 |
0.048 |
1.1% |
4.930 |
High |
4.590 |
4.558 |
-0.032 |
-0.7% |
4.930 |
Low |
4.445 |
4.481 |
0.036 |
0.8% |
4.430 |
Close |
4.562 |
4.506 |
-0.056 |
-1.2% |
4.478 |
Range |
0.145 |
0.077 |
-0.068 |
-46.9% |
0.500 |
ATR |
0.134 |
0.130 |
-0.004 |
-2.8% |
0.000 |
Volume |
4,398 |
6,128 |
1,730 |
39.3% |
43,764 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.746 |
4.703 |
4.548 |
|
R3 |
4.669 |
4.626 |
4.527 |
|
R2 |
4.592 |
4.592 |
4.520 |
|
R1 |
4.549 |
4.549 |
4.513 |
4.532 |
PP |
4.515 |
4.515 |
4.515 |
4.507 |
S1 |
4.472 |
4.472 |
4.499 |
4.455 |
S2 |
4.438 |
4.438 |
4.492 |
|
S3 |
4.361 |
4.395 |
4.485 |
|
S4 |
4.284 |
4.318 |
4.464 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.113 |
5.795 |
4.753 |
|
R3 |
5.613 |
5.295 |
4.616 |
|
R2 |
5.113 |
5.113 |
4.570 |
|
R1 |
4.795 |
4.795 |
4.524 |
4.704 |
PP |
4.613 |
4.613 |
4.613 |
4.567 |
S1 |
4.295 |
4.295 |
4.432 |
4.204 |
S2 |
4.113 |
4.113 |
4.386 |
|
S3 |
3.613 |
3.795 |
4.341 |
|
S4 |
3.113 |
3.295 |
4.203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.660 |
4.430 |
0.230 |
5.1% |
0.113 |
2.5% |
33% |
False |
False |
6,487 |
10 |
4.930 |
4.430 |
0.500 |
11.1% |
0.131 |
2.9% |
15% |
False |
False |
7,892 |
20 |
4.930 |
4.426 |
0.504 |
11.2% |
0.127 |
2.8% |
16% |
False |
False |
8,314 |
40 |
4.930 |
4.147 |
0.783 |
17.4% |
0.124 |
2.7% |
46% |
False |
False |
5,627 |
60 |
4.930 |
4.043 |
0.887 |
19.7% |
0.121 |
2.7% |
52% |
False |
False |
4,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.885 |
2.618 |
4.760 |
1.618 |
4.683 |
1.000 |
4.635 |
0.618 |
4.606 |
HIGH |
4.558 |
0.618 |
4.529 |
0.500 |
4.520 |
0.382 |
4.510 |
LOW |
4.481 |
0.618 |
4.433 |
1.000 |
4.404 |
1.618 |
4.356 |
2.618 |
4.279 |
4.250 |
4.154 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.520 |
4.510 |
PP |
4.515 |
4.509 |
S1 |
4.511 |
4.507 |
|