NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.548 |
4.506 |
-0.042 |
-0.9% |
4.930 |
High |
4.558 |
4.588 |
0.030 |
0.7% |
4.930 |
Low |
4.481 |
4.506 |
0.025 |
0.6% |
4.430 |
Close |
4.506 |
4.586 |
0.080 |
1.8% |
4.478 |
Range |
0.077 |
0.082 |
0.005 |
6.5% |
0.500 |
ATR |
0.130 |
0.127 |
-0.003 |
-2.6% |
0.000 |
Volume |
6,128 |
10,108 |
3,980 |
64.9% |
43,764 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.806 |
4.778 |
4.631 |
|
R3 |
4.724 |
4.696 |
4.609 |
|
R2 |
4.642 |
4.642 |
4.601 |
|
R1 |
4.614 |
4.614 |
4.594 |
4.628 |
PP |
4.560 |
4.560 |
4.560 |
4.567 |
S1 |
4.532 |
4.532 |
4.578 |
4.546 |
S2 |
4.478 |
4.478 |
4.571 |
|
S3 |
4.396 |
4.450 |
4.563 |
|
S4 |
4.314 |
4.368 |
4.541 |
|
|
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 |
4.610 |
4.430 |
0.180 |
3.9% |
0.105 |
2.3% |
87% |
False |
False |
7,375 |
10 |
4.930 |
4.430 |
0.500 |
10.9% |
0.131 |
2.9% |
31% |
False |
False |
8,191 |
20 |
4.930 |
4.426 |
0.504 |
11.0% |
0.124 |
2.7% |
32% |
False |
False |
8,571 |
40 |
4.930 |
4.147 |
0.783 |
17.1% |
0.123 |
2.7% |
56% |
False |
False |
5,833 |
60 |
4.930 |
4.043 |
0.887 |
19.3% |
0.121 |
2.6% |
61% |
False |
False |
4,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.937 |
2.618 |
4.803 |
1.618 |
4.721 |
1.000 |
4.670 |
0.618 |
4.639 |
HIGH |
4.588 |
0.618 |
4.557 |
0.500 |
4.547 |
0.382 |
4.537 |
LOW |
4.506 |
0.618 |
4.455 |
1.000 |
4.424 |
1.618 |
4.373 |
2.618 |
4.291 |
4.250 |
4.158 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.573 |
4.563 |
PP |
4.560 |
4.540 |
S1 |
4.547 |
4.518 |
|