NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.506 |
4.600 |
0.094 |
2.1% |
4.930 |
High |
4.588 |
4.641 |
0.053 |
1.2% |
4.930 |
Low |
4.506 |
4.505 |
-0.001 |
0.0% |
4.430 |
Close |
4.586 |
4.513 |
-0.073 |
-1.6% |
4.478 |
Range |
0.082 |
0.136 |
0.054 |
65.9% |
0.500 |
ATR |
0.127 |
0.127 |
0.001 |
0.5% |
0.000 |
Volume |
10,108 |
9,487 |
-621 |
-6.1% |
43,764 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.961 |
4.873 |
4.588 |
|
R3 |
4.825 |
4.737 |
4.550 |
|
R2 |
4.689 |
4.689 |
4.538 |
|
R1 |
4.601 |
4.601 |
4.525 |
4.577 |
PP |
4.553 |
4.553 |
4.553 |
4.541 |
S1 |
4.465 |
4.465 |
4.501 |
4.441 |
S2 |
4.417 |
4.417 |
4.488 |
|
S3 |
4.281 |
4.329 |
4.476 |
|
S4 |
4.145 |
4.193 |
4.438 |
|
|
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 |
4.641 |
4.430 |
0.211 |
4.7% |
0.104 |
2.3% |
39% |
True |
False |
7,240 |
10 |
4.930 |
4.430 |
0.500 |
11.1% |
0.130 |
2.9% |
17% |
False |
False |
8,424 |
20 |
4.930 |
4.426 |
0.504 |
11.2% |
0.125 |
2.8% |
17% |
False |
False |
8,577 |
40 |
4.930 |
4.147 |
0.783 |
17.3% |
0.123 |
2.7% |
47% |
False |
False |
5,985 |
60 |
4.930 |
4.043 |
0.887 |
19.7% |
0.122 |
2.7% |
53% |
False |
False |
4,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.219 |
2.618 |
4.997 |
1.618 |
4.861 |
1.000 |
4.777 |
0.618 |
4.725 |
HIGH |
4.641 |
0.618 |
4.589 |
0.500 |
4.573 |
0.382 |
4.557 |
LOW |
4.505 |
0.618 |
4.421 |
1.000 |
4.369 |
1.618 |
4.285 |
2.618 |
4.149 |
4.250 |
3.927 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.573 |
4.561 |
PP |
4.553 |
4.545 |
S1 |
4.533 |
4.529 |
|