NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.600 |
4.539 |
-0.061 |
-1.3% |
4.500 |
High |
4.641 |
4.542 |
-0.099 |
-2.1% |
4.641 |
Low |
4.505 |
4.471 |
-0.034 |
-0.8% |
4.445 |
Close |
4.513 |
4.508 |
-0.005 |
-0.1% |
4.508 |
Range |
0.136 |
0.071 |
-0.065 |
-47.8% |
0.196 |
ATR |
0.127 |
0.123 |
-0.004 |
-3.2% |
0.000 |
Volume |
9,487 |
8,956 |
-531 |
-5.6% |
39,077 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.720 |
4.685 |
4.547 |
|
R3 |
4.649 |
4.614 |
4.528 |
|
R2 |
4.578 |
4.578 |
4.521 |
|
R1 |
4.543 |
4.543 |
4.515 |
4.525 |
PP |
4.507 |
4.507 |
4.507 |
4.498 |
S1 |
4.472 |
4.472 |
4.501 |
4.454 |
S2 |
4.436 |
4.436 |
4.495 |
|
S3 |
4.365 |
4.401 |
4.488 |
|
S4 |
4.294 |
4.330 |
4.469 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.119 |
5.010 |
4.616 |
|
R3 |
4.923 |
4.814 |
4.562 |
|
R2 |
4.727 |
4.727 |
4.544 |
|
R1 |
4.618 |
4.618 |
4.526 |
4.673 |
PP |
4.531 |
4.531 |
4.531 |
4.559 |
S1 |
4.422 |
4.422 |
4.490 |
4.477 |
S2 |
4.335 |
4.335 |
4.472 |
|
S3 |
4.139 |
4.226 |
4.454 |
|
S4 |
3.943 |
4.030 |
4.400 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.641 |
4.445 |
0.196 |
4.3% |
0.102 |
2.3% |
32% |
False |
False |
7,815 |
10 |
4.930 |
4.430 |
0.500 |
11.1% |
0.127 |
2.8% |
16% |
False |
False |
8,284 |
20 |
4.930 |
4.426 |
0.504 |
11.2% |
0.119 |
2.6% |
16% |
False |
False |
8,803 |
40 |
4.930 |
4.147 |
0.783 |
17.4% |
0.121 |
2.7% |
46% |
False |
False |
6,145 |
60 |
4.930 |
4.043 |
0.887 |
19.7% |
0.121 |
2.7% |
52% |
False |
False |
4,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.844 |
2.618 |
4.728 |
1.618 |
4.657 |
1.000 |
4.613 |
0.618 |
4.586 |
HIGH |
4.542 |
0.618 |
4.515 |
0.500 |
4.507 |
0.382 |
4.498 |
LOW |
4.471 |
0.618 |
4.427 |
1.000 |
4.400 |
1.618 |
4.356 |
2.618 |
4.285 |
4.250 |
4.169 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.508 |
4.556 |
PP |
4.507 |
4.540 |
S1 |
4.507 |
4.524 |
|