NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.539 |
4.503 |
-0.036 |
-0.8% |
4.500 |
High |
4.542 |
4.503 |
-0.039 |
-0.9% |
4.641 |
Low |
4.471 |
4.321 |
-0.150 |
-3.4% |
4.445 |
Close |
4.508 |
4.323 |
-0.185 |
-4.1% |
4.508 |
Range |
0.071 |
0.182 |
0.111 |
156.3% |
0.196 |
ATR |
0.123 |
0.128 |
0.005 |
3.7% |
0.000 |
Volume |
8,956 |
11,404 |
2,448 |
27.3% |
39,077 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.928 |
4.808 |
4.423 |
|
R3 |
4.746 |
4.626 |
4.373 |
|
R2 |
4.564 |
4.564 |
4.356 |
|
R1 |
4.444 |
4.444 |
4.340 |
4.413 |
PP |
4.382 |
4.382 |
4.382 |
4.367 |
S1 |
4.262 |
4.262 |
4.306 |
4.231 |
S2 |
4.200 |
4.200 |
4.290 |
|
S3 |
4.018 |
4.080 |
4.273 |
|
S4 |
3.836 |
3.898 |
4.223 |
|
|
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 |
4.321 |
0.320 |
7.4% |
0.110 |
2.5% |
1% |
False |
True |
9,216 |
10 |
4.754 |
4.321 |
0.433 |
10.0% |
0.123 |
2.8% |
0% |
False |
True |
8,070 |
20 |
4.930 |
4.321 |
0.609 |
14.1% |
0.122 |
2.8% |
0% |
False |
True |
8,964 |
40 |
4.930 |
4.147 |
0.783 |
18.1% |
0.121 |
2.8% |
22% |
False |
False |
6,290 |
60 |
4.930 |
4.043 |
0.887 |
20.5% |
0.122 |
2.8% |
32% |
False |
False |
4,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.277 |
2.618 |
4.979 |
1.618 |
4.797 |
1.000 |
4.685 |
0.618 |
4.615 |
HIGH |
4.503 |
0.618 |
4.433 |
0.500 |
4.412 |
0.382 |
4.391 |
LOW |
4.321 |
0.618 |
4.209 |
1.000 |
4.139 |
1.618 |
4.027 |
2.618 |
3.845 |
4.250 |
3.548 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.412 |
4.481 |
PP |
4.382 |
4.428 |
S1 |
4.353 |
4.376 |
|