NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.503 |
4.335 |
-0.168 |
-3.7% |
4.500 |
High |
4.503 |
4.335 |
-0.168 |
-3.7% |
4.641 |
Low |
4.321 |
4.244 |
-0.077 |
-1.8% |
4.445 |
Close |
4.323 |
4.262 |
-0.061 |
-1.4% |
4.508 |
Range |
0.182 |
0.091 |
-0.091 |
-50.0% |
0.196 |
ATR |
0.128 |
0.125 |
-0.003 |
-2.1% |
0.000 |
Volume |
11,404 |
16,515 |
5,111 |
44.8% |
39,077 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.553 |
4.499 |
4.312 |
|
R3 |
4.462 |
4.408 |
4.287 |
|
R2 |
4.371 |
4.371 |
4.279 |
|
R1 |
4.317 |
4.317 |
4.270 |
4.299 |
PP |
4.280 |
4.280 |
4.280 |
4.271 |
S1 |
4.226 |
4.226 |
4.254 |
4.208 |
S2 |
4.189 |
4.189 |
4.245 |
|
S3 |
4.098 |
4.135 |
4.237 |
|
S4 |
4.007 |
4.044 |
4.212 |
|
|
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 |
4.244 |
0.397 |
9.3% |
0.112 |
2.6% |
5% |
False |
True |
11,294 |
10 |
4.660 |
4.244 |
0.416 |
9.8% |
0.113 |
2.6% |
4% |
False |
True |
8,890 |
20 |
4.930 |
4.244 |
0.686 |
16.1% |
0.121 |
2.8% |
3% |
False |
True |
9,252 |
40 |
4.930 |
4.147 |
0.783 |
18.4% |
0.121 |
2.8% |
15% |
False |
False |
6,607 |
60 |
4.930 |
4.043 |
0.887 |
20.8% |
0.121 |
2.8% |
25% |
False |
False |
5,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.722 |
2.618 |
4.573 |
1.618 |
4.482 |
1.000 |
4.426 |
0.618 |
4.391 |
HIGH |
4.335 |
0.618 |
4.300 |
0.500 |
4.290 |
0.382 |
4.279 |
LOW |
4.244 |
0.618 |
4.188 |
1.000 |
4.153 |
1.618 |
4.097 |
2.618 |
4.006 |
4.250 |
3.857 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.290 |
4.393 |
PP |
4.280 |
4.349 |
S1 |
4.271 |
4.306 |
|