NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.335 |
4.280 |
-0.055 |
-1.3% |
4.500 |
High |
4.335 |
4.307 |
-0.028 |
-0.6% |
4.641 |
Low |
4.244 |
4.209 |
-0.035 |
-0.8% |
4.445 |
Close |
4.262 |
4.274 |
0.012 |
0.3% |
4.508 |
Range |
0.091 |
0.098 |
0.007 |
7.7% |
0.196 |
ATR |
0.125 |
0.123 |
-0.002 |
-1.5% |
0.000 |
Volume |
16,515 |
17,423 |
908 |
5.5% |
39,077 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.557 |
4.514 |
4.328 |
|
R3 |
4.459 |
4.416 |
4.301 |
|
R2 |
4.361 |
4.361 |
4.292 |
|
R1 |
4.318 |
4.318 |
4.283 |
4.291 |
PP |
4.263 |
4.263 |
4.263 |
4.250 |
S1 |
4.220 |
4.220 |
4.265 |
4.193 |
S2 |
4.165 |
4.165 |
4.256 |
|
S3 |
4.067 |
4.122 |
4.247 |
|
S4 |
3.969 |
4.024 |
4.220 |
|
|
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 |
4.209 |
0.432 |
10.1% |
0.116 |
2.7% |
15% |
False |
True |
12,757 |
10 |
4.641 |
4.209 |
0.432 |
10.1% |
0.110 |
2.6% |
15% |
False |
True |
10,066 |
20 |
4.930 |
4.209 |
0.721 |
16.9% |
0.118 |
2.8% |
9% |
False |
True |
9,596 |
40 |
4.930 |
4.147 |
0.783 |
18.3% |
0.119 |
2.8% |
16% |
False |
False |
6,998 |
60 |
4.930 |
4.043 |
0.887 |
20.8% |
0.121 |
2.8% |
26% |
False |
False |
5,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.724 |
2.618 |
4.564 |
1.618 |
4.466 |
1.000 |
4.405 |
0.618 |
4.368 |
HIGH |
4.307 |
0.618 |
4.270 |
0.500 |
4.258 |
0.382 |
4.246 |
LOW |
4.209 |
0.618 |
4.148 |
1.000 |
4.111 |
1.618 |
4.050 |
2.618 |
3.952 |
4.250 |
3.793 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.269 |
4.356 |
PP |
4.263 |
4.329 |
S1 |
4.258 |
4.301 |
|