NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.263 |
4.217 |
-0.046 |
-1.1% |
4.503 |
High |
4.297 |
4.217 |
-0.080 |
-1.9% |
4.503 |
Low |
4.202 |
4.167 |
-0.035 |
-0.8% |
4.167 |
Close |
4.238 |
4.188 |
-0.050 |
-1.2% |
4.188 |
Range |
0.095 |
0.050 |
-0.045 |
-47.4% |
0.336 |
ATR |
0.121 |
0.118 |
-0.004 |
-3.0% |
0.000 |
Volume |
13,856 |
15,229 |
1,373 |
9.9% |
74,427 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.341 |
4.314 |
4.216 |
|
R3 |
4.291 |
4.264 |
4.202 |
|
R2 |
4.241 |
4.241 |
4.197 |
|
R1 |
4.214 |
4.214 |
4.193 |
4.203 |
PP |
4.191 |
4.191 |
4.191 |
4.185 |
S1 |
4.164 |
4.164 |
4.183 |
4.153 |
S2 |
4.141 |
4.141 |
4.179 |
|
S3 |
4.091 |
4.114 |
4.174 |
|
S4 |
4.041 |
4.064 |
4.161 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.294 |
5.077 |
4.373 |
|
R3 |
4.958 |
4.741 |
4.280 |
|
R2 |
4.622 |
4.622 |
4.250 |
|
R1 |
4.405 |
4.405 |
4.219 |
4.346 |
PP |
4.286 |
4.286 |
4.286 |
4.256 |
S1 |
4.069 |
4.069 |
4.157 |
4.010 |
S2 |
3.950 |
3.950 |
4.126 |
|
S3 |
3.614 |
3.733 |
4.096 |
|
S4 |
3.278 |
3.397 |
4.003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.503 |
4.167 |
0.336 |
8.0% |
0.103 |
2.5% |
6% |
False |
True |
14,885 |
10 |
4.641 |
4.167 |
0.474 |
11.3% |
0.103 |
2.5% |
4% |
False |
True |
11,350 |
20 |
4.930 |
4.167 |
0.763 |
18.2% |
0.116 |
2.8% |
3% |
False |
True |
9,861 |
40 |
4.930 |
4.147 |
0.783 |
18.7% |
0.119 |
2.8% |
5% |
False |
False |
7,585 |
60 |
4.930 |
4.100 |
0.830 |
19.8% |
0.120 |
2.9% |
11% |
False |
False |
5,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.430 |
2.618 |
4.348 |
1.618 |
4.298 |
1.000 |
4.267 |
0.618 |
4.248 |
HIGH |
4.217 |
0.618 |
4.198 |
0.500 |
4.192 |
0.382 |
4.186 |
LOW |
4.167 |
0.618 |
4.136 |
1.000 |
4.117 |
1.618 |
4.086 |
2.618 |
4.036 |
4.250 |
3.955 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.192 |
4.237 |
PP |
4.191 |
4.221 |
S1 |
4.189 |
4.204 |
|