NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.217 |
4.171 |
-0.046 |
-1.1% |
4.503 |
High |
4.217 |
4.200 |
-0.017 |
-0.4% |
4.503 |
Low |
4.167 |
4.127 |
-0.040 |
-1.0% |
4.167 |
Close |
4.188 |
4.181 |
-0.007 |
-0.2% |
4.188 |
Range |
0.050 |
0.073 |
0.023 |
46.0% |
0.336 |
ATR |
0.118 |
0.114 |
-0.003 |
-2.7% |
0.000 |
Volume |
15,229 |
12,995 |
-2,234 |
-14.7% |
74,427 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.388 |
4.358 |
4.221 |
|
R3 |
4.315 |
4.285 |
4.201 |
|
R2 |
4.242 |
4.242 |
4.194 |
|
R1 |
4.212 |
4.212 |
4.188 |
4.227 |
PP |
4.169 |
4.169 |
4.169 |
4.177 |
S1 |
4.139 |
4.139 |
4.174 |
4.154 |
S2 |
4.096 |
4.096 |
4.168 |
|
S3 |
4.023 |
4.066 |
4.161 |
|
S4 |
3.950 |
3.993 |
4.141 |
|
|
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 |
4.335 |
4.127 |
0.208 |
5.0% |
0.081 |
1.9% |
26% |
False |
True |
15,203 |
10 |
4.641 |
4.127 |
0.514 |
12.3% |
0.096 |
2.3% |
11% |
False |
True |
12,210 |
20 |
4.930 |
4.127 |
0.803 |
19.2% |
0.115 |
2.7% |
7% |
False |
True |
10,000 |
40 |
4.930 |
4.127 |
0.803 |
19.2% |
0.118 |
2.8% |
7% |
False |
True |
7,831 |
60 |
4.930 |
4.127 |
0.803 |
19.2% |
0.118 |
2.8% |
7% |
False |
True |
6,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.510 |
2.618 |
4.391 |
1.618 |
4.318 |
1.000 |
4.273 |
0.618 |
4.245 |
HIGH |
4.200 |
0.618 |
4.172 |
0.500 |
4.164 |
0.382 |
4.155 |
LOW |
4.127 |
0.618 |
4.082 |
1.000 |
4.054 |
1.618 |
4.009 |
2.618 |
3.936 |
4.250 |
3.817 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.175 |
4.212 |
PP |
4.169 |
4.202 |
S1 |
4.164 |
4.191 |
|