NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.171 |
4.181 |
0.010 |
0.2% |
4.503 |
High |
4.200 |
4.228 |
0.028 |
0.7% |
4.503 |
Low |
4.127 |
4.135 |
0.008 |
0.2% |
4.167 |
Close |
4.181 |
4.210 |
0.029 |
0.7% |
4.188 |
Range |
0.073 |
0.093 |
0.020 |
27.4% |
0.336 |
ATR |
0.114 |
0.113 |
-0.002 |
-1.3% |
0.000 |
Volume |
12,995 |
7,317 |
-5,678 |
-43.7% |
74,427 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.470 |
4.433 |
4.261 |
|
R3 |
4.377 |
4.340 |
4.236 |
|
R2 |
4.284 |
4.284 |
4.227 |
|
R1 |
4.247 |
4.247 |
4.219 |
4.266 |
PP |
4.191 |
4.191 |
4.191 |
4.200 |
S1 |
4.154 |
4.154 |
4.201 |
4.173 |
S2 |
4.098 |
4.098 |
4.193 |
|
S3 |
4.005 |
4.061 |
4.184 |
|
S4 |
3.912 |
3.968 |
4.159 |
|
|
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 |
4.307 |
4.127 |
0.180 |
4.3% |
0.082 |
1.9% |
46% |
False |
False |
13,364 |
10 |
4.641 |
4.127 |
0.514 |
12.2% |
0.097 |
2.3% |
16% |
False |
False |
12,329 |
20 |
4.930 |
4.127 |
0.803 |
19.1% |
0.114 |
2.7% |
10% |
False |
False |
10,110 |
40 |
4.930 |
4.127 |
0.803 |
19.1% |
0.116 |
2.8% |
10% |
False |
False |
7,924 |
60 |
4.930 |
4.127 |
0.803 |
19.1% |
0.117 |
2.8% |
10% |
False |
False |
6,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.623 |
2.618 |
4.471 |
1.618 |
4.378 |
1.000 |
4.321 |
0.618 |
4.285 |
HIGH |
4.228 |
0.618 |
4.192 |
0.500 |
4.182 |
0.382 |
4.171 |
LOW |
4.135 |
0.618 |
4.078 |
1.000 |
4.042 |
1.618 |
3.985 |
2.618 |
3.892 |
4.250 |
3.740 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.201 |
4.199 |
PP |
4.191 |
4.188 |
S1 |
4.182 |
4.178 |
|