NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.181 |
4.206 |
0.025 |
0.6% |
4.503 |
High |
4.228 |
4.221 |
-0.007 |
-0.2% |
4.503 |
Low |
4.135 |
4.138 |
0.003 |
0.1% |
4.167 |
Close |
4.210 |
4.143 |
-0.067 |
-1.6% |
4.188 |
Range |
0.093 |
0.083 |
-0.010 |
-10.8% |
0.336 |
ATR |
0.113 |
0.111 |
-0.002 |
-1.9% |
0.000 |
Volume |
7,317 |
8,756 |
1,439 |
19.7% |
74,427 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.416 |
4.363 |
4.189 |
|
R3 |
4.333 |
4.280 |
4.166 |
|
R2 |
4.250 |
4.250 |
4.158 |
|
R1 |
4.197 |
4.197 |
4.151 |
4.182 |
PP |
4.167 |
4.167 |
4.167 |
4.160 |
S1 |
4.114 |
4.114 |
4.135 |
4.099 |
S2 |
4.084 |
4.084 |
4.128 |
|
S3 |
4.001 |
4.031 |
4.120 |
|
S4 |
3.918 |
3.948 |
4.097 |
|
|
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 |
4.297 |
4.127 |
0.170 |
4.1% |
0.079 |
1.9% |
9% |
False |
False |
11,630 |
10 |
4.641 |
4.127 |
0.514 |
12.4% |
0.097 |
2.3% |
3% |
False |
False |
12,193 |
20 |
4.930 |
4.127 |
0.803 |
19.4% |
0.114 |
2.8% |
2% |
False |
False |
10,192 |
40 |
4.930 |
4.127 |
0.803 |
19.4% |
0.114 |
2.7% |
2% |
False |
False |
8,045 |
60 |
4.930 |
4.127 |
0.803 |
19.4% |
0.117 |
2.8% |
2% |
False |
False |
6,228 |
80 |
4.930 |
4.010 |
0.920 |
22.2% |
0.118 |
2.8% |
14% |
False |
False |
5,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.574 |
2.618 |
4.438 |
1.618 |
4.355 |
1.000 |
4.304 |
0.618 |
4.272 |
HIGH |
4.221 |
0.618 |
4.189 |
0.500 |
4.180 |
0.382 |
4.170 |
LOW |
4.138 |
0.618 |
4.087 |
1.000 |
4.055 |
1.618 |
4.004 |
2.618 |
3.921 |
4.250 |
3.785 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.180 |
4.178 |
PP |
4.167 |
4.166 |
S1 |
4.155 |
4.155 |
|