NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.206 |
4.140 |
-0.066 |
-1.6% |
4.503 |
High |
4.221 |
4.158 |
-0.063 |
-1.5% |
4.503 |
Low |
4.138 |
4.065 |
-0.073 |
-1.8% |
4.167 |
Close |
4.143 |
4.087 |
-0.056 |
-1.4% |
4.188 |
Range |
0.083 |
0.093 |
0.010 |
12.0% |
0.336 |
ATR |
0.111 |
0.109 |
-0.001 |
-1.1% |
0.000 |
Volume |
8,756 |
7,670 |
-1,086 |
-12.4% |
74,427 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.382 |
4.328 |
4.138 |
|
R3 |
4.289 |
4.235 |
4.113 |
|
R2 |
4.196 |
4.196 |
4.104 |
|
R1 |
4.142 |
4.142 |
4.096 |
4.123 |
PP |
4.103 |
4.103 |
4.103 |
4.094 |
S1 |
4.049 |
4.049 |
4.078 |
4.030 |
S2 |
4.010 |
4.010 |
4.070 |
|
S3 |
3.917 |
3.956 |
4.061 |
|
S4 |
3.824 |
3.863 |
4.036 |
|
|
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 |
4.228 |
4.065 |
0.163 |
4.0% |
0.078 |
1.9% |
13% |
False |
True |
10,393 |
10 |
4.542 |
4.065 |
0.477 |
11.7% |
0.093 |
2.3% |
5% |
False |
True |
12,012 |
20 |
4.930 |
4.065 |
0.865 |
21.2% |
0.112 |
2.7% |
3% |
False |
True |
10,218 |
40 |
4.930 |
4.065 |
0.865 |
21.2% |
0.113 |
2.8% |
3% |
False |
True |
8,157 |
60 |
4.930 |
4.065 |
0.865 |
21.2% |
0.116 |
2.8% |
3% |
False |
True |
6,321 |
80 |
4.930 |
4.043 |
0.887 |
21.7% |
0.118 |
2.9% |
5% |
False |
False |
5,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.553 |
2.618 |
4.401 |
1.618 |
4.308 |
1.000 |
4.251 |
0.618 |
4.215 |
HIGH |
4.158 |
0.618 |
4.122 |
0.500 |
4.112 |
0.382 |
4.101 |
LOW |
4.065 |
0.618 |
4.008 |
1.000 |
3.972 |
1.618 |
3.915 |
2.618 |
3.822 |
4.250 |
3.670 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.112 |
4.147 |
PP |
4.103 |
4.127 |
S1 |
4.095 |
4.107 |
|