NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.097 |
0.007 |
0.2% |
4.171 |
High |
4.113 |
4.205 |
0.092 |
2.2% |
4.228 |
Low |
4.058 |
4.058 |
0.000 |
0.0% |
4.058 |
Close |
4.095 |
4.096 |
0.001 |
0.0% |
4.095 |
Range |
0.055 |
0.147 |
0.092 |
167.3% |
0.170 |
ATR |
0.106 |
0.109 |
0.003 |
2.8% |
0.000 |
Volume |
11,826 |
5,650 |
-6,176 |
-52.2% |
48,564 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.475 |
4.177 |
|
R3 |
4.414 |
4.328 |
4.136 |
|
R2 |
4.267 |
4.267 |
4.123 |
|
R1 |
4.181 |
4.181 |
4.109 |
4.151 |
PP |
4.120 |
4.120 |
4.120 |
4.104 |
S1 |
4.034 |
4.034 |
4.083 |
4.004 |
S2 |
3.973 |
3.973 |
4.069 |
|
S3 |
3.826 |
3.887 |
4.056 |
|
S4 |
3.679 |
3.740 |
4.015 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.637 |
4.536 |
4.189 |
|
R3 |
4.467 |
4.366 |
4.142 |
|
R2 |
4.297 |
4.297 |
4.126 |
|
R1 |
4.196 |
4.196 |
4.111 |
4.162 |
PP |
4.127 |
4.127 |
4.127 |
4.110 |
S1 |
4.026 |
4.026 |
4.079 |
3.992 |
S2 |
3.957 |
3.957 |
4.064 |
|
S3 |
3.787 |
3.856 |
4.048 |
|
S4 |
3.617 |
3.686 |
4.002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.228 |
4.058 |
0.170 |
4.2% |
0.094 |
2.3% |
22% |
False |
True |
8,243 |
10 |
4.335 |
4.058 |
0.277 |
6.8% |
0.088 |
2.1% |
14% |
False |
True |
11,723 |
20 |
4.754 |
4.058 |
0.696 |
17.0% |
0.105 |
2.6% |
5% |
False |
True |
9,897 |
40 |
4.930 |
4.058 |
0.872 |
21.3% |
0.113 |
2.7% |
4% |
False |
True |
8,441 |
60 |
4.930 |
4.058 |
0.872 |
21.3% |
0.116 |
2.8% |
4% |
False |
True |
6,551 |
80 |
4.930 |
4.043 |
0.887 |
21.7% |
0.118 |
2.9% |
6% |
False |
False |
5,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.590 |
1.618 |
4.443 |
1.000 |
4.352 |
0.618 |
4.296 |
HIGH |
4.205 |
0.618 |
4.149 |
0.500 |
4.132 |
0.382 |
4.114 |
LOW |
4.058 |
0.618 |
3.967 |
1.000 |
3.911 |
1.618 |
3.820 |
2.618 |
3.673 |
4.250 |
3.433 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.132 |
PP |
4.120 |
4.120 |
S1 |
4.108 |
4.108 |
|