NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.097 |
4.124 |
0.027 |
0.7% |
4.171 |
High |
4.205 |
4.153 |
-0.052 |
-1.2% |
4.228 |
Low |
4.058 |
4.050 |
-0.008 |
-0.2% |
4.058 |
Close |
4.096 |
4.126 |
0.030 |
0.7% |
4.095 |
Range |
0.147 |
0.103 |
-0.044 |
-29.9% |
0.170 |
ATR |
0.109 |
0.108 |
0.000 |
-0.4% |
0.000 |
Volume |
5,650 |
7,429 |
1,779 |
31.5% |
48,564 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.419 |
4.375 |
4.183 |
|
R3 |
4.316 |
4.272 |
4.154 |
|
R2 |
4.213 |
4.213 |
4.145 |
|
R1 |
4.169 |
4.169 |
4.135 |
4.191 |
PP |
4.110 |
4.110 |
4.110 |
4.121 |
S1 |
4.066 |
4.066 |
4.117 |
4.088 |
S2 |
4.007 |
4.007 |
4.107 |
|
S3 |
3.904 |
3.963 |
4.098 |
|
S4 |
3.801 |
3.860 |
4.069 |
|
|
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 |
4.221 |
4.050 |
0.171 |
4.1% |
0.096 |
2.3% |
44% |
False |
True |
8,266 |
10 |
4.307 |
4.050 |
0.257 |
6.2% |
0.089 |
2.2% |
30% |
False |
True |
10,815 |
20 |
4.660 |
4.050 |
0.610 |
14.8% |
0.101 |
2.4% |
12% |
False |
True |
9,852 |
40 |
4.930 |
4.050 |
0.880 |
21.3% |
0.113 |
2.7% |
9% |
False |
True |
8,575 |
60 |
4.930 |
4.050 |
0.880 |
21.3% |
0.117 |
2.8% |
9% |
False |
True |
6,638 |
80 |
4.930 |
4.043 |
0.887 |
21.5% |
0.117 |
2.8% |
9% |
False |
False |
5,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.591 |
2.618 |
4.423 |
1.618 |
4.320 |
1.000 |
4.256 |
0.618 |
4.217 |
HIGH |
4.153 |
0.618 |
4.114 |
0.500 |
4.102 |
0.382 |
4.089 |
LOW |
4.050 |
0.618 |
3.986 |
1.000 |
3.947 |
1.618 |
3.883 |
2.618 |
3.780 |
4.250 |
3.612 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.118 |
4.128 |
PP |
4.110 |
4.127 |
S1 |
4.102 |
4.127 |
|