NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.124 |
4.124 |
0.000 |
0.0% |
4.171 |
High |
4.153 |
4.137 |
-0.016 |
-0.4% |
4.228 |
Low |
4.050 |
4.023 |
-0.027 |
-0.7% |
4.058 |
Close |
4.126 |
4.070 |
-0.056 |
-1.4% |
4.095 |
Range |
0.103 |
0.114 |
0.011 |
10.7% |
0.170 |
ATR |
0.108 |
0.109 |
0.000 |
0.4% |
0.000 |
Volume |
7,429 |
6,512 |
-917 |
-12.3% |
48,564 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.419 |
4.358 |
4.133 |
|
R3 |
4.305 |
4.244 |
4.101 |
|
R2 |
4.191 |
4.191 |
4.091 |
|
R1 |
4.130 |
4.130 |
4.080 |
4.104 |
PP |
4.077 |
4.077 |
4.077 |
4.063 |
S1 |
4.016 |
4.016 |
4.060 |
3.990 |
S2 |
3.963 |
3.963 |
4.049 |
|
S3 |
3.849 |
3.902 |
4.039 |
|
S4 |
3.735 |
3.788 |
4.007 |
|
|
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 |
4.205 |
4.023 |
0.182 |
4.5% |
0.102 |
2.5% |
26% |
False |
True |
7,817 |
10 |
4.297 |
4.023 |
0.274 |
6.7% |
0.091 |
2.2% |
17% |
False |
True |
9,724 |
20 |
4.641 |
4.023 |
0.618 |
15.2% |
0.100 |
2.5% |
8% |
False |
True |
9,895 |
40 |
4.930 |
4.023 |
0.907 |
22.3% |
0.112 |
2.8% |
5% |
False |
True |
8,705 |
60 |
4.930 |
4.023 |
0.907 |
22.3% |
0.114 |
2.8% |
5% |
False |
True |
6,740 |
80 |
4.930 |
4.023 |
0.907 |
22.3% |
0.117 |
2.9% |
5% |
False |
True |
5,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.622 |
2.618 |
4.435 |
1.618 |
4.321 |
1.000 |
4.251 |
0.618 |
4.207 |
HIGH |
4.137 |
0.618 |
4.093 |
0.500 |
4.080 |
0.382 |
4.067 |
LOW |
4.023 |
0.618 |
3.953 |
1.000 |
3.909 |
1.618 |
3.839 |
2.618 |
3.725 |
4.250 |
3.539 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.080 |
4.114 |
PP |
4.077 |
4.099 |
S1 |
4.073 |
4.085 |
|