NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.059 |
4.209 |
0.150 |
3.7% |
4.097 |
High |
4.220 |
4.294 |
0.074 |
1.8% |
4.220 |
Low |
4.025 |
4.149 |
0.124 |
3.1% |
4.023 |
Close |
4.193 |
4.235 |
0.042 |
1.0% |
4.193 |
Range |
0.195 |
0.145 |
-0.050 |
-25.6% |
0.197 |
ATR |
0.115 |
0.117 |
0.002 |
1.9% |
0.000 |
Volume |
10,249 |
15,466 |
5,217 |
50.9% |
29,840 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.661 |
4.593 |
4.315 |
|
R3 |
4.516 |
4.448 |
4.275 |
|
R2 |
4.371 |
4.371 |
4.262 |
|
R1 |
4.303 |
4.303 |
4.248 |
4.337 |
PP |
4.226 |
4.226 |
4.226 |
4.243 |
S1 |
4.158 |
4.158 |
4.222 |
4.192 |
S2 |
4.081 |
4.081 |
4.208 |
|
S3 |
3.936 |
4.013 |
4.195 |
|
S4 |
3.791 |
3.868 |
4.155 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.736 |
4.662 |
4.301 |
|
R3 |
4.539 |
4.465 |
4.247 |
|
R2 |
4.342 |
4.342 |
4.229 |
|
R1 |
4.268 |
4.268 |
4.211 |
4.305 |
PP |
4.145 |
4.145 |
4.145 |
4.164 |
S1 |
4.071 |
4.071 |
4.175 |
4.108 |
S2 |
3.948 |
3.948 |
4.157 |
|
S3 |
3.751 |
3.874 |
4.139 |
|
S4 |
3.554 |
3.677 |
4.085 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.294 |
4.023 |
0.271 |
6.4% |
0.141 |
3.3% |
78% |
True |
False |
9,061 |
10 |
4.294 |
4.023 |
0.271 |
6.4% |
0.110 |
2.6% |
78% |
True |
False |
9,387 |
20 |
4.641 |
4.023 |
0.618 |
14.6% |
0.106 |
2.5% |
34% |
False |
False |
10,368 |
40 |
4.930 |
4.023 |
0.907 |
21.4% |
0.116 |
2.7% |
23% |
False |
False |
9,212 |
60 |
4.930 |
4.023 |
0.907 |
21.4% |
0.117 |
2.8% |
23% |
False |
False |
7,105 |
80 |
4.930 |
4.023 |
0.907 |
21.4% |
0.117 |
2.8% |
23% |
False |
False |
5,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.910 |
2.618 |
4.674 |
1.618 |
4.529 |
1.000 |
4.439 |
0.618 |
4.384 |
HIGH |
4.294 |
0.618 |
4.239 |
0.500 |
4.222 |
0.382 |
4.204 |
LOW |
4.149 |
0.618 |
4.059 |
1.000 |
4.004 |
1.618 |
3.914 |
2.618 |
3.769 |
4.250 |
3.533 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.231 |
4.210 |
PP |
4.226 |
4.184 |
S1 |
4.222 |
4.159 |
|