NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.355 |
4.315 |
-0.040 |
-0.9% |
4.585 |
High |
4.370 |
4.344 |
-0.026 |
-0.6% |
4.663 |
Low |
4.281 |
4.240 |
-0.041 |
-1.0% |
4.476 |
Close |
4.296 |
4.309 |
0.013 |
0.3% |
4.535 |
Range |
0.089 |
0.104 |
0.015 |
16.9% |
0.187 |
ATR |
0.118 |
0.117 |
-0.001 |
-0.9% |
0.000 |
Volume |
5,502 |
5,163 |
-339 |
-6.2% |
19,457 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.610 |
4.563 |
4.366 |
|
R3 |
4.506 |
4.459 |
4.338 |
|
R2 |
4.402 |
4.402 |
4.328 |
|
R1 |
4.355 |
4.355 |
4.319 |
4.327 |
PP |
4.298 |
4.298 |
4.298 |
4.283 |
S1 |
4.251 |
4.251 |
4.299 |
4.223 |
S2 |
4.194 |
4.194 |
4.290 |
|
S3 |
4.090 |
4.147 |
4.280 |
|
S4 |
3.986 |
4.043 |
4.252 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.119 |
5.014 |
4.638 |
|
R3 |
4.932 |
4.827 |
4.586 |
|
R2 |
4.745 |
4.745 |
4.569 |
|
R1 |
4.640 |
4.640 |
4.552 |
4.599 |
PP |
4.558 |
4.558 |
4.558 |
4.538 |
S1 |
4.453 |
4.453 |
4.518 |
4.412 |
S2 |
4.371 |
4.371 |
4.501 |
|
S3 |
4.184 |
4.266 |
4.484 |
|
S4 |
3.997 |
4.079 |
4.432 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.663 |
4.240 |
0.423 |
9.8% |
0.104 |
2.4% |
16% |
False |
True |
4,594 |
10 |
4.663 |
4.240 |
0.423 |
9.8% |
0.105 |
2.4% |
16% |
False |
True |
4,601 |
20 |
4.896 |
4.240 |
0.656 |
15.2% |
0.106 |
2.4% |
11% |
False |
True |
4,485 |
40 |
4.896 |
4.194 |
0.702 |
16.3% |
0.112 |
2.6% |
16% |
False |
False |
3,422 |
60 |
4.896 |
4.095 |
0.801 |
18.6% |
0.113 |
2.6% |
27% |
False |
False |
2,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.616 |
1.618 |
4.512 |
1.000 |
4.448 |
0.618 |
4.408 |
HIGH |
4.344 |
0.618 |
4.304 |
0.500 |
4.292 |
0.382 |
4.280 |
LOW |
4.240 |
0.618 |
4.176 |
1.000 |
4.136 |
1.618 |
4.072 |
2.618 |
3.968 |
4.250 |
3.798 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.303 |
4.366 |
PP |
4.298 |
4.347 |
S1 |
4.292 |
4.328 |
|