NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.315 |
4.291 |
-0.024 |
-0.6% |
4.585 |
High |
4.344 |
4.400 |
0.056 |
1.3% |
4.663 |
Low |
4.240 |
4.240 |
0.000 |
0.0% |
4.476 |
Close |
4.309 |
4.271 |
-0.038 |
-0.9% |
4.535 |
Range |
0.104 |
0.160 |
0.056 |
53.8% |
0.187 |
ATR |
0.117 |
0.120 |
0.003 |
2.6% |
0.000 |
Volume |
5,163 |
6,475 |
1,312 |
25.4% |
19,457 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.784 |
4.687 |
4.359 |
|
R3 |
4.624 |
4.527 |
4.315 |
|
R2 |
4.464 |
4.464 |
4.300 |
|
R1 |
4.367 |
4.367 |
4.286 |
4.336 |
PP |
4.304 |
4.304 |
4.304 |
4.288 |
S1 |
4.207 |
4.207 |
4.256 |
4.176 |
S2 |
4.144 |
4.144 |
4.242 |
|
S3 |
3.984 |
4.047 |
4.227 |
|
S4 |
3.824 |
3.887 |
4.183 |
|
|
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 |
4.553 |
4.240 |
0.313 |
7.3% |
0.109 |
2.6% |
10% |
False |
True |
5,051 |
10 |
4.663 |
4.240 |
0.423 |
9.9% |
0.107 |
2.5% |
7% |
False |
True |
4,343 |
20 |
4.896 |
4.240 |
0.656 |
15.4% |
0.109 |
2.6% |
5% |
False |
True |
4,605 |
40 |
4.896 |
4.194 |
0.702 |
16.4% |
0.113 |
2.6% |
11% |
False |
False |
3,511 |
60 |
4.896 |
4.140 |
0.756 |
17.7% |
0.114 |
2.7% |
17% |
False |
False |
2,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.080 |
2.618 |
4.819 |
1.618 |
4.659 |
1.000 |
4.560 |
0.618 |
4.499 |
HIGH |
4.400 |
0.618 |
4.339 |
0.500 |
4.320 |
0.382 |
4.301 |
LOW |
4.240 |
0.618 |
4.141 |
1.000 |
4.080 |
1.618 |
3.981 |
2.618 |
3.821 |
4.250 |
3.560 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.320 |
4.320 |
PP |
4.304 |
4.304 |
S1 |
4.287 |
4.287 |
|