NYMEX Natural Gas Future May 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 |
3.980 |
4.003 |
0.023 |
0.6% |
4.032 |
High |
4.038 |
4.025 |
-0.013 |
-0.3% |
4.118 |
Low |
3.929 |
3.894 |
-0.035 |
-0.9% |
3.934 |
Close |
4.005 |
3.940 |
-0.065 |
-1.6% |
3.976 |
Range |
0.109 |
0.131 |
0.022 |
20.2% |
0.184 |
ATR |
0.119 |
0.120 |
0.001 |
0.7% |
0.000 |
Volume |
26,932 |
22,089 |
-4,843 |
-18.0% |
203,971 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.346 |
4.274 |
4.012 |
|
R3 |
4.215 |
4.143 |
3.976 |
|
R2 |
4.084 |
4.084 |
3.964 |
|
R1 |
4.012 |
4.012 |
3.952 |
3.983 |
PP |
3.953 |
3.953 |
3.953 |
3.938 |
S1 |
3.881 |
3.881 |
3.928 |
3.852 |
S2 |
3.822 |
3.822 |
3.916 |
|
S3 |
3.691 |
3.750 |
3.904 |
|
S4 |
3.560 |
3.619 |
3.868 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.453 |
4.077 |
|
R3 |
4.377 |
4.269 |
4.027 |
|
R2 |
4.193 |
4.193 |
4.010 |
|
R1 |
4.085 |
4.085 |
3.993 |
4.047 |
PP |
4.009 |
4.009 |
4.009 |
3.991 |
S1 |
3.901 |
3.901 |
3.959 |
3.863 |
S2 |
3.825 |
3.825 |
3.942 |
|
S3 |
3.641 |
3.717 |
3.925 |
|
S4 |
3.457 |
3.533 |
3.875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.093 |
3.894 |
0.199 |
5.1% |
0.114 |
2.9% |
23% |
False |
True |
28,375 |
10 |
4.249 |
3.894 |
0.355 |
9.0% |
0.108 |
2.7% |
13% |
False |
True |
45,870 |
20 |
4.543 |
3.894 |
0.649 |
16.5% |
0.114 |
2.9% |
7% |
False |
True |
42,334 |
40 |
4.822 |
3.894 |
0.928 |
23.6% |
0.124 |
3.1% |
5% |
False |
True |
30,500 |
60 |
4.822 |
3.894 |
0.928 |
23.6% |
0.127 |
3.2% |
5% |
False |
True |
23,188 |
80 |
4.822 |
3.894 |
0.928 |
23.6% |
0.129 |
3.3% |
5% |
False |
True |
18,755 |
100 |
4.822 |
3.882 |
0.940 |
23.9% |
0.121 |
3.1% |
6% |
False |
False |
15,570 |
120 |
4.822 |
3.882 |
0.940 |
23.9% |
0.114 |
2.9% |
6% |
False |
False |
13,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.582 |
2.618 |
4.368 |
1.618 |
4.237 |
1.000 |
4.156 |
0.618 |
4.106 |
HIGH |
4.025 |
0.618 |
3.975 |
0.500 |
3.960 |
0.382 |
3.944 |
LOW |
3.894 |
0.618 |
3.813 |
1.000 |
3.763 |
1.618 |
3.682 |
2.618 |
3.551 |
4.250 |
3.337 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
3.960 |
3.994 |
PP |
3.953 |
3.976 |
S1 |
3.947 |
3.958 |
|