NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.359 |
4.260 |
-0.099 |
-2.3% |
4.323 |
High |
4.369 |
4.274 |
-0.095 |
-2.2% |
4.496 |
Low |
4.287 |
4.101 |
-0.186 |
-4.3% |
4.287 |
Close |
4.310 |
4.104 |
-0.206 |
-4.8% |
4.310 |
Range |
0.082 |
0.173 |
0.091 |
111.0% |
0.209 |
ATR |
0.148 |
0.152 |
0.004 |
3.0% |
0.000 |
Volume |
94,808 |
174,067 |
79,259 |
83.6% |
573,400 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.679 |
4.564 |
4.199 |
|
R3 |
4.506 |
4.391 |
4.152 |
|
R2 |
4.333 |
4.333 |
4.136 |
|
R1 |
4.218 |
4.218 |
4.120 |
4.189 |
PP |
4.160 |
4.160 |
4.160 |
4.145 |
S1 |
4.045 |
4.045 |
4.088 |
4.016 |
S2 |
3.987 |
3.987 |
4.072 |
|
S3 |
3.814 |
3.872 |
4.056 |
|
S4 |
3.641 |
3.699 |
4.009 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.991 |
4.860 |
4.425 |
|
R3 |
4.782 |
4.651 |
4.367 |
|
R2 |
4.573 |
4.573 |
4.348 |
|
R1 |
4.442 |
4.442 |
4.329 |
4.403 |
PP |
4.364 |
4.364 |
4.364 |
4.345 |
S1 |
4.233 |
4.233 |
4.291 |
4.194 |
S2 |
4.155 |
4.155 |
4.272 |
|
S3 |
3.946 |
4.024 |
4.253 |
|
S4 |
3.737 |
3.815 |
4.195 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.496 |
4.101 |
0.395 |
9.6% |
0.127 |
3.1% |
1% |
False |
True |
123,487 |
10 |
4.636 |
4.101 |
0.535 |
13.0% |
0.146 |
3.6% |
1% |
False |
True |
115,633 |
20 |
4.823 |
4.101 |
0.722 |
17.6% |
0.146 |
3.6% |
0% |
False |
True |
99,692 |
40 |
4.823 |
3.980 |
0.843 |
20.5% |
0.150 |
3.7% |
15% |
False |
False |
69,750 |
60 |
4.823 |
3.890 |
0.933 |
22.7% |
0.153 |
3.7% |
23% |
False |
False |
56,086 |
80 |
4.823 |
3.854 |
0.969 |
23.6% |
0.147 |
3.6% |
26% |
False |
False |
46,291 |
100 |
4.823 |
3.854 |
0.969 |
23.6% |
0.137 |
3.3% |
26% |
False |
False |
39,184 |
120 |
4.850 |
3.854 |
0.996 |
24.3% |
0.131 |
3.2% |
25% |
False |
False |
33,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.009 |
2.618 |
4.727 |
1.618 |
4.554 |
1.000 |
4.447 |
0.618 |
4.381 |
HIGH |
4.274 |
0.618 |
4.208 |
0.500 |
4.188 |
0.382 |
4.167 |
LOW |
4.101 |
0.618 |
3.994 |
1.000 |
3.928 |
1.618 |
3.821 |
2.618 |
3.648 |
4.250 |
3.366 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.188 |
4.299 |
PP |
4.160 |
4.234 |
S1 |
4.132 |
4.169 |
|