NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.460 |
4.379 |
-0.081 |
-1.8% |
4.356 |
| High |
4.507 |
4.387 |
-0.120 |
-2.7% |
4.507 |
| Low |
4.345 |
4.308 |
-0.037 |
-0.9% |
4.305 |
| Close |
4.357 |
4.342 |
-0.015 |
-0.3% |
4.342 |
| Range |
0.162 |
0.079 |
-0.083 |
-51.2% |
0.202 |
| ATR |
0.144 |
0.139 |
-0.005 |
-3.2% |
0.000 |
| Volume |
46,072 |
50,711 |
4,639 |
10.1% |
211,526 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.583 |
4.541 |
4.385 |
|
| R3 |
4.504 |
4.462 |
4.364 |
|
| R2 |
4.425 |
4.425 |
4.356 |
|
| R1 |
4.383 |
4.383 |
4.349 |
4.365 |
| PP |
4.346 |
4.346 |
4.346 |
4.336 |
| S1 |
4.304 |
4.304 |
4.335 |
4.286 |
| S2 |
4.267 |
4.267 |
4.328 |
|
| S3 |
4.188 |
4.225 |
4.320 |
|
| S4 |
4.109 |
4.146 |
4.299 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.991 |
4.868 |
4.453 |
|
| R3 |
4.789 |
4.666 |
4.398 |
|
| R2 |
4.587 |
4.587 |
4.379 |
|
| R1 |
4.464 |
4.464 |
4.361 |
4.425 |
| PP |
4.385 |
4.385 |
4.385 |
4.365 |
| S1 |
4.262 |
4.262 |
4.323 |
4.223 |
| S2 |
4.183 |
4.183 |
4.305 |
|
| S3 |
3.981 |
4.060 |
4.286 |
|
| S4 |
3.779 |
3.858 |
4.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.507 |
4.305 |
0.202 |
4.7% |
0.120 |
2.8% |
18% |
False |
False |
42,305 |
| 10 |
4.800 |
4.272 |
0.528 |
12.2% |
0.144 |
3.3% |
13% |
False |
False |
41,426 |
| 20 |
4.800 |
4.272 |
0.528 |
12.2% |
0.135 |
3.1% |
13% |
False |
False |
40,419 |
| 40 |
4.800 |
3.980 |
0.820 |
18.9% |
0.143 |
3.3% |
44% |
False |
False |
32,471 |
| 60 |
4.800 |
3.879 |
0.921 |
21.2% |
0.144 |
3.3% |
50% |
False |
False |
28,408 |
| 80 |
4.800 |
3.848 |
0.952 |
21.9% |
0.137 |
3.2% |
52% |
False |
False |
24,677 |
| 100 |
4.800 |
3.848 |
0.952 |
21.9% |
0.128 |
2.9% |
52% |
False |
False |
21,388 |
| 120 |
4.800 |
3.848 |
0.952 |
21.9% |
0.121 |
2.8% |
52% |
False |
False |
18,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.723 |
|
2.618 |
4.594 |
|
1.618 |
4.515 |
|
1.000 |
4.466 |
|
0.618 |
4.436 |
|
HIGH |
4.387 |
|
0.618 |
4.357 |
|
0.500 |
4.348 |
|
0.382 |
4.338 |
|
LOW |
4.308 |
|
0.618 |
4.259 |
|
1.000 |
4.229 |
|
1.618 |
4.180 |
|
2.618 |
4.101 |
|
4.250 |
3.972 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.348 |
4.408 |
| PP |
4.346 |
4.386 |
| S1 |
4.344 |
4.364 |
|