NYMEX Natural Gas Future April 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 |
4.379 |
4.294 |
-0.085 |
-1.9% |
4.356 |
| High |
4.387 |
4.309 |
-0.078 |
-1.8% |
4.507 |
| Low |
4.308 |
4.136 |
-0.172 |
-4.0% |
4.305 |
| Close |
4.342 |
4.140 |
-0.202 |
-4.7% |
4.342 |
| Range |
0.079 |
0.173 |
0.094 |
119.0% |
0.202 |
| ATR |
0.139 |
0.144 |
0.005 |
3.4% |
0.000 |
| Volume |
50,711 |
61,879 |
11,168 |
22.0% |
211,526 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.714 |
4.600 |
4.235 |
|
| R3 |
4.541 |
4.427 |
4.188 |
|
| R2 |
4.368 |
4.368 |
4.172 |
|
| R1 |
4.254 |
4.254 |
4.156 |
4.225 |
| PP |
4.195 |
4.195 |
4.195 |
4.180 |
| S1 |
4.081 |
4.081 |
4.124 |
4.052 |
| S2 |
4.022 |
4.022 |
4.108 |
|
| S3 |
3.849 |
3.908 |
4.092 |
|
| S4 |
3.676 |
3.735 |
4.045 |
|
|
| 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 |
4.136 |
0.371 |
9.0% |
0.121 |
2.9% |
1% |
False |
True |
48,948 |
| 10 |
4.631 |
4.136 |
0.495 |
12.0% |
0.139 |
3.4% |
1% |
False |
True |
42,542 |
| 20 |
4.800 |
4.136 |
0.664 |
16.0% |
0.138 |
3.3% |
1% |
False |
True |
41,329 |
| 40 |
4.800 |
3.980 |
0.820 |
19.8% |
0.142 |
3.4% |
20% |
False |
False |
32,918 |
| 60 |
4.800 |
3.879 |
0.921 |
22.2% |
0.144 |
3.5% |
28% |
False |
False |
29,089 |
| 80 |
4.800 |
3.848 |
0.952 |
23.0% |
0.139 |
3.3% |
31% |
False |
False |
25,302 |
| 100 |
4.800 |
3.848 |
0.952 |
23.0% |
0.129 |
3.1% |
31% |
False |
False |
21,935 |
| 120 |
4.800 |
3.848 |
0.952 |
23.0% |
0.122 |
2.9% |
31% |
False |
False |
19,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.044 |
|
2.618 |
4.762 |
|
1.618 |
4.589 |
|
1.000 |
4.482 |
|
0.618 |
4.416 |
|
HIGH |
4.309 |
|
0.618 |
4.243 |
|
0.500 |
4.223 |
|
0.382 |
4.202 |
|
LOW |
4.136 |
|
0.618 |
4.029 |
|
1.000 |
3.963 |
|
1.618 |
3.856 |
|
2.618 |
3.683 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.223 |
4.322 |
| PP |
4.195 |
4.261 |
| S1 |
4.168 |
4.201 |
|