NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.020 |
4.128 |
0.108 |
2.7% |
4.042 |
High |
4.158 |
4.234 |
0.076 |
1.8% |
4.158 |
Low |
3.961 |
4.088 |
0.127 |
3.2% |
3.960 |
Close |
4.133 |
4.173 |
0.040 |
1.0% |
4.133 |
Range |
0.197 |
0.146 |
-0.051 |
-25.9% |
0.198 |
ATR |
0.121 |
0.122 |
0.002 |
1.5% |
0.000 |
Volume |
17,391 |
21,691 |
4,300 |
24.7% |
51,185 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.603 |
4.534 |
4.253 |
|
R3 |
4.457 |
4.388 |
4.213 |
|
R2 |
4.311 |
4.311 |
4.200 |
|
R1 |
4.242 |
4.242 |
4.186 |
4.277 |
PP |
4.165 |
4.165 |
4.165 |
4.182 |
S1 |
4.096 |
4.096 |
4.160 |
4.131 |
S2 |
4.019 |
4.019 |
4.146 |
|
S3 |
3.873 |
3.950 |
4.133 |
|
S4 |
3.727 |
3.804 |
4.093 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.603 |
4.242 |
|
R3 |
4.480 |
4.405 |
4.187 |
|
R2 |
4.282 |
4.282 |
4.169 |
|
R1 |
4.207 |
4.207 |
4.151 |
4.245 |
PP |
4.084 |
4.084 |
4.084 |
4.102 |
S1 |
4.009 |
4.009 |
4.115 |
4.047 |
S2 |
3.886 |
3.886 |
4.097 |
|
S3 |
3.688 |
3.811 |
4.079 |
|
S4 |
3.490 |
3.613 |
4.024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.234 |
3.960 |
0.274 |
6.6% |
0.145 |
3.5% |
78% |
True |
False |
14,575 |
10 |
4.234 |
3.960 |
0.274 |
6.6% |
0.115 |
2.7% |
78% |
True |
False |
14,818 |
20 |
4.596 |
3.960 |
0.636 |
15.2% |
0.114 |
2.7% |
33% |
False |
False |
16,829 |
40 |
4.850 |
3.960 |
0.890 |
21.3% |
0.123 |
2.9% |
24% |
False |
False |
12,449 |
60 |
4.850 |
3.960 |
0.890 |
21.3% |
0.124 |
3.0% |
24% |
False |
False |
9,832 |
80 |
4.850 |
3.960 |
0.890 |
21.3% |
0.125 |
3.0% |
24% |
False |
False |
7,941 |
100 |
4.850 |
3.942 |
0.908 |
21.8% |
0.119 |
2.8% |
25% |
False |
False |
6,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.855 |
2.618 |
4.616 |
1.618 |
4.470 |
1.000 |
4.380 |
0.618 |
4.324 |
HIGH |
4.234 |
0.618 |
4.178 |
0.500 |
4.161 |
0.382 |
4.144 |
LOW |
4.088 |
0.618 |
3.998 |
1.000 |
3.942 |
1.618 |
3.852 |
2.618 |
3.706 |
4.250 |
3.468 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.169 |
4.148 |
PP |
4.165 |
4.122 |
S1 |
4.161 |
4.097 |
|