NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.280 |
4.263 |
-0.017 |
-0.4% |
4.500 |
| High |
4.307 |
4.297 |
-0.010 |
-0.2% |
4.641 |
| Low |
4.209 |
4.202 |
-0.007 |
-0.2% |
4.445 |
| Close |
4.274 |
4.238 |
-0.036 |
-0.8% |
4.508 |
| Range |
0.098 |
0.095 |
-0.003 |
-3.1% |
0.196 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.6% |
0.000 |
| Volume |
17,423 |
13,856 |
-3,567 |
-20.5% |
39,077 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.531 |
4.479 |
4.290 |
|
| R3 |
4.436 |
4.384 |
4.264 |
|
| R2 |
4.341 |
4.341 |
4.255 |
|
| R1 |
4.289 |
4.289 |
4.247 |
4.268 |
| PP |
4.246 |
4.246 |
4.246 |
4.235 |
| S1 |
4.194 |
4.194 |
4.229 |
4.173 |
| S2 |
4.151 |
4.151 |
4.221 |
|
| S3 |
4.056 |
4.099 |
4.212 |
|
| S4 |
3.961 |
4.004 |
4.186 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.119 |
5.010 |
4.616 |
|
| R3 |
4.923 |
4.814 |
4.562 |
|
| R2 |
4.727 |
4.727 |
4.544 |
|
| R1 |
4.618 |
4.618 |
4.526 |
4.673 |
| PP |
4.531 |
4.531 |
4.531 |
4.559 |
| S1 |
4.422 |
4.422 |
4.490 |
4.477 |
| S2 |
4.335 |
4.335 |
4.472 |
|
| S3 |
4.139 |
4.226 |
4.454 |
|
| S4 |
3.943 |
4.030 |
4.400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.542 |
4.202 |
0.340 |
8.0% |
0.107 |
2.5% |
11% |
False |
True |
13,630 |
| 10 |
4.641 |
4.202 |
0.439 |
10.4% |
0.106 |
2.5% |
8% |
False |
True |
10,435 |
| 20 |
4.930 |
4.202 |
0.728 |
17.2% |
0.119 |
2.8% |
5% |
False |
True |
9,768 |
| 40 |
4.930 |
4.147 |
0.783 |
18.5% |
0.119 |
2.8% |
12% |
False |
False |
7,271 |
| 60 |
4.930 |
4.100 |
0.830 |
19.6% |
0.120 |
2.8% |
17% |
False |
False |
5,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.701 |
|
2.618 |
4.546 |
|
1.618 |
4.451 |
|
1.000 |
4.392 |
|
0.618 |
4.356 |
|
HIGH |
4.297 |
|
0.618 |
4.261 |
|
0.500 |
4.250 |
|
0.382 |
4.238 |
|
LOW |
4.202 |
|
0.618 |
4.143 |
|
1.000 |
4.107 |
|
1.618 |
4.048 |
|
2.618 |
3.953 |
|
4.250 |
3.798 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.250 |
4.269 |
| PP |
4.246 |
4.258 |
| S1 |
4.242 |
4.248 |
|