NYMEX Natural Gas Future August 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 |
4.501 |
4.491 |
-0.010 |
-0.2% |
4.585 |
| High |
4.553 |
4.491 |
-0.062 |
-1.4% |
4.663 |
| Low |
4.501 |
4.350 |
-0.151 |
-3.4% |
4.476 |
| Close |
4.535 |
4.355 |
-0.180 |
-4.0% |
4.535 |
| Range |
0.052 |
0.141 |
0.089 |
171.2% |
0.187 |
| ATR |
0.115 |
0.120 |
0.005 |
4.3% |
0.000 |
| Volume |
4,635 |
3,482 |
-1,153 |
-24.9% |
19,457 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.822 |
4.729 |
4.433 |
|
| R3 |
4.681 |
4.588 |
4.394 |
|
| R2 |
4.540 |
4.540 |
4.381 |
|
| R1 |
4.447 |
4.447 |
4.368 |
4.423 |
| PP |
4.399 |
4.399 |
4.399 |
4.387 |
| S1 |
4.306 |
4.306 |
4.342 |
4.282 |
| S2 |
4.258 |
4.258 |
4.329 |
|
| S3 |
4.117 |
4.165 |
4.316 |
|
| S4 |
3.976 |
4.024 |
4.277 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.119 |
5.014 |
4.638 |
|
| R3 |
4.932 |
4.827 |
4.586 |
|
| R2 |
4.745 |
4.745 |
4.569 |
|
| R1 |
4.640 |
4.640 |
4.552 |
4.599 |
| PP |
4.558 |
4.558 |
4.558 |
4.538 |
| S1 |
4.453 |
4.453 |
4.518 |
4.412 |
| S2 |
4.371 |
4.371 |
4.501 |
|
| S3 |
4.184 |
4.266 |
4.484 |
|
| S4 |
3.997 |
4.079 |
4.432 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.090 |
|
2.618 |
4.860 |
|
1.618 |
4.719 |
|
1.000 |
4.632 |
|
0.618 |
4.578 |
|
HIGH |
4.491 |
|
0.618 |
4.437 |
|
0.500 |
4.421 |
|
0.382 |
4.404 |
|
LOW |
4.350 |
|
0.618 |
4.263 |
|
1.000 |
4.209 |
|
1.618 |
4.122 |
|
2.618 |
3.981 |
|
4.250 |
3.751 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.421 |
4.507 |
| PP |
4.399 |
4.456 |
| S1 |
4.377 |
4.406 |
|