NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4.236 |
4.181 |
-0.055 |
-1.3% |
4.491 |
High |
4.249 |
4.190 |
-0.059 |
-1.4% |
4.491 |
Low |
4.170 |
4.090 |
-0.080 |
-1.9% |
4.206 |
Close |
4.175 |
4.118 |
-0.057 |
-1.4% |
4.221 |
Range |
0.079 |
0.100 |
0.021 |
26.6% |
0.285 |
ATR |
0.109 |
0.108 |
-0.001 |
-0.6% |
0.000 |
Volume |
6,223 |
6,105 |
-118 |
-1.9% |
29,419 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.433 |
4.375 |
4.173 |
|
R3 |
4.333 |
4.275 |
4.146 |
|
R2 |
4.233 |
4.233 |
4.136 |
|
R1 |
4.175 |
4.175 |
4.127 |
4.154 |
PP |
4.133 |
4.133 |
4.133 |
4.122 |
S1 |
4.075 |
4.075 |
4.109 |
4.054 |
S2 |
4.033 |
4.033 |
4.100 |
|
S3 |
3.933 |
3.975 |
4.091 |
|
S4 |
3.833 |
3.875 |
4.063 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.161 |
4.976 |
4.378 |
|
R3 |
4.876 |
4.691 |
4.299 |
|
R2 |
4.591 |
4.591 |
4.273 |
|
R1 |
4.406 |
4.406 |
4.247 |
4.356 |
PP |
4.306 |
4.306 |
4.306 |
4.281 |
S1 |
4.121 |
4.121 |
4.195 |
4.071 |
S2 |
4.021 |
4.021 |
4.169 |
|
S3 |
3.736 |
3.836 |
4.143 |
|
S4 |
3.451 |
3.551 |
4.064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.260 |
4.090 |
0.170 |
4.1% |
0.076 |
1.8% |
16% |
False |
True |
7,402 |
10 |
4.553 |
4.090 |
0.463 |
11.2% |
0.092 |
2.2% |
6% |
False |
True |
6,227 |
20 |
4.896 |
4.090 |
0.806 |
19.6% |
0.103 |
2.5% |
3% |
False |
True |
5,406 |
40 |
4.896 |
4.090 |
0.806 |
19.6% |
0.107 |
2.6% |
3% |
False |
True |
4,137 |
60 |
4.896 |
4.090 |
0.806 |
19.6% |
0.109 |
2.7% |
3% |
False |
True |
3,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.615 |
2.618 |
4.452 |
1.618 |
4.352 |
1.000 |
4.290 |
0.618 |
4.252 |
HIGH |
4.190 |
0.618 |
4.152 |
0.500 |
4.140 |
0.382 |
4.128 |
LOW |
4.090 |
0.618 |
4.028 |
1.000 |
3.990 |
1.618 |
3.928 |
2.618 |
3.828 |
4.250 |
3.665 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4.140 |
4.175 |
PP |
4.133 |
4.156 |
S1 |
4.125 |
4.137 |
|