NYMEX Natural Gas Future September 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 |
4.560 |
4.495 |
-0.065 |
-1.4% |
4.570 |
| High |
4.560 |
4.500 |
-0.060 |
-1.3% |
4.663 |
| Low |
4.508 |
4.357 |
-0.151 |
-3.3% |
4.484 |
| Close |
4.539 |
4.361 |
-0.178 |
-3.9% |
4.539 |
| Range |
0.052 |
0.143 |
0.091 |
175.0% |
0.179 |
| ATR |
0.114 |
0.119 |
0.005 |
4.3% |
0.000 |
| Volume |
3,698 |
5,661 |
1,963 |
53.1% |
14,730 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.835 |
4.741 |
4.440 |
|
| R3 |
4.692 |
4.598 |
4.400 |
|
| R2 |
4.549 |
4.549 |
4.387 |
|
| R1 |
4.455 |
4.455 |
4.374 |
4.431 |
| PP |
4.406 |
4.406 |
4.406 |
4.394 |
| S1 |
4.312 |
4.312 |
4.348 |
4.288 |
| S2 |
4.263 |
4.263 |
4.335 |
|
| S3 |
4.120 |
4.169 |
4.322 |
|
| S4 |
3.977 |
4.026 |
4.282 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.099 |
4.998 |
4.637 |
|
| R3 |
4.920 |
4.819 |
4.588 |
|
| R2 |
4.741 |
4.741 |
4.572 |
|
| R1 |
4.640 |
4.640 |
4.555 |
4.601 |
| PP |
4.562 |
4.562 |
4.562 |
4.543 |
| S1 |
4.461 |
4.461 |
4.523 |
4.422 |
| S2 |
4.383 |
4.383 |
4.506 |
|
| S3 |
4.204 |
4.282 |
4.490 |
|
| S4 |
4.025 |
4.103 |
4.441 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.108 |
|
2.618 |
4.874 |
|
1.618 |
4.731 |
|
1.000 |
4.643 |
|
0.618 |
4.588 |
|
HIGH |
4.500 |
|
0.618 |
4.445 |
|
0.500 |
4.429 |
|
0.382 |
4.412 |
|
LOW |
4.357 |
|
0.618 |
4.269 |
|
1.000 |
4.214 |
|
1.618 |
4.126 |
|
2.618 |
3.983 |
|
4.250 |
3.749 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.429 |
4.510 |
| PP |
4.406 |
4.460 |
| S1 |
4.384 |
4.411 |
|