NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
3.963 |
3.899 |
-0.064 |
-1.6% |
4.260 |
High |
3.981 |
3.946 |
-0.035 |
-0.9% |
4.274 |
Low |
3.895 |
3.860 |
-0.035 |
-0.9% |
3.895 |
Close |
3.910 |
3.925 |
0.015 |
0.4% |
3.910 |
Range |
0.086 |
0.086 |
0.000 |
0.0% |
0.379 |
ATR |
0.142 |
0.138 |
-0.004 |
-2.8% |
0.000 |
Volume |
122,719 |
96,168 |
-26,551 |
-21.6% |
744,590 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.168 |
4.133 |
3.972 |
|
R3 |
4.082 |
4.047 |
3.949 |
|
R2 |
3.996 |
3.996 |
3.941 |
|
R1 |
3.961 |
3.961 |
3.933 |
3.979 |
PP |
3.910 |
3.910 |
3.910 |
3.919 |
S1 |
3.875 |
3.875 |
3.917 |
3.893 |
S2 |
3.824 |
3.824 |
3.909 |
|
S3 |
3.738 |
3.789 |
3.901 |
|
S4 |
3.652 |
3.703 |
3.878 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.163 |
4.916 |
4.118 |
|
R3 |
4.784 |
4.537 |
4.014 |
|
R2 |
4.405 |
4.405 |
3.979 |
|
R1 |
4.158 |
4.158 |
3.945 |
4.092 |
PP |
4.026 |
4.026 |
4.026 |
3.994 |
S1 |
3.779 |
3.779 |
3.875 |
3.713 |
S2 |
3.647 |
3.647 |
3.841 |
|
S3 |
3.268 |
3.400 |
3.806 |
|
S4 |
2.889 |
3.021 |
3.702 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.130 |
3.860 |
0.270 |
6.9% |
0.106 |
2.7% |
24% |
False |
True |
133,338 |
10 |
4.496 |
3.860 |
0.636 |
16.2% |
0.117 |
3.0% |
10% |
False |
True |
128,413 |
20 |
4.823 |
3.860 |
0.963 |
24.5% |
0.141 |
3.6% |
7% |
False |
True |
113,430 |
40 |
4.823 |
3.860 |
0.963 |
24.5% |
0.144 |
3.7% |
7% |
False |
True |
79,571 |
60 |
4.823 |
3.860 |
0.963 |
24.5% |
0.149 |
3.8% |
7% |
False |
True |
65,619 |
80 |
4.823 |
3.854 |
0.969 |
24.7% |
0.149 |
3.8% |
7% |
False |
False |
53,866 |
100 |
4.823 |
3.854 |
0.969 |
24.7% |
0.136 |
3.5% |
7% |
False |
False |
45,354 |
120 |
4.823 |
3.854 |
0.969 |
24.7% |
0.132 |
3.4% |
7% |
False |
False |
39,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.312 |
2.618 |
4.171 |
1.618 |
4.085 |
1.000 |
4.032 |
0.618 |
3.999 |
HIGH |
3.946 |
0.618 |
3.913 |
0.500 |
3.903 |
0.382 |
3.893 |
LOW |
3.860 |
0.618 |
3.807 |
1.000 |
3.774 |
1.618 |
3.721 |
2.618 |
3.635 |
4.250 |
3.495 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
3.918 |
3.995 |
PP |
3.910 |
3.972 |
S1 |
3.903 |
3.948 |
|