NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.941 |
3.994 |
0.053 |
1.3% |
4.260 |
| High |
3.997 |
3.997 |
0.000 |
0.0% |
4.274 |
| Low |
3.891 |
3.908 |
0.017 |
0.4% |
3.895 |
| Close |
3.996 |
3.921 |
-0.075 |
-1.9% |
3.910 |
| Range |
0.106 |
0.089 |
-0.017 |
-16.0% |
0.379 |
| ATR |
0.136 |
0.133 |
-0.003 |
-2.5% |
0.000 |
| Volume |
94,993 |
98,293 |
3,300 |
3.5% |
744,590 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.154 |
3.970 |
|
| R3 |
4.120 |
4.065 |
3.945 |
|
| R2 |
4.031 |
4.031 |
3.937 |
|
| R1 |
3.976 |
3.976 |
3.929 |
3.959 |
| PP |
3.942 |
3.942 |
3.942 |
3.934 |
| S1 |
3.887 |
3.887 |
3.913 |
3.870 |
| S2 |
3.853 |
3.853 |
3.905 |
|
| S3 |
3.764 |
3.798 |
3.897 |
|
| S4 |
3.675 |
3.709 |
3.872 |
|
|
| 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% |
23% |
False |
False |
115,564 |
| 10 |
4.496 |
3.860 |
0.636 |
16.2% |
0.115 |
2.9% |
10% |
False |
False |
126,750 |
| 20 |
4.823 |
3.860 |
0.963 |
24.6% |
0.136 |
3.5% |
6% |
False |
False |
114,796 |
| 40 |
4.823 |
3.860 |
0.963 |
24.6% |
0.140 |
3.6% |
6% |
False |
False |
82,538 |
| 60 |
4.823 |
3.860 |
0.963 |
24.6% |
0.146 |
3.7% |
6% |
False |
False |
68,114 |
| 80 |
4.823 |
3.854 |
0.969 |
24.7% |
0.148 |
3.8% |
7% |
False |
False |
56,014 |
| 100 |
4.823 |
3.854 |
0.969 |
24.7% |
0.136 |
3.5% |
7% |
False |
False |
47,154 |
| 120 |
4.823 |
3.854 |
0.969 |
24.7% |
0.132 |
3.4% |
7% |
False |
False |
40,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.375 |
|
2.618 |
4.230 |
|
1.618 |
4.141 |
|
1.000 |
4.086 |
|
0.618 |
4.052 |
|
HIGH |
3.997 |
|
0.618 |
3.963 |
|
0.500 |
3.953 |
|
0.382 |
3.942 |
|
LOW |
3.908 |
|
0.618 |
3.853 |
|
1.000 |
3.819 |
|
1.618 |
3.764 |
|
2.618 |
3.675 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.953 |
3.929 |
| PP |
3.942 |
3.926 |
| S1 |
3.932 |
3.924 |
|