NYMEX Natural Gas Future March 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 |
3.994 |
3.913 |
-0.081 |
-2.0% |
4.260 |
| High |
3.997 |
3.949 |
-0.048 |
-1.2% |
4.274 |
| Low |
3.908 |
3.825 |
-0.083 |
-2.1% |
3.895 |
| Close |
3.921 |
3.868 |
-0.053 |
-1.4% |
3.910 |
| Range |
0.089 |
0.124 |
0.035 |
39.3% |
0.379 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.5% |
0.000 |
| Volume |
98,293 |
102,370 |
4,077 |
4.1% |
744,590 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.184 |
3.936 |
|
| R3 |
4.129 |
4.060 |
3.902 |
|
| R2 |
4.005 |
4.005 |
3.891 |
|
| R1 |
3.936 |
3.936 |
3.879 |
3.909 |
| PP |
3.881 |
3.881 |
3.881 |
3.867 |
| S1 |
3.812 |
3.812 |
3.857 |
3.785 |
| S2 |
3.757 |
3.757 |
3.845 |
|
| S3 |
3.633 |
3.688 |
3.834 |
|
| S4 |
3.509 |
3.564 |
3.800 |
|
|
| 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 |
3.997 |
3.825 |
0.172 |
4.4% |
0.098 |
2.5% |
25% |
False |
True |
102,908 |
| 10 |
4.369 |
3.825 |
0.544 |
14.1% |
0.111 |
2.9% |
8% |
False |
True |
123,122 |
| 20 |
4.823 |
3.825 |
0.998 |
25.8% |
0.134 |
3.5% |
4% |
False |
True |
114,209 |
| 40 |
4.823 |
3.825 |
0.998 |
25.8% |
0.138 |
3.6% |
4% |
False |
True |
84,293 |
| 60 |
4.823 |
3.825 |
0.998 |
25.8% |
0.146 |
3.8% |
4% |
False |
True |
69,457 |
| 80 |
4.823 |
3.825 |
0.998 |
25.8% |
0.148 |
3.8% |
4% |
False |
True |
57,170 |
| 100 |
4.823 |
3.825 |
0.998 |
25.8% |
0.136 |
3.5% |
4% |
False |
True |
48,130 |
| 120 |
4.823 |
3.825 |
0.998 |
25.8% |
0.132 |
3.4% |
4% |
False |
True |
41,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.476 |
|
2.618 |
4.274 |
|
1.618 |
4.150 |
|
1.000 |
4.073 |
|
0.618 |
4.026 |
|
HIGH |
3.949 |
|
0.618 |
3.902 |
|
0.500 |
3.887 |
|
0.382 |
3.872 |
|
LOW |
3.825 |
|
0.618 |
3.748 |
|
1.000 |
3.701 |
|
1.618 |
3.624 |
|
2.618 |
3.500 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.887 |
3.911 |
| PP |
3.881 |
3.897 |
| S1 |
3.874 |
3.882 |
|