NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.870 |
-0.043 |
-1.1% |
3.899 |
| High |
3.949 |
3.899 |
-0.050 |
-1.3% |
3.997 |
| Low |
3.825 |
3.841 |
0.016 |
0.4% |
3.825 |
| Close |
3.868 |
3.876 |
0.008 |
0.2% |
3.876 |
| Range |
0.124 |
0.058 |
-0.066 |
-53.2% |
0.172 |
| ATR |
0.132 |
0.127 |
-0.005 |
-4.0% |
0.000 |
| Volume |
102,370 |
79,926 |
-22,444 |
-21.9% |
471,750 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
4.019 |
3.908 |
|
| R3 |
3.988 |
3.961 |
3.892 |
|
| R2 |
3.930 |
3.930 |
3.887 |
|
| R1 |
3.903 |
3.903 |
3.881 |
3.917 |
| PP |
3.872 |
3.872 |
3.872 |
3.879 |
| S1 |
3.845 |
3.845 |
3.871 |
3.859 |
| S2 |
3.814 |
3.814 |
3.865 |
|
| S3 |
3.756 |
3.787 |
3.860 |
|
| S4 |
3.698 |
3.729 |
3.844 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.415 |
4.318 |
3.971 |
|
| R3 |
4.243 |
4.146 |
3.923 |
|
| R2 |
4.071 |
4.071 |
3.908 |
|
| R1 |
3.974 |
3.974 |
3.892 |
3.937 |
| PP |
3.899 |
3.899 |
3.899 |
3.881 |
| S1 |
3.802 |
3.802 |
3.860 |
3.765 |
| S2 |
3.727 |
3.727 |
3.844 |
|
| S3 |
3.555 |
3.630 |
3.829 |
|
| S4 |
3.383 |
3.458 |
3.781 |
|
|
| 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% |
0.093 |
2.4% |
30% |
False |
False |
94,350 |
| 10 |
4.274 |
3.825 |
0.449 |
11.6% |
0.108 |
2.8% |
11% |
False |
False |
121,634 |
| 20 |
4.823 |
3.825 |
0.998 |
25.7% |
0.131 |
3.4% |
5% |
False |
False |
113,830 |
| 40 |
4.823 |
3.825 |
0.998 |
25.7% |
0.136 |
3.5% |
5% |
False |
False |
85,719 |
| 60 |
4.823 |
3.825 |
0.998 |
25.7% |
0.145 |
3.7% |
5% |
False |
False |
70,368 |
| 80 |
4.823 |
3.825 |
0.998 |
25.7% |
0.147 |
3.8% |
5% |
False |
False |
58,048 |
| 100 |
4.823 |
3.825 |
0.998 |
25.7% |
0.136 |
3.5% |
5% |
False |
False |
48,815 |
| 120 |
4.823 |
3.825 |
0.998 |
25.7% |
0.131 |
3.4% |
5% |
False |
False |
42,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
4.051 |
|
1.618 |
3.993 |
|
1.000 |
3.957 |
|
0.618 |
3.935 |
|
HIGH |
3.899 |
|
0.618 |
3.877 |
|
0.500 |
3.870 |
|
0.382 |
3.863 |
|
LOW |
3.841 |
|
0.618 |
3.805 |
|
1.000 |
3.783 |
|
1.618 |
3.747 |
|
2.618 |
3.689 |
|
4.250 |
3.595 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.874 |
3.911 |
| PP |
3.872 |
3.899 |
| S1 |
3.870 |
3.888 |
|