NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.870 |
3.879 |
0.009 |
0.2% |
3.899 |
| High |
3.899 |
3.989 |
0.090 |
2.3% |
3.997 |
| Low |
3.841 |
3.824 |
-0.017 |
-0.4% |
3.825 |
| Close |
3.876 |
3.867 |
-0.009 |
-0.2% |
3.876 |
| Range |
0.058 |
0.165 |
0.107 |
184.5% |
0.172 |
| ATR |
0.127 |
0.129 |
0.003 |
2.2% |
0.000 |
| Volume |
79,926 |
0 |
-79,926 |
-100.0% |
471,750 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.388 |
4.293 |
3.958 |
|
| R3 |
4.223 |
4.128 |
3.912 |
|
| R2 |
4.058 |
4.058 |
3.897 |
|
| R1 |
3.963 |
3.963 |
3.882 |
3.928 |
| PP |
3.893 |
3.893 |
3.893 |
3.876 |
| S1 |
3.798 |
3.798 |
3.852 |
3.763 |
| S2 |
3.728 |
3.728 |
3.837 |
|
| S3 |
3.563 |
3.633 |
3.822 |
|
| S4 |
3.398 |
3.468 |
3.776 |
|
|
| 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 |
3.824 |
0.173 |
4.5% |
0.108 |
2.8% |
25% |
False |
True |
75,116 |
| 10 |
4.130 |
3.824 |
0.306 |
7.9% |
0.107 |
2.8% |
14% |
False |
True |
104,227 |
| 20 |
4.636 |
3.824 |
0.812 |
21.0% |
0.127 |
3.3% |
5% |
False |
True |
109,930 |
| 40 |
4.823 |
3.824 |
0.999 |
25.8% |
0.137 |
3.5% |
4% |
False |
True |
85,130 |
| 60 |
4.823 |
3.824 |
0.999 |
25.8% |
0.145 |
3.7% |
4% |
False |
True |
70,018 |
| 80 |
4.823 |
3.824 |
0.999 |
25.8% |
0.148 |
3.8% |
4% |
False |
True |
57,868 |
| 100 |
4.823 |
3.824 |
0.999 |
25.8% |
0.137 |
3.5% |
4% |
False |
True |
48,732 |
| 120 |
4.823 |
3.824 |
0.999 |
25.8% |
0.132 |
3.4% |
4% |
False |
True |
42,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.690 |
|
2.618 |
4.421 |
|
1.618 |
4.256 |
|
1.000 |
4.154 |
|
0.618 |
4.091 |
|
HIGH |
3.989 |
|
0.618 |
3.926 |
|
0.500 |
3.907 |
|
0.382 |
3.887 |
|
LOW |
3.824 |
|
0.618 |
3.722 |
|
1.000 |
3.659 |
|
1.618 |
3.557 |
|
2.618 |
3.392 |
|
4.250 |
3.123 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.907 |
3.907 |
| PP |
3.893 |
3.893 |
| S1 |
3.880 |
3.880 |
|