NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.879 |
3.858 |
-0.021 |
-0.5% |
3.899 |
| High |
3.989 |
3.929 |
-0.060 |
-1.5% |
3.997 |
| Low |
3.824 |
3.821 |
-0.003 |
-0.1% |
3.825 |
| Close |
3.867 |
3.900 |
0.033 |
0.9% |
3.876 |
| Range |
0.165 |
0.108 |
-0.057 |
-34.5% |
0.172 |
| ATR |
0.129 |
0.128 |
-0.002 |
-1.2% |
0.000 |
| Volume |
0 |
50,294 |
50,294 |
|
471,750 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.162 |
3.959 |
|
| R3 |
4.099 |
4.054 |
3.930 |
|
| R2 |
3.991 |
3.991 |
3.920 |
|
| R1 |
3.946 |
3.946 |
3.910 |
3.969 |
| PP |
3.883 |
3.883 |
3.883 |
3.895 |
| S1 |
3.838 |
3.838 |
3.890 |
3.861 |
| S2 |
3.775 |
3.775 |
3.880 |
|
| S3 |
3.667 |
3.730 |
3.870 |
|
| S4 |
3.559 |
3.622 |
3.841 |
|
|
| 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 |
3.821 |
0.176 |
4.5% |
0.109 |
2.8% |
45% |
False |
True |
66,176 |
| 10 |
4.130 |
3.821 |
0.309 |
7.9% |
0.108 |
2.8% |
26% |
False |
True |
93,662 |
| 20 |
4.529 |
3.821 |
0.708 |
18.2% |
0.121 |
3.1% |
11% |
False |
True |
107,473 |
| 40 |
4.823 |
3.821 |
1.002 |
25.7% |
0.137 |
3.5% |
8% |
False |
True |
85,995 |
| 60 |
4.823 |
3.821 |
1.002 |
25.7% |
0.145 |
3.7% |
8% |
False |
True |
70,461 |
| 80 |
4.823 |
3.821 |
1.002 |
25.7% |
0.146 |
3.8% |
8% |
False |
True |
58,362 |
| 100 |
4.823 |
3.821 |
1.002 |
25.7% |
0.137 |
3.5% |
8% |
False |
True |
49,163 |
| 120 |
4.823 |
3.821 |
1.002 |
25.7% |
0.132 |
3.4% |
8% |
False |
True |
42,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.388 |
|
2.618 |
4.212 |
|
1.618 |
4.104 |
|
1.000 |
4.037 |
|
0.618 |
3.996 |
|
HIGH |
3.929 |
|
0.618 |
3.888 |
|
0.500 |
3.875 |
|
0.382 |
3.862 |
|
LOW |
3.821 |
|
0.618 |
3.754 |
|
1.000 |
3.713 |
|
1.618 |
3.646 |
|
2.618 |
3.538 |
|
4.250 |
3.362 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.905 |
| PP |
3.883 |
3.903 |
| S1 |
3.875 |
3.902 |
|