NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.117 |
4.022 |
-0.095 |
-2.3% |
4.294 |
| High |
4.180 |
4.034 |
-0.146 |
-3.5% |
4.309 |
| Low |
4.010 |
3.962 |
-0.048 |
-1.2% |
3.962 |
| Close |
4.037 |
3.977 |
-0.060 |
-1.5% |
3.977 |
| Range |
0.170 |
0.072 |
-0.098 |
-57.6% |
0.347 |
| ATR |
0.141 |
0.136 |
-0.005 |
-3.3% |
0.000 |
| Volume |
102,386 |
121,706 |
19,320 |
18.9% |
503,461 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.164 |
4.017 |
|
| R3 |
4.135 |
4.092 |
3.997 |
|
| R2 |
4.063 |
4.063 |
3.990 |
|
| R1 |
4.020 |
4.020 |
3.984 |
4.006 |
| PP |
3.991 |
3.991 |
3.991 |
3.984 |
| S1 |
3.948 |
3.948 |
3.970 |
3.934 |
| S2 |
3.919 |
3.919 |
3.964 |
|
| S3 |
3.847 |
3.876 |
3.957 |
|
| S4 |
3.775 |
3.804 |
3.937 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.124 |
4.897 |
4.168 |
|
| R3 |
4.777 |
4.550 |
4.072 |
|
| R2 |
4.430 |
4.430 |
4.041 |
|
| R1 |
4.203 |
4.203 |
4.009 |
4.143 |
| PP |
4.083 |
4.083 |
4.083 |
4.053 |
| S1 |
3.856 |
3.856 |
3.945 |
3.796 |
| S2 |
3.736 |
3.736 |
3.913 |
|
| S3 |
3.389 |
3.509 |
3.882 |
|
| S4 |
3.042 |
3.162 |
3.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.309 |
3.962 |
0.347 |
8.7% |
0.125 |
3.1% |
4% |
False |
True |
100,692 |
| 10 |
4.507 |
3.962 |
0.545 |
13.7% |
0.122 |
3.1% |
3% |
False |
True |
71,498 |
| 20 |
4.800 |
3.962 |
0.838 |
21.1% |
0.136 |
3.4% |
2% |
False |
True |
55,435 |
| 40 |
4.800 |
3.962 |
0.838 |
21.1% |
0.140 |
3.5% |
2% |
False |
True |
41,355 |
| 60 |
4.800 |
3.940 |
0.860 |
21.6% |
0.143 |
3.6% |
4% |
False |
False |
35,314 |
| 80 |
4.800 |
3.848 |
0.952 |
23.9% |
0.141 |
3.5% |
14% |
False |
False |
30,261 |
| 100 |
4.800 |
3.848 |
0.952 |
23.9% |
0.128 |
3.2% |
14% |
False |
False |
26,010 |
| 120 |
4.800 |
3.848 |
0.952 |
23.9% |
0.123 |
3.1% |
14% |
False |
False |
22,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.222 |
|
1.618 |
4.150 |
|
1.000 |
4.106 |
|
0.618 |
4.078 |
|
HIGH |
4.034 |
|
0.618 |
4.006 |
|
0.500 |
3.998 |
|
0.382 |
3.990 |
|
LOW |
3.962 |
|
0.618 |
3.918 |
|
1.000 |
3.890 |
|
1.618 |
3.846 |
|
2.618 |
3.774 |
|
4.250 |
3.656 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.998 |
4.071 |
| PP |
3.991 |
4.040 |
| S1 |
3.984 |
4.008 |
|