NYMEX Natural Gas Future April 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 |
3.961 |
3.910 |
-0.051 |
-1.3% |
3.976 |
| High |
3.985 |
3.930 |
-0.055 |
-1.4% |
4.051 |
| Low |
3.867 |
3.877 |
0.010 |
0.3% |
3.867 |
| Close |
3.901 |
3.906 |
0.005 |
0.1% |
3.906 |
| Range |
0.118 |
0.053 |
-0.065 |
-55.1% |
0.184 |
| ATR |
0.127 |
0.122 |
-0.005 |
-4.2% |
0.000 |
| Volume |
69,331 |
70,360 |
1,029 |
1.5% |
412,020 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.063 |
4.038 |
3.935 |
|
| R3 |
4.010 |
3.985 |
3.921 |
|
| R2 |
3.957 |
3.957 |
3.916 |
|
| R1 |
3.932 |
3.932 |
3.911 |
3.918 |
| PP |
3.904 |
3.904 |
3.904 |
3.898 |
| S1 |
3.879 |
3.879 |
3.901 |
3.865 |
| S2 |
3.851 |
3.851 |
3.896 |
|
| S3 |
3.798 |
3.826 |
3.891 |
|
| S4 |
3.745 |
3.773 |
3.877 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.493 |
4.384 |
4.007 |
|
| R3 |
4.309 |
4.200 |
3.957 |
|
| R2 |
4.125 |
4.125 |
3.940 |
|
| R1 |
4.016 |
4.016 |
3.923 |
3.979 |
| PP |
3.941 |
3.941 |
3.941 |
3.923 |
| S1 |
3.832 |
3.832 |
3.889 |
3.795 |
| S2 |
3.757 |
3.757 |
3.872 |
|
| S3 |
3.573 |
3.648 |
3.855 |
|
| S4 |
3.389 |
3.464 |
3.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.051 |
3.867 |
0.184 |
4.7% |
0.090 |
2.3% |
21% |
False |
False |
82,404 |
| 10 |
4.309 |
3.867 |
0.442 |
11.3% |
0.107 |
2.7% |
9% |
False |
False |
91,548 |
| 20 |
4.800 |
3.867 |
0.933 |
23.9% |
0.126 |
3.2% |
4% |
False |
False |
66,487 |
| 40 |
4.800 |
3.867 |
0.933 |
23.9% |
0.129 |
3.3% |
4% |
False |
False |
48,870 |
| 60 |
4.800 |
3.867 |
0.933 |
23.9% |
0.137 |
3.5% |
4% |
False |
False |
40,735 |
| 80 |
4.800 |
3.867 |
0.933 |
23.9% |
0.139 |
3.6% |
4% |
False |
False |
34,854 |
| 100 |
4.800 |
3.848 |
0.952 |
24.4% |
0.129 |
3.3% |
6% |
False |
False |
29,788 |
| 120 |
4.800 |
3.848 |
0.952 |
24.4% |
0.123 |
3.1% |
6% |
False |
False |
26,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.155 |
|
2.618 |
4.069 |
|
1.618 |
4.016 |
|
1.000 |
3.983 |
|
0.618 |
3.963 |
|
HIGH |
3.930 |
|
0.618 |
3.910 |
|
0.500 |
3.904 |
|
0.382 |
3.897 |
|
LOW |
3.877 |
|
0.618 |
3.844 |
|
1.000 |
3.824 |
|
1.618 |
3.791 |
|
2.618 |
3.738 |
|
4.250 |
3.652 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.959 |
| PP |
3.904 |
3.941 |
| S1 |
3.904 |
3.924 |
|