NYMEX Natural Gas Future April 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 |
3.910 |
3.905 |
-0.005 |
-0.1% |
3.976 |
| High |
3.930 |
4.030 |
0.100 |
2.5% |
4.051 |
| Low |
3.877 |
3.866 |
-0.011 |
-0.3% |
3.867 |
| Close |
3.906 |
3.907 |
0.001 |
0.0% |
3.906 |
| Range |
0.053 |
0.164 |
0.111 |
209.4% |
0.184 |
| ATR |
0.122 |
0.125 |
0.003 |
2.5% |
0.000 |
| Volume |
70,360 |
0 |
-70,360 |
-100.0% |
412,020 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.426 |
4.331 |
3.997 |
|
| R3 |
4.262 |
4.167 |
3.952 |
|
| R2 |
4.098 |
4.098 |
3.937 |
|
| R1 |
4.003 |
4.003 |
3.922 |
4.051 |
| PP |
3.934 |
3.934 |
3.934 |
3.958 |
| S1 |
3.839 |
3.839 |
3.892 |
3.887 |
| S2 |
3.770 |
3.770 |
3.877 |
|
| S3 |
3.606 |
3.675 |
3.862 |
|
| S4 |
3.442 |
3.511 |
3.817 |
|
|
| 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 |
3.866 |
0.185 |
4.7% |
0.107 |
2.7% |
22% |
False |
True |
60,108 |
| 10 |
4.180 |
3.866 |
0.314 |
8.0% |
0.106 |
2.7% |
13% |
False |
True |
85,360 |
| 20 |
4.631 |
3.866 |
0.765 |
19.6% |
0.123 |
3.1% |
5% |
False |
True |
63,951 |
| 40 |
4.800 |
3.866 |
0.934 |
23.9% |
0.131 |
3.3% |
4% |
False |
True |
48,421 |
| 60 |
4.800 |
3.866 |
0.934 |
23.9% |
0.138 |
3.5% |
4% |
False |
True |
40,419 |
| 80 |
4.800 |
3.866 |
0.934 |
23.9% |
0.140 |
3.6% |
4% |
False |
True |
34,682 |
| 100 |
4.800 |
3.848 |
0.952 |
24.4% |
0.130 |
3.3% |
6% |
False |
False |
29,725 |
| 120 |
4.800 |
3.848 |
0.952 |
24.4% |
0.124 |
3.2% |
6% |
False |
False |
25,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.727 |
|
2.618 |
4.459 |
|
1.618 |
4.295 |
|
1.000 |
4.194 |
|
0.618 |
4.131 |
|
HIGH |
4.030 |
|
0.618 |
3.967 |
|
0.500 |
3.948 |
|
0.382 |
3.929 |
|
LOW |
3.866 |
|
0.618 |
3.765 |
|
1.000 |
3.702 |
|
1.618 |
3.601 |
|
2.618 |
3.437 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.948 |
3.948 |
| PP |
3.934 |
3.934 |
| S1 |
3.921 |
3.921 |
|