NYMEX Natural Gas Future May 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 |
4.020 |
3.955 |
-0.065 |
-1.6% |
4.032 |
| High |
4.050 |
3.995 |
-0.055 |
-1.4% |
4.118 |
| Low |
3.934 |
3.941 |
0.007 |
0.2% |
3.934 |
| Close |
3.968 |
3.976 |
0.008 |
0.2% |
3.976 |
| Range |
0.116 |
0.054 |
-0.062 |
-53.4% |
0.184 |
| ATR |
0.122 |
0.117 |
-0.005 |
-4.0% |
0.000 |
| Volume |
30,419 |
33,287 |
2,868 |
9.4% |
203,971 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.133 |
4.108 |
4.006 |
|
| R3 |
4.079 |
4.054 |
3.991 |
|
| R2 |
4.025 |
4.025 |
3.986 |
|
| R1 |
4.000 |
4.000 |
3.981 |
4.013 |
| PP |
3.971 |
3.971 |
3.971 |
3.977 |
| S1 |
3.946 |
3.946 |
3.971 |
3.959 |
| S2 |
3.917 |
3.917 |
3.966 |
|
| S3 |
3.863 |
3.892 |
3.961 |
|
| S4 |
3.809 |
3.838 |
3.946 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.561 |
4.453 |
4.077 |
|
| R3 |
4.377 |
4.269 |
4.027 |
|
| R2 |
4.193 |
4.193 |
4.010 |
|
| R1 |
4.085 |
4.085 |
3.993 |
4.047 |
| PP |
4.009 |
4.009 |
4.009 |
3.991 |
| S1 |
3.901 |
3.901 |
3.959 |
3.863 |
| S2 |
3.825 |
3.825 |
3.942 |
|
| S3 |
3.641 |
3.717 |
3.925 |
|
| S4 |
3.457 |
3.533 |
3.875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.118 |
3.934 |
0.184 |
4.6% |
0.088 |
2.2% |
23% |
False |
False |
40,794 |
| 10 |
4.364 |
3.934 |
0.430 |
10.8% |
0.104 |
2.6% |
10% |
False |
False |
60,287 |
| 20 |
4.822 |
3.934 |
0.888 |
22.3% |
0.121 |
3.0% |
5% |
False |
False |
41,712 |
| 40 |
4.822 |
3.934 |
0.888 |
22.3% |
0.122 |
3.1% |
5% |
False |
False |
28,933 |
| 60 |
4.822 |
3.934 |
0.888 |
22.3% |
0.128 |
3.2% |
5% |
False |
False |
22,192 |
| 80 |
4.822 |
3.919 |
0.903 |
22.7% |
0.129 |
3.3% |
6% |
False |
False |
17,884 |
| 100 |
4.822 |
3.882 |
0.940 |
23.6% |
0.119 |
3.0% |
10% |
False |
False |
14,848 |
| 120 |
4.822 |
3.882 |
0.940 |
23.6% |
0.113 |
2.8% |
10% |
False |
False |
12,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
4.136 |
|
1.618 |
4.082 |
|
1.000 |
4.049 |
|
0.618 |
4.028 |
|
HIGH |
3.995 |
|
0.618 |
3.974 |
|
0.500 |
3.968 |
|
0.382 |
3.962 |
|
LOW |
3.941 |
|
0.618 |
3.908 |
|
1.000 |
3.887 |
|
1.618 |
3.854 |
|
2.618 |
3.800 |
|
4.250 |
3.712 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
4.026 |
| PP |
3.971 |
4.009 |
| S1 |
3.968 |
3.993 |
|