NYMEX Natural Gas Future May 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 |
3.968 |
3.980 |
0.012 |
0.3% |
4.032 |
| High |
4.093 |
4.038 |
-0.055 |
-1.3% |
4.118 |
| Low |
3.935 |
3.929 |
-0.006 |
-0.2% |
3.934 |
| Close |
3.976 |
4.005 |
0.029 |
0.7% |
3.976 |
| Range |
0.158 |
0.109 |
-0.049 |
-31.0% |
0.184 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.7% |
0.000 |
| Volume |
29,150 |
26,932 |
-2,218 |
-7.6% |
203,971 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.318 |
4.270 |
4.065 |
|
| R3 |
4.209 |
4.161 |
4.035 |
|
| R2 |
4.100 |
4.100 |
4.025 |
|
| R1 |
4.052 |
4.052 |
4.015 |
4.076 |
| PP |
3.991 |
3.991 |
3.991 |
4.003 |
| S1 |
3.943 |
3.943 |
3.995 |
3.967 |
| S2 |
3.882 |
3.882 |
3.985 |
|
| S3 |
3.773 |
3.834 |
3.975 |
|
| S4 |
3.664 |
3.725 |
3.945 |
|
|
| 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 |
3.929 |
0.189 |
4.7% |
0.106 |
2.6% |
40% |
False |
True |
31,123 |
| 10 |
4.249 |
3.929 |
0.320 |
8.0% |
0.105 |
2.6% |
24% |
False |
True |
52,046 |
| 20 |
4.575 |
3.929 |
0.646 |
16.1% |
0.114 |
2.8% |
12% |
False |
True |
42,157 |
| 40 |
4.822 |
3.929 |
0.893 |
22.3% |
0.124 |
3.1% |
9% |
False |
True |
30,027 |
| 60 |
4.822 |
3.929 |
0.893 |
22.3% |
0.129 |
3.2% |
9% |
False |
True |
22,884 |
| 80 |
4.822 |
3.919 |
0.903 |
22.5% |
0.129 |
3.2% |
10% |
False |
False |
18,517 |
| 100 |
4.822 |
3.882 |
0.940 |
23.5% |
0.120 |
3.0% |
13% |
False |
False |
15,379 |
| 120 |
4.822 |
3.882 |
0.940 |
23.5% |
0.114 |
2.8% |
13% |
False |
False |
13,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.501 |
|
2.618 |
4.323 |
|
1.618 |
4.214 |
|
1.000 |
4.147 |
|
0.618 |
4.105 |
|
HIGH |
4.038 |
|
0.618 |
3.996 |
|
0.500 |
3.984 |
|
0.382 |
3.971 |
|
LOW |
3.929 |
|
0.618 |
3.862 |
|
1.000 |
3.820 |
|
1.618 |
3.753 |
|
2.618 |
3.644 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.998 |
4.011 |
| PP |
3.991 |
4.009 |
| S1 |
3.984 |
4.007 |
|