NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.143 |
4.087 |
-0.056 |
-1.4% |
4.449 |
| High |
4.167 |
4.105 |
-0.062 |
-1.5% |
4.449 |
| Low |
4.083 |
3.995 |
-0.088 |
-2.2% |
4.101 |
| Close |
4.088 |
4.030 |
-0.058 |
-1.4% |
4.121 |
| Range |
0.084 |
0.110 |
0.026 |
31.0% |
0.348 |
| ATR |
0.117 |
0.116 |
0.000 |
-0.4% |
0.000 |
| Volume |
17,189 |
12,191 |
-4,998 |
-29.1% |
118,850 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.373 |
4.312 |
4.091 |
|
| R3 |
4.263 |
4.202 |
4.060 |
|
| R2 |
4.153 |
4.153 |
4.050 |
|
| R1 |
4.092 |
4.092 |
4.040 |
4.068 |
| PP |
4.043 |
4.043 |
4.043 |
4.031 |
| S1 |
3.982 |
3.982 |
4.020 |
3.958 |
| S2 |
3.933 |
3.933 |
4.010 |
|
| S3 |
3.823 |
3.872 |
4.000 |
|
| S4 |
3.713 |
3.762 |
3.970 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.268 |
5.042 |
4.312 |
|
| R3 |
4.920 |
4.694 |
4.217 |
|
| R2 |
4.572 |
4.572 |
4.185 |
|
| R1 |
4.346 |
4.346 |
4.153 |
4.285 |
| PP |
4.224 |
4.224 |
4.224 |
4.193 |
| S1 |
3.998 |
3.998 |
4.089 |
3.937 |
| S2 |
3.876 |
3.876 |
4.057 |
|
| S3 |
3.528 |
3.650 |
4.025 |
|
| S4 |
3.180 |
3.302 |
3.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.172 |
3.995 |
0.177 |
4.4% |
0.085 |
2.1% |
20% |
False |
True |
18,043 |
| 10 |
4.488 |
3.995 |
0.493 |
12.2% |
0.102 |
2.5% |
7% |
False |
True |
19,792 |
| 20 |
4.850 |
3.995 |
0.855 |
21.2% |
0.118 |
2.9% |
4% |
False |
True |
15,338 |
| 40 |
4.850 |
3.995 |
0.855 |
21.2% |
0.119 |
3.0% |
4% |
False |
True |
10,766 |
| 60 |
4.850 |
3.995 |
0.855 |
21.2% |
0.124 |
3.1% |
4% |
False |
True |
8,616 |
| 80 |
4.850 |
3.980 |
0.870 |
21.6% |
0.125 |
3.1% |
6% |
False |
False |
6,989 |
| 100 |
4.850 |
3.942 |
0.908 |
22.5% |
0.115 |
2.9% |
10% |
False |
False |
5,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.573 |
|
2.618 |
4.393 |
|
1.618 |
4.283 |
|
1.000 |
4.215 |
|
0.618 |
4.173 |
|
HIGH |
4.105 |
|
0.618 |
4.063 |
|
0.500 |
4.050 |
|
0.382 |
4.037 |
|
LOW |
3.995 |
|
0.618 |
3.927 |
|
1.000 |
3.885 |
|
1.618 |
3.817 |
|
2.618 |
3.707 |
|
4.250 |
3.528 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.050 |
4.084 |
| PP |
4.043 |
4.066 |
| S1 |
4.037 |
4.048 |
|