NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.066 |
3.963 |
-0.103 |
-2.5% |
4.260 |
| High |
4.130 |
3.981 |
-0.149 |
-3.6% |
4.274 |
| Low |
3.965 |
3.895 |
-0.070 |
-1.8% |
3.895 |
| Close |
3.986 |
3.910 |
-0.076 |
-1.9% |
3.910 |
| Range |
0.165 |
0.086 |
-0.079 |
-47.9% |
0.379 |
| ATR |
0.146 |
0.142 |
-0.004 |
-2.7% |
0.000 |
| Volume |
165,647 |
122,719 |
-42,928 |
-25.9% |
744,590 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.187 |
4.134 |
3.957 |
|
| R3 |
4.101 |
4.048 |
3.934 |
|
| R2 |
4.015 |
4.015 |
3.926 |
|
| R1 |
3.962 |
3.962 |
3.918 |
3.946 |
| PP |
3.929 |
3.929 |
3.929 |
3.920 |
| S1 |
3.876 |
3.876 |
3.902 |
3.860 |
| S2 |
3.843 |
3.843 |
3.894 |
|
| S3 |
3.757 |
3.790 |
3.886 |
|
| S4 |
3.671 |
3.704 |
3.863 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.163 |
4.916 |
4.118 |
|
| R3 |
4.784 |
4.537 |
4.014 |
|
| R2 |
4.405 |
4.405 |
3.979 |
|
| R1 |
4.158 |
4.158 |
3.945 |
4.092 |
| PP |
4.026 |
4.026 |
4.026 |
3.994 |
| S1 |
3.779 |
3.779 |
3.875 |
3.713 |
| S2 |
3.647 |
3.647 |
3.841 |
|
| S3 |
3.268 |
3.400 |
3.806 |
|
| S4 |
2.889 |
3.021 |
3.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.274 |
3.895 |
0.379 |
9.7% |
0.124 |
3.2% |
4% |
False |
True |
148,918 |
| 10 |
4.496 |
3.895 |
0.601 |
15.4% |
0.125 |
3.2% |
2% |
False |
True |
131,799 |
| 20 |
4.823 |
3.895 |
0.928 |
23.7% |
0.143 |
3.7% |
2% |
False |
True |
114,035 |
| 40 |
4.823 |
3.895 |
0.928 |
23.7% |
0.148 |
3.8% |
2% |
False |
True |
77,939 |
| 60 |
4.823 |
3.895 |
0.928 |
23.7% |
0.151 |
3.9% |
2% |
False |
True |
64,223 |
| 80 |
4.823 |
3.854 |
0.969 |
24.8% |
0.148 |
3.8% |
6% |
False |
False |
52,772 |
| 100 |
4.823 |
3.854 |
0.969 |
24.8% |
0.136 |
3.5% |
6% |
False |
False |
44,493 |
| 120 |
4.823 |
3.854 |
0.969 |
24.8% |
0.131 |
3.4% |
6% |
False |
False |
38,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.347 |
|
2.618 |
4.206 |
|
1.618 |
4.120 |
|
1.000 |
4.067 |
|
0.618 |
4.034 |
|
HIGH |
3.981 |
|
0.618 |
3.948 |
|
0.500 |
3.938 |
|
0.382 |
3.928 |
|
LOW |
3.895 |
|
0.618 |
3.842 |
|
1.000 |
3.809 |
|
1.618 |
3.756 |
|
2.618 |
3.670 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
4.013 |
| PP |
3.929 |
3.978 |
| S1 |
3.919 |
3.944 |
|