NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.941 |
0.042 |
1.1% |
4.260 |
| High |
3.946 |
3.997 |
0.051 |
1.3% |
4.274 |
| Low |
3.860 |
3.891 |
0.031 |
0.8% |
3.895 |
| Close |
3.925 |
3.996 |
0.071 |
1.8% |
3.910 |
| Range |
0.086 |
0.106 |
0.020 |
23.3% |
0.379 |
| ATR |
0.138 |
0.136 |
-0.002 |
-1.7% |
0.000 |
| Volume |
96,168 |
94,993 |
-1,175 |
-1.2% |
744,590 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.244 |
4.054 |
|
| R3 |
4.173 |
4.138 |
4.025 |
|
| R2 |
4.067 |
4.067 |
4.015 |
|
| R1 |
4.032 |
4.032 |
4.006 |
4.050 |
| PP |
3.961 |
3.961 |
3.961 |
3.970 |
| S1 |
3.926 |
3.926 |
3.986 |
3.944 |
| S2 |
3.855 |
3.855 |
3.977 |
|
| S3 |
3.749 |
3.820 |
3.967 |
|
| S4 |
3.643 |
3.714 |
3.938 |
|
|
| 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 |
4.130 |
3.860 |
0.270 |
6.8% |
0.108 |
2.7% |
50% |
False |
False |
121,149 |
| 10 |
4.496 |
3.860 |
0.636 |
15.9% |
0.117 |
2.9% |
21% |
False |
False |
128,620 |
| 20 |
4.823 |
3.860 |
0.963 |
24.1% |
0.139 |
3.5% |
14% |
False |
False |
113,937 |
| 40 |
4.823 |
3.860 |
0.963 |
24.1% |
0.143 |
3.6% |
14% |
False |
False |
80,904 |
| 60 |
4.823 |
3.860 |
0.963 |
24.1% |
0.148 |
3.7% |
14% |
False |
False |
66,817 |
| 80 |
4.823 |
3.854 |
0.969 |
24.2% |
0.148 |
3.7% |
15% |
False |
False |
54,941 |
| 100 |
4.823 |
3.854 |
0.969 |
24.2% |
0.136 |
3.4% |
15% |
False |
False |
46,245 |
| 120 |
4.823 |
3.854 |
0.969 |
24.2% |
0.132 |
3.3% |
15% |
False |
False |
40,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.448 |
|
2.618 |
4.275 |
|
1.618 |
4.169 |
|
1.000 |
4.103 |
|
0.618 |
4.063 |
|
HIGH |
3.997 |
|
0.618 |
3.957 |
|
0.500 |
3.944 |
|
0.382 |
3.931 |
|
LOW |
3.891 |
|
0.618 |
3.825 |
|
1.000 |
3.785 |
|
1.618 |
3.719 |
|
2.618 |
3.613 |
|
4.250 |
3.441 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.979 |
3.974 |
| PP |
3.961 |
3.951 |
| S1 |
3.944 |
3.929 |
|