NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.858 |
3.898 |
0.040 |
1.0% |
3.899 |
| High |
3.929 |
3.906 |
-0.023 |
-0.6% |
3.997 |
| Low |
3.821 |
3.775 |
-0.046 |
-1.2% |
3.825 |
| Close |
3.900 |
3.800 |
-0.100 |
-2.6% |
3.876 |
| Range |
0.108 |
0.131 |
0.023 |
21.3% |
0.172 |
| ATR |
0.128 |
0.128 |
0.000 |
0.2% |
0.000 |
| Volume |
50,294 |
12,222 |
-38,072 |
-75.7% |
471,750 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.141 |
3.872 |
|
| R3 |
4.089 |
4.010 |
3.836 |
|
| R2 |
3.958 |
3.958 |
3.824 |
|
| R1 |
3.879 |
3.879 |
3.812 |
3.853 |
| PP |
3.827 |
3.827 |
3.827 |
3.814 |
| S1 |
3.748 |
3.748 |
3.788 |
3.722 |
| S2 |
3.696 |
3.696 |
3.776 |
|
| S3 |
3.565 |
3.617 |
3.764 |
|
| S4 |
3.434 |
3.486 |
3.728 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.415 |
4.318 |
3.971 |
|
| R3 |
4.243 |
4.146 |
3.923 |
|
| R2 |
4.071 |
4.071 |
3.908 |
|
| R1 |
3.974 |
3.974 |
3.892 |
3.937 |
| PP |
3.899 |
3.899 |
3.899 |
3.881 |
| S1 |
3.802 |
3.802 |
3.860 |
3.765 |
| S2 |
3.727 |
3.727 |
3.844 |
|
| S3 |
3.555 |
3.630 |
3.829 |
|
| S4 |
3.383 |
3.458 |
3.781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.989 |
3.775 |
0.214 |
5.6% |
0.117 |
3.1% |
12% |
False |
True |
48,962 |
| 10 |
4.130 |
3.775 |
0.355 |
9.3% |
0.112 |
2.9% |
7% |
False |
True |
82,263 |
| 20 |
4.499 |
3.775 |
0.724 |
19.1% |
0.121 |
3.2% |
3% |
False |
True |
103,230 |
| 40 |
4.823 |
3.775 |
1.048 |
27.6% |
0.135 |
3.6% |
2% |
False |
True |
85,965 |
| 60 |
4.823 |
3.775 |
1.048 |
27.6% |
0.143 |
3.8% |
2% |
False |
True |
70,554 |
| 80 |
4.823 |
3.775 |
1.048 |
27.6% |
0.146 |
3.8% |
2% |
False |
True |
58,316 |
| 100 |
4.823 |
3.775 |
1.048 |
27.6% |
0.138 |
3.6% |
2% |
False |
True |
49,164 |
| 120 |
4.823 |
3.775 |
1.048 |
27.6% |
0.132 |
3.5% |
2% |
False |
True |
42,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.463 |
|
2.618 |
4.249 |
|
1.618 |
4.118 |
|
1.000 |
4.037 |
|
0.618 |
3.987 |
|
HIGH |
3.906 |
|
0.618 |
3.856 |
|
0.500 |
3.841 |
|
0.382 |
3.825 |
|
LOW |
3.775 |
|
0.618 |
3.694 |
|
1.000 |
3.644 |
|
1.618 |
3.563 |
|
2.618 |
3.432 |
|
4.250 |
3.218 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.882 |
| PP |
3.827 |
3.855 |
| S1 |
3.814 |
3.827 |
|