NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.022 |
3.976 |
-0.046 |
-1.1% |
4.294 |
| High |
4.034 |
4.009 |
-0.025 |
-0.6% |
4.309 |
| Low |
3.962 |
3.928 |
-0.034 |
-0.9% |
3.962 |
| Close |
3.977 |
3.991 |
0.014 |
0.4% |
3.977 |
| Range |
0.072 |
0.081 |
0.009 |
12.5% |
0.347 |
| ATR |
0.136 |
0.132 |
-0.004 |
-2.9% |
0.000 |
| Volume |
121,706 |
111,476 |
-10,230 |
-8.4% |
503,461 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.186 |
4.036 |
|
| R3 |
4.138 |
4.105 |
4.013 |
|
| R2 |
4.057 |
4.057 |
4.006 |
|
| R1 |
4.024 |
4.024 |
3.998 |
4.041 |
| PP |
3.976 |
3.976 |
3.976 |
3.984 |
| S1 |
3.943 |
3.943 |
3.984 |
3.960 |
| S2 |
3.895 |
3.895 |
3.976 |
|
| S3 |
3.814 |
3.862 |
3.969 |
|
| S4 |
3.733 |
3.781 |
3.946 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.124 |
4.897 |
4.168 |
|
| R3 |
4.777 |
4.550 |
4.072 |
|
| R2 |
4.430 |
4.430 |
4.041 |
|
| R1 |
4.203 |
4.203 |
4.009 |
4.143 |
| PP |
4.083 |
4.083 |
4.083 |
4.053 |
| S1 |
3.856 |
3.856 |
3.945 |
3.796 |
| S2 |
3.736 |
3.736 |
3.913 |
|
| S3 |
3.389 |
3.509 |
3.882 |
|
| S4 |
3.042 |
3.162 |
3.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.180 |
3.928 |
0.252 |
6.3% |
0.106 |
2.7% |
25% |
False |
True |
110,611 |
| 10 |
4.507 |
3.928 |
0.579 |
14.5% |
0.114 |
2.9% |
11% |
False |
True |
79,779 |
| 20 |
4.800 |
3.928 |
0.872 |
21.8% |
0.134 |
3.4% |
7% |
False |
True |
58,878 |
| 40 |
4.800 |
3.928 |
0.872 |
21.8% |
0.138 |
3.4% |
7% |
False |
True |
43,569 |
| 60 |
4.800 |
3.928 |
0.872 |
21.8% |
0.141 |
3.5% |
7% |
False |
True |
36,982 |
| 80 |
4.800 |
3.848 |
0.952 |
23.9% |
0.141 |
3.5% |
15% |
False |
False |
31,560 |
| 100 |
4.800 |
3.848 |
0.952 |
23.9% |
0.128 |
3.2% |
15% |
False |
False |
27,040 |
| 120 |
4.800 |
3.848 |
0.952 |
23.9% |
0.123 |
3.1% |
15% |
False |
False |
23,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.353 |
|
2.618 |
4.221 |
|
1.618 |
4.140 |
|
1.000 |
4.090 |
|
0.618 |
4.059 |
|
HIGH |
4.009 |
|
0.618 |
3.978 |
|
0.500 |
3.969 |
|
0.382 |
3.959 |
|
LOW |
3.928 |
|
0.618 |
3.878 |
|
1.000 |
3.847 |
|
1.618 |
3.797 |
|
2.618 |
3.716 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
4.054 |
| PP |
3.976 |
4.033 |
| S1 |
3.969 |
4.012 |
|