NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.003 |
4.048 |
0.045 |
1.1% |
4.294 |
| High |
4.049 |
4.051 |
0.002 |
0.0% |
4.309 |
| Low |
3.949 |
3.953 |
0.004 |
0.1% |
3.962 |
| Close |
4.030 |
3.961 |
-0.069 |
-1.7% |
3.977 |
| Range |
0.100 |
0.098 |
-0.002 |
-2.0% |
0.347 |
| ATR |
0.130 |
0.128 |
-0.002 |
-1.8% |
0.000 |
| Volume |
87,098 |
73,755 |
-13,343 |
-15.3% |
503,461 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.220 |
4.015 |
|
| R3 |
4.184 |
4.122 |
3.988 |
|
| R2 |
4.086 |
4.086 |
3.979 |
|
| R1 |
4.024 |
4.024 |
3.970 |
4.006 |
| PP |
3.988 |
3.988 |
3.988 |
3.980 |
| S1 |
3.926 |
3.926 |
3.952 |
3.908 |
| S2 |
3.890 |
3.890 |
3.943 |
|
| S3 |
3.792 |
3.828 |
3.934 |
|
| S4 |
3.694 |
3.730 |
3.907 |
|
|
| 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 |
6.4% |
0.104 |
2.6% |
13% |
False |
False |
99,284 |
| 10 |
4.507 |
3.928 |
0.579 |
14.6% |
0.114 |
2.9% |
6% |
False |
False |
87,257 |
| 20 |
4.800 |
3.928 |
0.872 |
22.0% |
0.130 |
3.3% |
4% |
False |
False |
64,085 |
| 40 |
4.800 |
3.928 |
0.872 |
22.0% |
0.133 |
3.4% |
4% |
False |
False |
46,255 |
| 60 |
4.800 |
3.928 |
0.872 |
22.0% |
0.139 |
3.5% |
4% |
False |
False |
39,067 |
| 80 |
4.800 |
3.848 |
0.952 |
24.0% |
0.140 |
3.5% |
12% |
False |
False |
33,326 |
| 100 |
4.800 |
3.848 |
0.952 |
24.0% |
0.128 |
3.2% |
12% |
False |
False |
28,536 |
| 120 |
4.800 |
3.848 |
0.952 |
24.0% |
0.124 |
3.1% |
12% |
False |
False |
24,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.468 |
|
2.618 |
4.308 |
|
1.618 |
4.210 |
|
1.000 |
4.149 |
|
0.618 |
4.112 |
|
HIGH |
4.051 |
|
0.618 |
4.014 |
|
0.500 |
4.002 |
|
0.382 |
3.990 |
|
LOW |
3.953 |
|
0.618 |
3.892 |
|
1.000 |
3.855 |
|
1.618 |
3.794 |
|
2.618 |
3.696 |
|
4.250 |
3.537 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.002 |
3.990 |
| PP |
3.988 |
3.980 |
| S1 |
3.975 |
3.971 |
|