NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.048 |
3.961 |
-0.087 |
-2.1% |
4.294 |
| High |
4.051 |
3.985 |
-0.066 |
-1.6% |
4.309 |
| Low |
3.953 |
3.867 |
-0.086 |
-2.2% |
3.962 |
| Close |
3.961 |
3.901 |
-0.060 |
-1.5% |
3.977 |
| Range |
0.098 |
0.118 |
0.020 |
20.4% |
0.347 |
| ATR |
0.128 |
0.127 |
-0.001 |
-0.5% |
0.000 |
| Volume |
73,755 |
69,331 |
-4,424 |
-6.0% |
503,461 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.204 |
3.966 |
|
| R3 |
4.154 |
4.086 |
3.933 |
|
| R2 |
4.036 |
4.036 |
3.923 |
|
| R1 |
3.968 |
3.968 |
3.912 |
3.943 |
| PP |
3.918 |
3.918 |
3.918 |
3.905 |
| S1 |
3.850 |
3.850 |
3.890 |
3.825 |
| S2 |
3.800 |
3.800 |
3.879 |
|
| S3 |
3.682 |
3.732 |
3.869 |
|
| S4 |
3.564 |
3.614 |
3.836 |
|
|
| 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 |
4.051 |
3.867 |
0.184 |
4.7% |
0.094 |
2.4% |
18% |
False |
True |
92,673 |
| 10 |
4.387 |
3.867 |
0.520 |
13.3% |
0.110 |
2.8% |
7% |
False |
True |
89,583 |
| 20 |
4.800 |
3.867 |
0.933 |
23.9% |
0.129 |
3.3% |
4% |
False |
True |
65,970 |
| 40 |
4.800 |
3.867 |
0.933 |
23.9% |
0.132 |
3.4% |
4% |
False |
True |
47,515 |
| 60 |
4.800 |
3.867 |
0.933 |
23.9% |
0.139 |
3.6% |
4% |
False |
True |
39,896 |
| 80 |
4.800 |
3.867 |
0.933 |
23.9% |
0.140 |
3.6% |
4% |
False |
True |
34,083 |
| 100 |
4.800 |
3.848 |
0.952 |
24.4% |
0.129 |
3.3% |
6% |
False |
False |
29,182 |
| 120 |
4.800 |
3.848 |
0.952 |
24.4% |
0.124 |
3.2% |
6% |
False |
False |
25,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.487 |
|
2.618 |
4.294 |
|
1.618 |
4.176 |
|
1.000 |
4.103 |
|
0.618 |
4.058 |
|
HIGH |
3.985 |
|
0.618 |
3.940 |
|
0.500 |
3.926 |
|
0.382 |
3.912 |
|
LOW |
3.867 |
|
0.618 |
3.794 |
|
1.000 |
3.749 |
|
1.618 |
3.676 |
|
2.618 |
3.558 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.959 |
| PP |
3.918 |
3.940 |
| S1 |
3.909 |
3.920 |
|