NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.905 |
3.912 |
0.007 |
0.2% |
3.976 |
| High |
4.030 |
3.969 |
-0.061 |
-1.5% |
4.051 |
| Low |
3.866 |
3.862 |
-0.004 |
-0.1% |
3.867 |
| Close |
3.907 |
3.936 |
0.029 |
0.7% |
3.906 |
| Range |
0.164 |
0.107 |
-0.057 |
-34.8% |
0.184 |
| ATR |
0.125 |
0.123 |
-0.001 |
-1.0% |
0.000 |
| Volume |
0 |
76,333 |
76,333 |
|
412,020 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.197 |
3.995 |
|
| R3 |
4.136 |
4.090 |
3.965 |
|
| R2 |
4.029 |
4.029 |
3.956 |
|
| R1 |
3.983 |
3.983 |
3.946 |
4.006 |
| PP |
3.922 |
3.922 |
3.922 |
3.934 |
| S1 |
3.876 |
3.876 |
3.926 |
3.899 |
| S2 |
3.815 |
3.815 |
3.916 |
|
| S3 |
3.708 |
3.769 |
3.907 |
|
| S4 |
3.601 |
3.662 |
3.877 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.493 |
4.384 |
4.007 |
|
| R3 |
4.309 |
4.200 |
3.957 |
|
| R2 |
4.125 |
4.125 |
3.940 |
|
| R1 |
4.016 |
4.016 |
3.923 |
3.979 |
| PP |
3.941 |
3.941 |
3.941 |
3.923 |
| S1 |
3.832 |
3.832 |
3.889 |
3.795 |
| S2 |
3.757 |
3.757 |
3.872 |
|
| S3 |
3.573 |
3.648 |
3.855 |
|
| S4 |
3.389 |
3.464 |
3.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.051 |
3.862 |
0.189 |
4.8% |
0.108 |
2.7% |
39% |
False |
True |
57,955 |
| 10 |
4.180 |
3.862 |
0.318 |
8.1% |
0.107 |
2.7% |
23% |
False |
True |
82,421 |
| 20 |
4.539 |
3.862 |
0.677 |
17.2% |
0.118 |
3.0% |
11% |
False |
True |
65,956 |
| 40 |
4.800 |
3.862 |
0.938 |
23.8% |
0.131 |
3.3% |
8% |
False |
True |
50,011 |
| 60 |
4.800 |
3.862 |
0.938 |
23.8% |
0.138 |
3.5% |
8% |
False |
True |
41,320 |
| 80 |
4.800 |
3.862 |
0.938 |
23.8% |
0.139 |
3.5% |
8% |
False |
True |
35,507 |
| 100 |
4.800 |
3.848 |
0.952 |
24.2% |
0.129 |
3.3% |
9% |
False |
False |
30,409 |
| 120 |
4.800 |
3.848 |
0.952 |
24.2% |
0.124 |
3.1% |
9% |
False |
False |
26,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.424 |
|
2.618 |
4.249 |
|
1.618 |
4.142 |
|
1.000 |
4.076 |
|
0.618 |
4.035 |
|
HIGH |
3.969 |
|
0.618 |
3.928 |
|
0.500 |
3.916 |
|
0.382 |
3.903 |
|
LOW |
3.862 |
|
0.618 |
3.796 |
|
1.000 |
3.755 |
|
1.618 |
3.689 |
|
2.618 |
3.582 |
|
4.250 |
3.407 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.946 |
| PP |
3.922 |
3.943 |
| S1 |
3.916 |
3.939 |
|