NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.945 |
3.884 |
-0.061 |
-1.5% |
3.905 |
| High |
3.954 |
4.044 |
0.090 |
2.3% |
4.044 |
| Low |
3.822 |
3.832 |
0.010 |
0.3% |
3.822 |
| Close |
3.872 |
4.005 |
0.133 |
3.4% |
4.005 |
| Range |
0.132 |
0.212 |
0.080 |
60.6% |
0.222 |
| ATR |
0.124 |
0.130 |
0.006 |
5.1% |
0.000 |
| Volume |
103,121 |
123,477 |
20,356 |
19.7% |
302,931 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.596 |
4.513 |
4.122 |
|
| R3 |
4.384 |
4.301 |
4.063 |
|
| R2 |
4.172 |
4.172 |
4.044 |
|
| R1 |
4.089 |
4.089 |
4.024 |
4.131 |
| PP |
3.960 |
3.960 |
3.960 |
3.981 |
| S1 |
3.877 |
3.877 |
3.986 |
3.919 |
| S2 |
3.748 |
3.748 |
3.966 |
|
| S3 |
3.536 |
3.665 |
3.947 |
|
| S4 |
3.324 |
3.453 |
3.888 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.623 |
4.536 |
4.127 |
|
| R3 |
4.401 |
4.314 |
4.066 |
|
| R2 |
4.179 |
4.179 |
4.046 |
|
| R1 |
4.092 |
4.092 |
4.025 |
4.136 |
| PP |
3.957 |
3.957 |
3.957 |
3.979 |
| S1 |
3.870 |
3.870 |
3.985 |
3.914 |
| S2 |
3.735 |
3.735 |
3.964 |
|
| S3 |
3.513 |
3.648 |
3.944 |
|
| S4 |
3.291 |
3.426 |
3.883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.044 |
3.822 |
0.222 |
5.5% |
0.134 |
3.3% |
82% |
True |
False |
74,658 |
| 10 |
4.051 |
3.822 |
0.229 |
5.7% |
0.114 |
2.8% |
80% |
False |
False |
83,665 |
| 20 |
4.507 |
3.822 |
0.685 |
17.1% |
0.120 |
3.0% |
27% |
False |
False |
73,500 |
| 40 |
4.800 |
3.822 |
0.978 |
24.4% |
0.132 |
3.3% |
19% |
False |
False |
55,133 |
| 60 |
4.800 |
3.822 |
0.978 |
24.4% |
0.137 |
3.4% |
19% |
False |
False |
44,614 |
| 80 |
4.800 |
3.822 |
0.978 |
24.4% |
0.138 |
3.4% |
19% |
False |
False |
37,804 |
| 100 |
4.800 |
3.822 |
0.978 |
24.4% |
0.132 |
3.3% |
19% |
False |
False |
32,466 |
| 120 |
4.800 |
3.822 |
0.978 |
24.4% |
0.125 |
3.1% |
19% |
False |
False |
28,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.945 |
|
2.618 |
4.599 |
|
1.618 |
4.387 |
|
1.000 |
4.256 |
|
0.618 |
4.175 |
|
HIGH |
4.044 |
|
0.618 |
3.963 |
|
0.500 |
3.938 |
|
0.382 |
3.913 |
|
LOW |
3.832 |
|
0.618 |
3.701 |
|
1.000 |
3.620 |
|
1.618 |
3.489 |
|
2.618 |
3.277 |
|
4.250 |
2.931 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.983 |
3.981 |
| PP |
3.960 |
3.957 |
| S1 |
3.938 |
3.933 |
|