NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3.884 |
4.009 |
0.125 |
3.2% |
3.905 |
| High |
4.044 |
4.100 |
0.056 |
1.4% |
4.044 |
| Low |
3.832 |
3.954 |
0.122 |
3.2% |
3.822 |
| Close |
4.005 |
4.037 |
0.032 |
0.8% |
4.005 |
| Range |
0.212 |
0.146 |
-0.066 |
-31.1% |
0.222 |
| ATR |
0.130 |
0.131 |
0.001 |
0.9% |
0.000 |
| Volume |
123,477 |
113,619 |
-9,858 |
-8.0% |
302,931 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.468 |
4.399 |
4.117 |
|
| R3 |
4.322 |
4.253 |
4.077 |
|
| R2 |
4.176 |
4.176 |
4.064 |
|
| R1 |
4.107 |
4.107 |
4.050 |
4.142 |
| PP |
4.030 |
4.030 |
4.030 |
4.048 |
| S1 |
3.961 |
3.961 |
4.024 |
3.996 |
| S2 |
3.884 |
3.884 |
4.010 |
|
| S3 |
3.738 |
3.815 |
3.997 |
|
| S4 |
3.592 |
3.669 |
3.957 |
|
|
| 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 |
4.100 |
3.822 |
0.278 |
6.9% |
0.152 |
3.8% |
77% |
True |
False |
83,310 |
| 10 |
4.100 |
3.822 |
0.278 |
6.9% |
0.121 |
3.0% |
77% |
True |
False |
82,857 |
| 20 |
4.507 |
3.822 |
0.685 |
17.0% |
0.122 |
3.0% |
31% |
False |
False |
77,177 |
| 40 |
4.800 |
3.822 |
0.978 |
24.2% |
0.133 |
3.3% |
22% |
False |
False |
57,602 |
| 60 |
4.800 |
3.822 |
0.978 |
24.2% |
0.138 |
3.4% |
22% |
False |
False |
46,240 |
| 80 |
4.800 |
3.822 |
0.978 |
24.2% |
0.138 |
3.4% |
22% |
False |
False |
38,991 |
| 100 |
4.800 |
3.822 |
0.978 |
24.2% |
0.133 |
3.3% |
22% |
False |
False |
33,519 |
| 120 |
4.800 |
3.822 |
0.978 |
24.2% |
0.125 |
3.1% |
22% |
False |
False |
29,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.721 |
|
2.618 |
4.482 |
|
1.618 |
4.336 |
|
1.000 |
4.246 |
|
0.618 |
4.190 |
|
HIGH |
4.100 |
|
0.618 |
4.044 |
|
0.500 |
4.027 |
|
0.382 |
4.010 |
|
LOW |
3.954 |
|
0.618 |
3.864 |
|
1.000 |
3.808 |
|
1.618 |
3.718 |
|
2.618 |
3.572 |
|
4.250 |
3.334 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.034 |
4.012 |
| PP |
4.030 |
3.986 |
| S1 |
4.027 |
3.961 |
|