NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.140 |
4.090 |
-0.050 |
-1.2% |
4.171 |
| High |
4.158 |
4.113 |
-0.045 |
-1.1% |
4.228 |
| Low |
4.065 |
4.058 |
-0.007 |
-0.2% |
4.058 |
| Close |
4.087 |
4.095 |
0.008 |
0.2% |
4.095 |
| Range |
0.093 |
0.055 |
-0.038 |
-40.9% |
0.170 |
| ATR |
0.109 |
0.106 |
-0.004 |
-3.6% |
0.000 |
| Volume |
7,670 |
11,826 |
4,156 |
54.2% |
48,564 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.229 |
4.125 |
|
| R3 |
4.199 |
4.174 |
4.110 |
|
| R2 |
4.144 |
4.144 |
4.105 |
|
| R1 |
4.119 |
4.119 |
4.100 |
4.132 |
| PP |
4.089 |
4.089 |
4.089 |
4.095 |
| S1 |
4.064 |
4.064 |
4.090 |
4.077 |
| S2 |
4.034 |
4.034 |
4.085 |
|
| S3 |
3.979 |
4.009 |
4.080 |
|
| S4 |
3.924 |
3.954 |
4.065 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.637 |
4.536 |
4.189 |
|
| R3 |
4.467 |
4.366 |
4.142 |
|
| R2 |
4.297 |
4.297 |
4.126 |
|
| R1 |
4.196 |
4.196 |
4.111 |
4.162 |
| PP |
4.127 |
4.127 |
4.127 |
4.110 |
| S1 |
4.026 |
4.026 |
4.079 |
3.992 |
| S2 |
3.957 |
3.957 |
4.064 |
|
| S3 |
3.787 |
3.856 |
4.048 |
|
| S4 |
3.617 |
3.686 |
4.002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.228 |
4.058 |
0.170 |
4.2% |
0.079 |
1.9% |
22% |
False |
True |
9,712 |
| 10 |
4.503 |
4.058 |
0.445 |
10.9% |
0.091 |
2.2% |
8% |
False |
True |
12,299 |
| 20 |
4.930 |
4.058 |
0.872 |
21.3% |
0.109 |
2.7% |
4% |
False |
True |
10,291 |
| 40 |
4.930 |
4.058 |
0.872 |
21.3% |
0.110 |
2.7% |
4% |
False |
True |
8,357 |
| 60 |
4.930 |
4.058 |
0.872 |
21.3% |
0.115 |
2.8% |
4% |
False |
True |
6,486 |
| 80 |
4.930 |
4.043 |
0.887 |
21.7% |
0.117 |
2.9% |
6% |
False |
False |
5,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.347 |
|
2.618 |
4.257 |
|
1.618 |
4.202 |
|
1.000 |
4.168 |
|
0.618 |
4.147 |
|
HIGH |
4.113 |
|
0.618 |
4.092 |
|
0.500 |
4.086 |
|
0.382 |
4.079 |
|
LOW |
4.058 |
|
0.618 |
4.024 |
|
1.000 |
4.003 |
|
1.618 |
3.969 |
|
2.618 |
3.914 |
|
4.250 |
3.824 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.092 |
4.140 |
| PP |
4.089 |
4.125 |
| S1 |
4.086 |
4.110 |
|