NYMEX Natural Gas Future July 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 |
4.124 |
4.059 |
-0.065 |
-1.6% |
4.097 |
| High |
4.137 |
4.220 |
0.083 |
2.0% |
4.220 |
| Low |
4.023 |
4.025 |
0.002 |
0.0% |
4.023 |
| Close |
4.070 |
4.193 |
0.123 |
3.0% |
4.193 |
| Range |
0.114 |
0.195 |
0.081 |
71.1% |
0.197 |
| ATR |
0.109 |
0.115 |
0.006 |
5.7% |
0.000 |
| Volume |
6,512 |
10,249 |
3,737 |
57.4% |
29,840 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.731 |
4.657 |
4.300 |
|
| R3 |
4.536 |
4.462 |
4.247 |
|
| R2 |
4.341 |
4.341 |
4.229 |
|
| R1 |
4.267 |
4.267 |
4.211 |
4.304 |
| PP |
4.146 |
4.146 |
4.146 |
4.165 |
| S1 |
4.072 |
4.072 |
4.175 |
4.109 |
| S2 |
3.951 |
3.951 |
4.157 |
|
| S3 |
3.756 |
3.877 |
4.139 |
|
| S4 |
3.561 |
3.682 |
4.086 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.662 |
4.301 |
|
| R3 |
4.539 |
4.465 |
4.247 |
|
| R2 |
4.342 |
4.342 |
4.229 |
|
| R1 |
4.268 |
4.268 |
4.211 |
4.305 |
| PP |
4.145 |
4.145 |
4.145 |
4.164 |
| S1 |
4.071 |
4.071 |
4.175 |
4.108 |
| S2 |
3.948 |
3.948 |
4.157 |
|
| S3 |
3.751 |
3.874 |
4.139 |
|
| S4 |
3.554 |
3.677 |
4.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.220 |
4.023 |
0.197 |
4.7% |
0.123 |
2.9% |
86% |
True |
False |
8,333 |
| 10 |
4.228 |
4.023 |
0.205 |
4.9% |
0.101 |
2.4% |
83% |
False |
False |
9,363 |
| 20 |
4.641 |
4.023 |
0.618 |
14.7% |
0.103 |
2.5% |
28% |
False |
False |
9,899 |
| 40 |
4.930 |
4.023 |
0.907 |
21.6% |
0.115 |
2.7% |
19% |
False |
False |
8,873 |
| 60 |
4.930 |
4.023 |
0.907 |
21.6% |
0.116 |
2.8% |
19% |
False |
False |
6,882 |
| 80 |
4.930 |
4.023 |
0.907 |
21.6% |
0.117 |
2.8% |
19% |
False |
False |
5,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.049 |
|
2.618 |
4.731 |
|
1.618 |
4.536 |
|
1.000 |
4.415 |
|
0.618 |
4.341 |
|
HIGH |
4.220 |
|
0.618 |
4.146 |
|
0.500 |
4.123 |
|
0.382 |
4.099 |
|
LOW |
4.025 |
|
0.618 |
3.904 |
|
1.000 |
3.830 |
|
1.618 |
3.709 |
|
2.618 |
3.514 |
|
4.250 |
3.196 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.170 |
4.169 |
| PP |
4.146 |
4.145 |
| S1 |
4.123 |
4.122 |
|