NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.291 |
4.234 |
-0.057 |
-1.3% |
4.491 |
| High |
4.400 |
4.245 |
-0.155 |
-3.5% |
4.491 |
| Low |
4.240 |
4.206 |
-0.034 |
-0.8% |
4.206 |
| Close |
4.271 |
4.221 |
-0.050 |
-1.2% |
4.221 |
| Range |
0.160 |
0.039 |
-0.121 |
-75.6% |
0.285 |
| ATR |
0.120 |
0.116 |
-0.004 |
-3.3% |
0.000 |
| Volume |
6,475 |
8,797 |
2,322 |
35.9% |
29,419 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.341 |
4.320 |
4.242 |
|
| R3 |
4.302 |
4.281 |
4.232 |
|
| R2 |
4.263 |
4.263 |
4.228 |
|
| R1 |
4.242 |
4.242 |
4.225 |
4.233 |
| PP |
4.224 |
4.224 |
4.224 |
4.220 |
| S1 |
4.203 |
4.203 |
4.217 |
4.194 |
| S2 |
4.185 |
4.185 |
4.214 |
|
| S3 |
4.146 |
4.164 |
4.210 |
|
| S4 |
4.107 |
4.125 |
4.200 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.161 |
4.976 |
4.378 |
|
| R3 |
4.876 |
4.691 |
4.299 |
|
| R2 |
4.591 |
4.591 |
4.273 |
|
| R1 |
4.406 |
4.406 |
4.247 |
4.356 |
| PP |
4.306 |
4.306 |
4.306 |
4.281 |
| S1 |
4.121 |
4.121 |
4.195 |
4.071 |
| S2 |
4.021 |
4.021 |
4.169 |
|
| S3 |
3.736 |
3.836 |
4.143 |
|
| S4 |
3.451 |
3.551 |
4.064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.491 |
4.206 |
0.285 |
6.8% |
0.107 |
2.5% |
5% |
False |
True |
5,883 |
| 10 |
4.663 |
4.206 |
0.457 |
10.8% |
0.102 |
2.4% |
3% |
False |
True |
4,887 |
| 20 |
4.896 |
4.206 |
0.690 |
16.3% |
0.106 |
2.5% |
2% |
False |
True |
4,738 |
| 40 |
4.896 |
4.194 |
0.702 |
16.6% |
0.112 |
2.7% |
4% |
False |
False |
3,692 |
| 60 |
4.896 |
4.140 |
0.756 |
17.9% |
0.113 |
2.7% |
11% |
False |
False |
3,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.411 |
|
2.618 |
4.347 |
|
1.618 |
4.308 |
|
1.000 |
4.284 |
|
0.618 |
4.269 |
|
HIGH |
4.245 |
|
0.618 |
4.230 |
|
0.500 |
4.226 |
|
0.382 |
4.221 |
|
LOW |
4.206 |
|
0.618 |
4.182 |
|
1.000 |
4.167 |
|
1.618 |
4.143 |
|
2.618 |
4.104 |
|
4.250 |
4.040 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.226 |
4.303 |
| PP |
4.224 |
4.276 |
| S1 |
4.223 |
4.248 |
|