NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.206 |
4.173 |
-0.033 |
-0.8% |
4.491 |
| High |
4.233 |
4.260 |
0.027 |
0.6% |
4.491 |
| Low |
4.160 |
4.173 |
0.013 |
0.3% |
4.206 |
| Close |
4.213 |
4.244 |
0.031 |
0.7% |
4.221 |
| Range |
0.073 |
0.087 |
0.014 |
19.2% |
0.285 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.7% |
0.000 |
| Volume |
8,895 |
6,993 |
-1,902 |
-21.4% |
29,419 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.487 |
4.452 |
4.292 |
|
| R3 |
4.400 |
4.365 |
4.268 |
|
| R2 |
4.313 |
4.313 |
4.260 |
|
| R1 |
4.278 |
4.278 |
4.252 |
4.296 |
| PP |
4.226 |
4.226 |
4.226 |
4.234 |
| S1 |
4.191 |
4.191 |
4.236 |
4.209 |
| S2 |
4.139 |
4.139 |
4.228 |
|
| S3 |
4.052 |
4.104 |
4.220 |
|
| S4 |
3.965 |
4.017 |
4.196 |
|
|
| 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 |
4.400 |
4.160 |
0.240 |
5.7% |
0.093 |
2.2% |
35% |
False |
False |
7,264 |
| 10 |
4.663 |
4.160 |
0.503 |
11.9% |
0.095 |
2.2% |
17% |
False |
False |
5,767 |
| 20 |
4.896 |
4.160 |
0.736 |
17.3% |
0.104 |
2.5% |
11% |
False |
False |
5,194 |
| 40 |
4.896 |
4.160 |
0.736 |
17.3% |
0.110 |
2.6% |
11% |
False |
False |
3,980 |
| 60 |
4.896 |
4.160 |
0.736 |
17.3% |
0.110 |
2.6% |
11% |
False |
False |
3,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.630 |
|
2.618 |
4.488 |
|
1.618 |
4.401 |
|
1.000 |
4.347 |
|
0.618 |
4.314 |
|
HIGH |
4.260 |
|
0.618 |
4.227 |
|
0.500 |
4.217 |
|
0.382 |
4.206 |
|
LOW |
4.173 |
|
0.618 |
4.119 |
|
1.000 |
4.086 |
|
1.618 |
4.032 |
|
2.618 |
3.945 |
|
4.250 |
3.803 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.235 |
4.233 |
| PP |
4.226 |
4.221 |
| S1 |
4.217 |
4.210 |
|