NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.173 |
4.236 |
0.063 |
1.5% |
4.491 |
| High |
4.260 |
4.249 |
-0.011 |
-0.3% |
4.491 |
| Low |
4.173 |
4.170 |
-0.003 |
-0.1% |
4.206 |
| Close |
4.244 |
4.175 |
-0.069 |
-1.6% |
4.221 |
| Range |
0.087 |
0.079 |
-0.008 |
-9.2% |
0.285 |
| ATR |
0.111 |
0.109 |
-0.002 |
-2.1% |
0.000 |
| Volume |
6,993 |
6,223 |
-770 |
-11.0% |
29,419 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.435 |
4.384 |
4.218 |
|
| R3 |
4.356 |
4.305 |
4.197 |
|
| R2 |
4.277 |
4.277 |
4.189 |
|
| R1 |
4.226 |
4.226 |
4.182 |
4.212 |
| PP |
4.198 |
4.198 |
4.198 |
4.191 |
| S1 |
4.147 |
4.147 |
4.168 |
4.133 |
| S2 |
4.119 |
4.119 |
4.161 |
|
| S3 |
4.040 |
4.068 |
4.153 |
|
| S4 |
3.961 |
3.989 |
4.132 |
|
|
| 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% |
0.088 |
2.1% |
6% |
False |
False |
7,476 |
| 10 |
4.663 |
4.160 |
0.503 |
12.0% |
0.096 |
2.3% |
3% |
False |
False |
6,035 |
| 20 |
4.896 |
4.160 |
0.736 |
17.6% |
0.105 |
2.5% |
2% |
False |
False |
5,328 |
| 40 |
4.896 |
4.160 |
0.736 |
17.6% |
0.107 |
2.6% |
2% |
False |
False |
4,092 |
| 60 |
4.896 |
4.160 |
0.736 |
17.6% |
0.109 |
2.6% |
2% |
False |
False |
3,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.585 |
|
2.618 |
4.456 |
|
1.618 |
4.377 |
|
1.000 |
4.328 |
|
0.618 |
4.298 |
|
HIGH |
4.249 |
|
0.618 |
4.219 |
|
0.500 |
4.210 |
|
0.382 |
4.200 |
|
LOW |
4.170 |
|
0.618 |
4.121 |
|
1.000 |
4.091 |
|
1.618 |
4.042 |
|
2.618 |
3.963 |
|
4.250 |
3.834 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.210 |
4.210 |
| PP |
4.198 |
4.198 |
| S1 |
4.187 |
4.187 |
|