NYMEX Natural Gas Future August 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 |
4.181 |
4.123 |
-0.058 |
-1.4% |
4.206 |
| High |
4.190 |
4.145 |
-0.045 |
-1.1% |
4.260 |
| Low |
4.090 |
4.090 |
0.000 |
0.0% |
4.090 |
| Close |
4.118 |
4.125 |
0.007 |
0.2% |
4.125 |
| Range |
0.100 |
0.055 |
-0.045 |
-45.0% |
0.170 |
| ATR |
0.108 |
0.105 |
-0.004 |
-3.5% |
0.000 |
| Volume |
6,105 |
5,170 |
-935 |
-15.3% |
33,386 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.285 |
4.260 |
4.155 |
|
| R3 |
4.230 |
4.205 |
4.140 |
|
| R2 |
4.175 |
4.175 |
4.135 |
|
| R1 |
4.150 |
4.150 |
4.130 |
4.163 |
| PP |
4.120 |
4.120 |
4.120 |
4.126 |
| S1 |
4.095 |
4.095 |
4.120 |
4.108 |
| S2 |
4.065 |
4.065 |
4.115 |
|
| S3 |
4.010 |
4.040 |
4.110 |
|
| S4 |
3.955 |
3.985 |
4.095 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.668 |
4.567 |
4.219 |
|
| R3 |
4.498 |
4.397 |
4.172 |
|
| R2 |
4.328 |
4.328 |
4.156 |
|
| R1 |
4.227 |
4.227 |
4.141 |
4.193 |
| PP |
4.158 |
4.158 |
4.158 |
4.141 |
| S1 |
4.057 |
4.057 |
4.109 |
4.023 |
| S2 |
3.988 |
3.988 |
4.094 |
|
| S3 |
3.818 |
3.887 |
4.078 |
|
| S4 |
3.648 |
3.717 |
4.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.260 |
4.090 |
0.170 |
4.1% |
0.079 |
1.9% |
21% |
False |
True |
6,677 |
| 10 |
4.491 |
4.090 |
0.401 |
9.7% |
0.093 |
2.2% |
9% |
False |
True |
6,280 |
| 20 |
4.896 |
4.090 |
0.806 |
19.5% |
0.101 |
2.4% |
4% |
False |
True |
5,406 |
| 40 |
4.896 |
4.090 |
0.806 |
19.5% |
0.104 |
2.5% |
4% |
False |
True |
4,213 |
| 60 |
4.896 |
4.090 |
0.806 |
19.5% |
0.109 |
2.6% |
4% |
False |
True |
3,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.379 |
|
2.618 |
4.289 |
|
1.618 |
4.234 |
|
1.000 |
4.200 |
|
0.618 |
4.179 |
|
HIGH |
4.145 |
|
0.618 |
4.124 |
|
0.500 |
4.118 |
|
0.382 |
4.111 |
|
LOW |
4.090 |
|
0.618 |
4.056 |
|
1.000 |
4.035 |
|
1.618 |
4.001 |
|
2.618 |
3.946 |
|
4.250 |
3.856 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.123 |
4.170 |
| PP |
4.120 |
4.155 |
| S1 |
4.118 |
4.140 |
|