NYMEX Natural Gas Future September 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 |
4.200 |
4.250 |
0.050 |
1.2% |
4.495 |
| High |
4.268 |
4.258 |
-0.010 |
-0.2% |
4.500 |
| Low |
4.178 |
4.181 |
0.003 |
0.1% |
4.210 |
| Close |
4.253 |
4.187 |
-0.066 |
-1.6% |
4.227 |
| Range |
0.090 |
0.077 |
-0.013 |
-14.4% |
0.290 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.1% |
0.000 |
| Volume |
6,033 |
6,918 |
885 |
14.7% |
28,340 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.390 |
4.229 |
|
| R3 |
4.363 |
4.313 |
4.208 |
|
| R2 |
4.286 |
4.286 |
4.201 |
|
| R1 |
4.236 |
4.236 |
4.194 |
4.223 |
| PP |
4.209 |
4.209 |
4.209 |
4.202 |
| S1 |
4.159 |
4.159 |
4.180 |
4.146 |
| S2 |
4.132 |
4.132 |
4.173 |
|
| S3 |
4.055 |
4.082 |
4.166 |
|
| S4 |
3.978 |
4.005 |
4.145 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.182 |
4.995 |
4.387 |
|
| R3 |
4.892 |
4.705 |
4.307 |
|
| R2 |
4.602 |
4.602 |
4.280 |
|
| R1 |
4.415 |
4.415 |
4.254 |
4.364 |
| PP |
4.312 |
4.312 |
4.312 |
4.287 |
| S1 |
4.125 |
4.125 |
4.200 |
4.074 |
| S2 |
4.022 |
4.022 |
4.174 |
|
| S3 |
3.732 |
3.835 |
4.147 |
|
| S4 |
3.442 |
3.545 |
4.068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.585 |
|
2.618 |
4.460 |
|
1.618 |
4.383 |
|
1.000 |
4.335 |
|
0.618 |
4.306 |
|
HIGH |
4.258 |
|
0.618 |
4.229 |
|
0.500 |
4.220 |
|
0.382 |
4.210 |
|
LOW |
4.181 |
|
0.618 |
4.133 |
|
1.000 |
4.104 |
|
1.618 |
4.056 |
|
2.618 |
3.979 |
|
4.250 |
3.854 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.220 |
4.217 |
| PP |
4.209 |
4.207 |
| S1 |
4.198 |
4.197 |
|