NYMEX Natural Gas Future October 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 |
4.257 |
4.234 |
-0.023 |
-0.5% |
4.546 |
| High |
4.287 |
4.313 |
0.026 |
0.6% |
4.546 |
| Low |
4.214 |
4.224 |
0.010 |
0.2% |
4.257 |
| Close |
4.268 |
4.299 |
0.031 |
0.7% |
4.275 |
| Range |
0.073 |
0.089 |
0.016 |
21.9% |
0.289 |
| ATR |
0.110 |
0.109 |
-0.002 |
-1.4% |
0.000 |
| Volume |
19,103 |
12,406 |
-6,697 |
-35.1% |
89,934 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.511 |
4.348 |
|
| R3 |
4.457 |
4.422 |
4.323 |
|
| R2 |
4.368 |
4.368 |
4.315 |
|
| R1 |
4.333 |
4.333 |
4.307 |
4.351 |
| PP |
4.279 |
4.279 |
4.279 |
4.287 |
| S1 |
4.244 |
4.244 |
4.291 |
4.262 |
| S2 |
4.190 |
4.190 |
4.283 |
|
| S3 |
4.101 |
4.155 |
4.275 |
|
| S4 |
4.012 |
4.066 |
4.250 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.226 |
5.040 |
4.434 |
|
| R3 |
4.937 |
4.751 |
4.354 |
|
| R2 |
4.648 |
4.648 |
4.328 |
|
| R1 |
4.462 |
4.462 |
4.301 |
4.411 |
| PP |
4.359 |
4.359 |
4.359 |
4.334 |
| S1 |
4.173 |
4.173 |
4.249 |
4.122 |
| S2 |
4.070 |
4.070 |
4.222 |
|
| S3 |
3.781 |
3.884 |
4.196 |
|
| S4 |
3.492 |
3.595 |
4.116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.691 |
|
2.618 |
4.546 |
|
1.618 |
4.457 |
|
1.000 |
4.402 |
|
0.618 |
4.368 |
|
HIGH |
4.313 |
|
0.618 |
4.279 |
|
0.500 |
4.269 |
|
0.382 |
4.258 |
|
LOW |
4.224 |
|
0.618 |
4.169 |
|
1.000 |
4.135 |
|
1.618 |
4.080 |
|
2.618 |
3.991 |
|
4.250 |
3.846 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.289 |
4.287 |
| PP |
4.279 |
4.275 |
| S1 |
4.269 |
4.264 |
|