NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.180 |
4.207 |
0.027 |
0.6% |
4.257 |
| High |
4.200 |
4.290 |
0.090 |
2.1% |
4.313 |
| Low |
4.151 |
4.150 |
-0.001 |
0.0% |
4.146 |
| Close |
4.180 |
4.185 |
0.005 |
0.1% |
4.180 |
| Range |
0.049 |
0.140 |
0.091 |
185.7% |
0.167 |
| ATR |
0.102 |
0.104 |
0.003 |
2.7% |
0.000 |
| Volume |
13,551 |
7,960 |
-5,591 |
-41.3% |
68,600 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.628 |
4.547 |
4.262 |
|
| R3 |
4.488 |
4.407 |
4.224 |
|
| R2 |
4.348 |
4.348 |
4.211 |
|
| R1 |
4.267 |
4.267 |
4.198 |
4.238 |
| PP |
4.208 |
4.208 |
4.208 |
4.194 |
| S1 |
4.127 |
4.127 |
4.172 |
4.098 |
| S2 |
4.068 |
4.068 |
4.159 |
|
| S3 |
3.928 |
3.987 |
4.147 |
|
| S4 |
3.788 |
3.847 |
4.108 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.714 |
4.614 |
4.272 |
|
| R3 |
4.547 |
4.447 |
4.226 |
|
| R2 |
4.380 |
4.380 |
4.211 |
|
| R1 |
4.280 |
4.280 |
4.195 |
4.247 |
| PP |
4.213 |
4.213 |
4.213 |
4.196 |
| S1 |
4.113 |
4.113 |
4.165 |
4.080 |
| S2 |
4.046 |
4.046 |
4.149 |
|
| S3 |
3.879 |
3.946 |
4.134 |
|
| S4 |
3.712 |
3.779 |
4.088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.885 |
|
2.618 |
4.657 |
|
1.618 |
4.517 |
|
1.000 |
4.430 |
|
0.618 |
4.377 |
|
HIGH |
4.290 |
|
0.618 |
4.237 |
|
0.500 |
4.220 |
|
0.382 |
4.203 |
|
LOW |
4.150 |
|
0.618 |
4.063 |
|
1.000 |
4.010 |
|
1.618 |
3.923 |
|
2.618 |
3.783 |
|
4.250 |
3.555 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.220 |
4.218 |
| PP |
4.208 |
4.207 |
| S1 |
4.197 |
4.196 |
|