NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.009 |
4.050 |
0.041 |
1.0% |
3.905 |
High |
4.100 |
4.056 |
-0.044 |
-1.1% |
4.044 |
Low |
3.954 |
3.856 |
-0.098 |
-2.5% |
3.822 |
Close |
4.037 |
3.862 |
-0.175 |
-4.3% |
4.005 |
Range |
0.146 |
0.200 |
0.054 |
37.0% |
0.222 |
ATR |
0.131 |
0.136 |
0.005 |
3.7% |
0.000 |
Volume |
113,619 |
128,788 |
15,169 |
13.4% |
302,931 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.525 |
4.393 |
3.972 |
|
R3 |
4.325 |
4.193 |
3.917 |
|
R2 |
4.125 |
4.125 |
3.899 |
|
R1 |
3.993 |
3.993 |
3.880 |
3.959 |
PP |
3.925 |
3.925 |
3.925 |
3.908 |
S1 |
3.793 |
3.793 |
3.844 |
3.759 |
S2 |
3.725 |
3.725 |
3.825 |
|
S3 |
3.525 |
3.593 |
3.807 |
|
S4 |
3.325 |
3.393 |
3.752 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.623 |
4.536 |
4.127 |
|
R3 |
4.401 |
4.314 |
4.066 |
|
R2 |
4.179 |
4.179 |
4.046 |
|
R1 |
4.092 |
4.092 |
4.025 |
4.136 |
PP |
3.957 |
3.957 |
3.957 |
3.979 |
S1 |
3.870 |
3.870 |
3.985 |
3.914 |
S2 |
3.735 |
3.735 |
3.964 |
|
S3 |
3.513 |
3.648 |
3.944 |
|
S4 |
3.291 |
3.426 |
3.883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.100 |
3.822 |
0.278 |
7.2% |
0.159 |
4.1% |
14% |
False |
False |
109,067 |
10 |
4.100 |
3.822 |
0.278 |
7.2% |
0.133 |
3.4% |
14% |
False |
False |
84,588 |
20 |
4.507 |
3.822 |
0.685 |
17.7% |
0.123 |
3.2% |
6% |
False |
False |
82,184 |
40 |
4.800 |
3.822 |
0.978 |
25.3% |
0.135 |
3.5% |
4% |
False |
False |
60,422 |
60 |
4.800 |
3.822 |
0.978 |
25.3% |
0.138 |
3.6% |
4% |
False |
False |
47,964 |
80 |
4.800 |
3.822 |
0.978 |
25.3% |
0.140 |
3.6% |
4% |
False |
False |
40,410 |
100 |
4.800 |
3.822 |
0.978 |
25.3% |
0.134 |
3.5% |
4% |
False |
False |
34,744 |
120 |
4.800 |
3.822 |
0.978 |
25.3% |
0.127 |
3.3% |
4% |
False |
False |
30,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.906 |
2.618 |
4.580 |
1.618 |
4.380 |
1.000 |
4.256 |
0.618 |
4.180 |
HIGH |
4.056 |
0.618 |
3.980 |
0.500 |
3.956 |
0.382 |
3.932 |
LOW |
3.856 |
0.618 |
3.732 |
1.000 |
3.656 |
1.618 |
3.532 |
2.618 |
3.332 |
4.250 |
3.006 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
3.956 |
3.966 |
PP |
3.925 |
3.931 |
S1 |
3.893 |
3.897 |
|