NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.050 |
3.856 |
-0.194 |
-4.8% |
3.905 |
| High |
4.056 |
3.885 |
-0.171 |
-4.2% |
4.044 |
| Low |
3.856 |
3.796 |
-0.060 |
-1.6% |
3.822 |
| Close |
3.862 |
3.818 |
-0.044 |
-1.1% |
4.005 |
| Range |
0.200 |
0.089 |
-0.111 |
-55.5% |
0.222 |
| ATR |
0.136 |
0.133 |
-0.003 |
-2.5% |
0.000 |
| Volume |
128,788 |
89,267 |
-39,521 |
-30.7% |
302,931 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.048 |
3.867 |
|
| R3 |
4.011 |
3.959 |
3.842 |
|
| R2 |
3.922 |
3.922 |
3.834 |
|
| R1 |
3.870 |
3.870 |
3.826 |
3.852 |
| PP |
3.833 |
3.833 |
3.833 |
3.824 |
| S1 |
3.781 |
3.781 |
3.810 |
3.763 |
| S2 |
3.744 |
3.744 |
3.802 |
|
| S3 |
3.655 |
3.692 |
3.794 |
|
| S4 |
3.566 |
3.603 |
3.769 |
|
|
| 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 |
3.796 |
0.304 |
8.0% |
0.156 |
4.1% |
7% |
False |
True |
111,654 |
| 10 |
4.100 |
3.796 |
0.304 |
8.0% |
0.132 |
3.5% |
7% |
False |
True |
84,805 |
| 20 |
4.507 |
3.796 |
0.711 |
18.6% |
0.123 |
3.2% |
3% |
False |
True |
84,593 |
| 40 |
4.800 |
3.796 |
1.004 |
26.3% |
0.134 |
3.5% |
2% |
False |
True |
62,205 |
| 60 |
4.800 |
3.796 |
1.004 |
26.3% |
0.138 |
3.6% |
2% |
False |
True |
48,968 |
| 80 |
4.800 |
3.796 |
1.004 |
26.3% |
0.139 |
3.6% |
2% |
False |
True |
41,411 |
| 100 |
4.800 |
3.796 |
1.004 |
26.3% |
0.133 |
3.5% |
2% |
False |
True |
35,527 |
| 120 |
4.800 |
3.796 |
1.004 |
26.3% |
0.127 |
3.3% |
2% |
False |
True |
30,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.263 |
|
2.618 |
4.118 |
|
1.618 |
4.029 |
|
1.000 |
3.974 |
|
0.618 |
3.940 |
|
HIGH |
3.885 |
|
0.618 |
3.851 |
|
0.500 |
3.841 |
|
0.382 |
3.830 |
|
LOW |
3.796 |
|
0.618 |
3.741 |
|
1.000 |
3.707 |
|
1.618 |
3.652 |
|
2.618 |
3.563 |
|
4.250 |
3.418 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.948 |
| PP |
3.833 |
3.905 |
| S1 |
3.826 |
3.861 |
|