NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
3.856 |
3.814 |
-0.042 |
-1.1% |
3.905 |
High |
3.885 |
3.870 |
-0.015 |
-0.4% |
4.044 |
Low |
3.796 |
3.760 |
-0.036 |
-0.9% |
3.822 |
Close |
3.818 |
3.778 |
-0.040 |
-1.0% |
4.005 |
Range |
0.089 |
0.110 |
0.021 |
23.6% |
0.222 |
ATR |
0.133 |
0.131 |
-0.002 |
-1.2% |
0.000 |
Volume |
89,267 |
100,774 |
11,507 |
12.9% |
302,931 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.133 |
4.065 |
3.839 |
|
R3 |
4.023 |
3.955 |
3.808 |
|
R2 |
3.913 |
3.913 |
3.798 |
|
R1 |
3.845 |
3.845 |
3.788 |
3.824 |
PP |
3.803 |
3.803 |
3.803 |
3.792 |
S1 |
3.735 |
3.735 |
3.768 |
3.714 |
S2 |
3.693 |
3.693 |
3.758 |
|
S3 |
3.583 |
3.625 |
3.748 |
|
S4 |
3.473 |
3.515 |
3.718 |
|
|
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 |
3.760 |
0.340 |
9.0% |
0.151 |
4.0% |
5% |
False |
True |
111,185 |
10 |
4.100 |
3.760 |
0.340 |
9.0% |
0.133 |
3.5% |
5% |
False |
True |
87,507 |
20 |
4.507 |
3.760 |
0.747 |
19.8% |
0.124 |
3.3% |
2% |
False |
True |
87,382 |
40 |
4.800 |
3.760 |
1.040 |
27.5% |
0.133 |
3.5% |
2% |
False |
True |
63,641 |
60 |
4.800 |
3.760 |
1.040 |
27.5% |
0.138 |
3.7% |
2% |
False |
True |
50,340 |
80 |
4.800 |
3.760 |
1.040 |
27.5% |
0.139 |
3.7% |
2% |
False |
True |
42,432 |
100 |
4.800 |
3.760 |
1.040 |
27.5% |
0.134 |
3.5% |
2% |
False |
True |
36,422 |
120 |
4.800 |
3.760 |
1.040 |
27.5% |
0.127 |
3.4% |
2% |
False |
True |
31,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.338 |
2.618 |
4.158 |
1.618 |
4.048 |
1.000 |
3.980 |
0.618 |
3.938 |
HIGH |
3.870 |
0.618 |
3.828 |
0.500 |
3.815 |
0.382 |
3.802 |
LOW |
3.760 |
0.618 |
3.692 |
1.000 |
3.650 |
1.618 |
3.582 |
2.618 |
3.472 |
4.250 |
3.293 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
3.815 |
3.908 |
PP |
3.803 |
3.865 |
S1 |
3.790 |
3.821 |
|