NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.792 |
3.920 |
0.128 |
3.4% |
4.009 |
| High |
3.936 |
3.964 |
0.028 |
0.7% |
4.100 |
| Low |
3.731 |
3.832 |
0.101 |
2.7% |
3.731 |
| Close |
3.918 |
3.864 |
-0.054 |
-1.4% |
3.809 |
| Range |
0.205 |
0.132 |
-0.073 |
-35.6% |
0.369 |
| ATR |
0.134 |
0.134 |
0.000 |
-0.1% |
0.000 |
| Volume |
149,161 |
128,779 |
-20,382 |
-13.7% |
503,014 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.205 |
3.937 |
|
| R3 |
4.151 |
4.073 |
3.900 |
|
| R2 |
4.019 |
4.019 |
3.888 |
|
| R1 |
3.941 |
3.941 |
3.876 |
3.914 |
| PP |
3.887 |
3.887 |
3.887 |
3.873 |
| S1 |
3.809 |
3.809 |
3.852 |
3.782 |
| S2 |
3.755 |
3.755 |
3.840 |
|
| S3 |
3.623 |
3.677 |
3.828 |
|
| S4 |
3.491 |
3.545 |
3.791 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.987 |
4.767 |
4.012 |
|
| R3 |
4.618 |
4.398 |
3.910 |
|
| R2 |
4.249 |
4.249 |
3.877 |
|
| R1 |
4.029 |
4.029 |
3.843 |
3.955 |
| PP |
3.880 |
3.880 |
3.880 |
3.843 |
| S1 |
3.660 |
3.660 |
3.775 |
3.586 |
| S2 |
3.511 |
3.511 |
3.741 |
|
| S3 |
3.142 |
3.291 |
3.708 |
|
| S4 |
2.773 |
2.922 |
3.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.964 |
3.731 |
0.233 |
6.0% |
0.126 |
3.3% |
57% |
True |
False |
107,709 |
| 10 |
4.100 |
3.731 |
0.369 |
9.5% |
0.143 |
3.7% |
36% |
False |
False |
108,388 |
| 20 |
4.180 |
3.731 |
0.449 |
11.6% |
0.125 |
3.2% |
30% |
False |
False |
96,874 |
| 40 |
4.800 |
3.731 |
1.069 |
27.7% |
0.131 |
3.4% |
12% |
False |
False |
69,102 |
| 60 |
4.800 |
3.731 |
1.069 |
27.7% |
0.136 |
3.5% |
12% |
False |
False |
54,236 |
| 80 |
4.800 |
3.731 |
1.069 |
27.7% |
0.139 |
3.6% |
12% |
False |
False |
46,035 |
| 100 |
4.800 |
3.731 |
1.069 |
27.7% |
0.136 |
3.5% |
12% |
False |
False |
39,617 |
| 120 |
4.800 |
3.731 |
1.069 |
27.7% |
0.128 |
3.3% |
12% |
False |
False |
34,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.525 |
|
2.618 |
4.310 |
|
1.618 |
4.178 |
|
1.000 |
4.096 |
|
0.618 |
4.046 |
|
HIGH |
3.964 |
|
0.618 |
3.914 |
|
0.500 |
3.898 |
|
0.382 |
3.882 |
|
LOW |
3.832 |
|
0.618 |
3.750 |
|
1.000 |
3.700 |
|
1.618 |
3.618 |
|
2.618 |
3.486 |
|
4.250 |
3.271 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.859 |
| PP |
3.887 |
3.853 |
| S1 |
3.875 |
3.848 |
|