NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.854 |
-0.066 |
-1.7% |
4.009 |
| High |
3.964 |
3.946 |
-0.018 |
-0.5% |
4.100 |
| Low |
3.832 |
3.838 |
0.006 |
0.2% |
3.731 |
| Close |
3.864 |
3.930 |
0.066 |
1.7% |
3.809 |
| Range |
0.132 |
0.108 |
-0.024 |
-18.2% |
0.369 |
| ATR |
0.134 |
0.132 |
-0.002 |
-1.4% |
0.000 |
| Volume |
128,779 |
121,573 |
-7,206 |
-5.6% |
503,014 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.229 |
4.187 |
3.989 |
|
| R3 |
4.121 |
4.079 |
3.960 |
|
| R2 |
4.013 |
4.013 |
3.950 |
|
| R1 |
3.971 |
3.971 |
3.940 |
3.992 |
| PP |
3.905 |
3.905 |
3.905 |
3.915 |
| S1 |
3.863 |
3.863 |
3.920 |
3.884 |
| S2 |
3.797 |
3.797 |
3.910 |
|
| S3 |
3.689 |
3.755 |
3.900 |
|
| S4 |
3.581 |
3.647 |
3.871 |
|
|
| 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 |
5.9% |
0.130 |
3.3% |
85% |
False |
False |
114,170 |
| 10 |
4.100 |
3.731 |
0.369 |
9.4% |
0.143 |
3.6% |
54% |
False |
False |
112,912 |
| 20 |
4.180 |
3.731 |
0.449 |
11.4% |
0.125 |
3.2% |
44% |
False |
False |
97,667 |
| 40 |
4.800 |
3.731 |
1.069 |
27.2% |
0.131 |
3.3% |
19% |
False |
False |
70,980 |
| 60 |
4.800 |
3.731 |
1.069 |
27.2% |
0.136 |
3.5% |
19% |
False |
False |
55,725 |
| 80 |
4.800 |
3.731 |
1.069 |
27.2% |
0.139 |
3.5% |
19% |
False |
False |
47,302 |
| 100 |
4.800 |
3.731 |
1.069 |
27.2% |
0.136 |
3.5% |
19% |
False |
False |
40,713 |
| 120 |
4.800 |
3.731 |
1.069 |
27.2% |
0.128 |
3.2% |
19% |
False |
False |
35,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.405 |
|
2.618 |
4.229 |
|
1.618 |
4.121 |
|
1.000 |
4.054 |
|
0.618 |
4.013 |
|
HIGH |
3.946 |
|
0.618 |
3.905 |
|
0.500 |
3.892 |
|
0.382 |
3.879 |
|
LOW |
3.838 |
|
0.618 |
3.771 |
|
1.000 |
3.730 |
|
1.618 |
3.663 |
|
2.618 |
3.555 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.917 |
3.903 |
| PP |
3.905 |
3.875 |
| S1 |
3.892 |
3.848 |
|