NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.923 |
3.911 |
-0.012 |
-0.3% |
3.792 |
| High |
4.053 |
4.004 |
-0.049 |
-1.2% |
3.964 |
| Low |
3.891 |
3.800 |
-0.091 |
-2.3% |
3.731 |
| Close |
3.906 |
3.941 |
0.035 |
0.9% |
3.889 |
| Range |
0.162 |
0.204 |
0.042 |
25.9% |
0.233 |
| ATR |
0.136 |
0.141 |
0.005 |
3.6% |
0.000 |
| Volume |
124,828 |
183,162 |
58,334 |
46.7% |
638,632 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.438 |
4.053 |
|
| R3 |
4.323 |
4.234 |
3.997 |
|
| R2 |
4.119 |
4.119 |
3.978 |
|
| R1 |
4.030 |
4.030 |
3.960 |
4.075 |
| PP |
3.915 |
3.915 |
3.915 |
3.937 |
| S1 |
3.826 |
3.826 |
3.922 |
3.871 |
| S2 |
3.711 |
3.711 |
3.904 |
|
| S3 |
3.507 |
3.622 |
3.885 |
|
| S4 |
3.303 |
3.418 |
3.829 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.560 |
4.458 |
4.017 |
|
| R3 |
4.327 |
4.225 |
3.953 |
|
| R2 |
4.094 |
4.094 |
3.932 |
|
| R1 |
3.992 |
3.992 |
3.910 |
4.043 |
| PP |
3.861 |
3.861 |
3.861 |
3.887 |
| S1 |
3.759 |
3.759 |
3.868 |
3.810 |
| S2 |
3.628 |
3.628 |
3.846 |
|
| S3 |
3.395 |
3.526 |
3.825 |
|
| S4 |
3.162 |
3.293 |
3.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.053 |
3.795 |
0.258 |
6.5% |
0.152 |
3.9% |
57% |
False |
False |
133,736 |
| 10 |
4.053 |
3.731 |
0.322 |
8.2% |
0.139 |
3.5% |
65% |
False |
False |
120,722 |
| 20 |
4.100 |
3.731 |
0.369 |
9.4% |
0.136 |
3.5% |
57% |
False |
False |
102,655 |
| 40 |
4.800 |
3.731 |
1.069 |
27.1% |
0.135 |
3.4% |
20% |
False |
False |
80,767 |
| 60 |
4.800 |
3.731 |
1.069 |
27.1% |
0.137 |
3.5% |
20% |
False |
False |
63,264 |
| 80 |
4.800 |
3.731 |
1.069 |
27.1% |
0.140 |
3.5% |
20% |
False |
False |
53,400 |
| 100 |
4.800 |
3.731 |
1.069 |
27.1% |
0.140 |
3.5% |
20% |
False |
False |
45,779 |
| 120 |
4.800 |
3.731 |
1.069 |
27.1% |
0.130 |
3.3% |
20% |
False |
False |
39,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.871 |
|
2.618 |
4.538 |
|
1.618 |
4.334 |
|
1.000 |
4.208 |
|
0.618 |
4.130 |
|
HIGH |
4.004 |
|
0.618 |
3.926 |
|
0.500 |
3.902 |
|
0.382 |
3.878 |
|
LOW |
3.800 |
|
0.618 |
3.674 |
|
1.000 |
3.596 |
|
1.618 |
3.470 |
|
2.618 |
3.266 |
|
4.250 |
2.933 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.936 |
| PP |
3.915 |
3.931 |
| S1 |
3.902 |
3.927 |
|