NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.948 |
0.037 |
0.9% |
3.792 |
| High |
4.004 |
4.015 |
0.011 |
0.3% |
3.964 |
| Low |
3.800 |
3.902 |
0.102 |
2.7% |
3.731 |
| Close |
3.941 |
3.938 |
-0.003 |
-0.1% |
3.889 |
| Range |
0.204 |
0.113 |
-0.091 |
-44.6% |
0.233 |
| ATR |
0.141 |
0.139 |
-0.002 |
-1.4% |
0.000 |
| Volume |
183,162 |
111,238 |
-71,924 |
-39.3% |
638,632 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.227 |
4.000 |
|
| R3 |
4.178 |
4.114 |
3.969 |
|
| R2 |
4.065 |
4.065 |
3.959 |
|
| R1 |
4.001 |
4.001 |
3.948 |
3.977 |
| PP |
3.952 |
3.952 |
3.952 |
3.939 |
| S1 |
3.888 |
3.888 |
3.928 |
3.864 |
| S2 |
3.839 |
3.839 |
3.917 |
|
| S3 |
3.726 |
3.775 |
3.907 |
|
| S4 |
3.613 |
3.662 |
3.876 |
|
|
| 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 |
6.6% |
0.153 |
3.9% |
55% |
False |
False |
131,669 |
| 10 |
4.053 |
3.731 |
0.322 |
8.2% |
0.142 |
3.6% |
64% |
False |
False |
122,920 |
| 20 |
4.100 |
3.731 |
0.369 |
9.4% |
0.137 |
3.5% |
56% |
False |
False |
103,862 |
| 40 |
4.800 |
3.731 |
1.069 |
27.1% |
0.135 |
3.4% |
19% |
False |
False |
82,862 |
| 60 |
4.800 |
3.731 |
1.069 |
27.1% |
0.136 |
3.5% |
19% |
False |
False |
64,640 |
| 80 |
4.800 |
3.731 |
1.069 |
27.1% |
0.139 |
3.5% |
19% |
False |
False |
54,548 |
| 100 |
4.800 |
3.731 |
1.069 |
27.1% |
0.140 |
3.5% |
19% |
False |
False |
46,810 |
| 120 |
4.800 |
3.731 |
1.069 |
27.1% |
0.130 |
3.3% |
19% |
False |
False |
40,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.495 |
|
2.618 |
4.311 |
|
1.618 |
4.198 |
|
1.000 |
4.128 |
|
0.618 |
4.085 |
|
HIGH |
4.015 |
|
0.618 |
3.972 |
|
0.500 |
3.959 |
|
0.382 |
3.945 |
|
LOW |
3.902 |
|
0.618 |
3.832 |
|
1.000 |
3.789 |
|
1.618 |
3.719 |
|
2.618 |
3.606 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
3.934 |
| PP |
3.952 |
3.930 |
| S1 |
3.945 |
3.927 |
|