NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
3.941 |
4.160 |
0.219 |
5.6% |
3.923 |
High |
4.169 |
4.198 |
0.029 |
0.7% |
4.198 |
Low |
3.919 |
4.099 |
0.180 |
4.6% |
3.800 |
Close |
4.158 |
4.168 |
0.010 |
0.2% |
4.168 |
Range |
0.250 |
0.099 |
-0.151 |
-60.4% |
0.398 |
ATR |
0.147 |
0.143 |
-0.003 |
-2.3% |
0.000 |
Volume |
151,131 |
108,766 |
-42,365 |
-28.0% |
679,125 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.409 |
4.222 |
|
R3 |
4.353 |
4.310 |
4.195 |
|
R2 |
4.254 |
4.254 |
4.186 |
|
R1 |
4.211 |
4.211 |
4.177 |
4.233 |
PP |
4.155 |
4.155 |
4.155 |
4.166 |
S1 |
4.112 |
4.112 |
4.159 |
4.134 |
S2 |
4.056 |
4.056 |
4.150 |
|
S3 |
3.957 |
4.013 |
4.141 |
|
S4 |
3.858 |
3.914 |
4.114 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.249 |
5.107 |
4.387 |
|
R3 |
4.851 |
4.709 |
4.277 |
|
R2 |
4.453 |
4.453 |
4.241 |
|
R1 |
4.311 |
4.311 |
4.204 |
4.382 |
PP |
4.055 |
4.055 |
4.055 |
4.091 |
S1 |
3.913 |
3.913 |
4.132 |
3.984 |
S2 |
3.657 |
3.657 |
4.095 |
|
S3 |
3.259 |
3.515 |
4.059 |
|
S4 |
2.861 |
3.117 |
3.949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.198 |
3.800 |
0.398 |
9.5% |
0.166 |
4.0% |
92% |
True |
False |
135,825 |
10 |
4.198 |
3.731 |
0.467 |
11.2% |
0.156 |
3.7% |
94% |
True |
False |
131,775 |
20 |
4.198 |
3.731 |
0.467 |
11.2% |
0.143 |
3.4% |
94% |
True |
False |
109,703 |
40 |
4.800 |
3.731 |
1.069 |
25.6% |
0.136 |
3.3% |
41% |
False |
False |
87,836 |
60 |
4.800 |
3.731 |
1.069 |
25.6% |
0.136 |
3.3% |
41% |
False |
False |
68,244 |
80 |
4.800 |
3.731 |
1.069 |
25.6% |
0.140 |
3.4% |
41% |
False |
False |
57,347 |
100 |
4.800 |
3.731 |
1.069 |
25.6% |
0.141 |
3.4% |
41% |
False |
False |
49,207 |
120 |
4.800 |
3.731 |
1.069 |
25.6% |
0.131 |
3.1% |
41% |
False |
False |
42,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.619 |
2.618 |
4.457 |
1.618 |
4.358 |
1.000 |
4.297 |
0.618 |
4.259 |
HIGH |
4.198 |
0.618 |
4.160 |
0.500 |
4.149 |
0.382 |
4.137 |
LOW |
4.099 |
0.618 |
4.038 |
1.000 |
4.000 |
1.618 |
3.939 |
2.618 |
3.840 |
4.250 |
3.678 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.162 |
4.129 |
PP |
4.155 |
4.089 |
S1 |
4.149 |
4.050 |
|