NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.122 |
3.937 |
-0.185 |
-4.5% |
3.968 |
High |
4.123 |
3.960 |
-0.163 |
-4.0% |
4.106 |
Low |
3.941 |
3.871 |
-0.070 |
-1.8% |
3.894 |
Close |
3.950 |
3.894 |
-0.056 |
-1.4% |
4.073 |
Range |
0.182 |
0.089 |
-0.093 |
-51.1% |
0.212 |
ATR |
0.132 |
0.129 |
-0.003 |
-2.3% |
0.000 |
Volume |
48,395 |
50,843 |
2,448 |
5.1% |
112,181 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.175 |
4.124 |
3.943 |
|
R3 |
4.086 |
4.035 |
3.918 |
|
R2 |
3.997 |
3.997 |
3.910 |
|
R1 |
3.946 |
3.946 |
3.902 |
3.927 |
PP |
3.908 |
3.908 |
3.908 |
3.899 |
S1 |
3.857 |
3.857 |
3.886 |
3.838 |
S2 |
3.819 |
3.819 |
3.878 |
|
S3 |
3.730 |
3.768 |
3.870 |
|
S4 |
3.641 |
3.679 |
3.845 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.660 |
4.579 |
4.190 |
|
R3 |
4.448 |
4.367 |
4.131 |
|
R2 |
4.236 |
4.236 |
4.112 |
|
R1 |
4.155 |
4.155 |
4.092 |
4.196 |
PP |
4.024 |
4.024 |
4.024 |
4.045 |
S1 |
3.943 |
3.943 |
4.054 |
3.984 |
S2 |
3.812 |
3.812 |
4.034 |
|
S3 |
3.600 |
3.731 |
4.015 |
|
S4 |
3.388 |
3.519 |
3.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.171 |
3.871 |
0.300 |
7.7% |
0.151 |
3.9% |
8% |
False |
True |
39,670 |
10 |
4.171 |
3.871 |
0.300 |
7.7% |
0.129 |
3.3% |
8% |
False |
True |
35,396 |
20 |
4.543 |
3.871 |
0.672 |
17.3% |
0.119 |
3.1% |
3% |
False |
True |
47,308 |
40 |
4.822 |
3.871 |
0.951 |
24.4% |
0.128 |
3.3% |
2% |
False |
True |
34,301 |
60 |
4.822 |
3.871 |
0.951 |
24.4% |
0.130 |
3.3% |
2% |
False |
True |
25,591 |
80 |
4.822 |
3.871 |
0.951 |
24.4% |
0.130 |
3.3% |
2% |
False |
True |
20,758 |
100 |
4.822 |
3.871 |
0.951 |
24.4% |
0.124 |
3.2% |
2% |
False |
True |
17,205 |
120 |
4.822 |
3.871 |
0.951 |
24.4% |
0.117 |
3.0% |
2% |
False |
True |
14,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.338 |
2.618 |
4.193 |
1.618 |
4.104 |
1.000 |
4.049 |
0.618 |
4.015 |
HIGH |
3.960 |
0.618 |
3.926 |
0.500 |
3.916 |
0.382 |
3.905 |
LOW |
3.871 |
0.618 |
3.816 |
1.000 |
3.782 |
1.618 |
3.727 |
2.618 |
3.638 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
3.916 |
4.021 |
PP |
3.908 |
3.979 |
S1 |
3.901 |
3.936 |
|