NYMEX Natural Gas Future May 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
3.894 |
-0.043 |
-1.1% |
3.968 |
| High |
3.960 |
3.946 |
-0.014 |
-0.4% |
4.106 |
| Low |
3.871 |
3.840 |
-0.031 |
-0.8% |
3.894 |
| Close |
3.894 |
3.859 |
-0.035 |
-0.9% |
4.073 |
| Range |
0.089 |
0.106 |
0.017 |
19.1% |
0.212 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.3% |
0.000 |
| Volume |
50,843 |
38,375 |
-12,468 |
-24.5% |
112,181 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.135 |
3.917 |
|
| R3 |
4.094 |
4.029 |
3.888 |
|
| R2 |
3.988 |
3.988 |
3.878 |
|
| R1 |
3.923 |
3.923 |
3.869 |
3.903 |
| PP |
3.882 |
3.882 |
3.882 |
3.871 |
| S1 |
3.817 |
3.817 |
3.849 |
3.797 |
| S2 |
3.776 |
3.776 |
3.840 |
|
| S3 |
3.670 |
3.711 |
3.830 |
|
| S4 |
3.564 |
3.605 |
3.801 |
|
|
| 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 |
3.840 |
0.331 |
8.6% |
0.146 |
3.8% |
6% |
False |
True |
42,927 |
| 10 |
4.171 |
3.840 |
0.331 |
8.6% |
0.130 |
3.4% |
6% |
False |
True |
35,651 |
| 20 |
4.543 |
3.840 |
0.703 |
18.2% |
0.120 |
3.1% |
3% |
False |
True |
48,273 |
| 40 |
4.822 |
3.840 |
0.982 |
25.4% |
0.127 |
3.3% |
2% |
False |
True |
34,876 |
| 60 |
4.822 |
3.840 |
0.982 |
25.4% |
0.130 |
3.4% |
2% |
False |
True |
26,128 |
| 80 |
4.822 |
3.840 |
0.982 |
25.4% |
0.130 |
3.4% |
2% |
False |
True |
21,179 |
| 100 |
4.822 |
3.840 |
0.982 |
25.4% |
0.124 |
3.2% |
2% |
False |
True |
17,555 |
| 120 |
4.822 |
3.840 |
0.982 |
25.4% |
0.117 |
3.0% |
2% |
False |
True |
15,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.224 |
|
1.618 |
4.118 |
|
1.000 |
4.052 |
|
0.618 |
4.012 |
|
HIGH |
3.946 |
|
0.618 |
3.906 |
|
0.500 |
3.893 |
|
0.382 |
3.880 |
|
LOW |
3.840 |
|
0.618 |
3.774 |
|
1.000 |
3.734 |
|
1.618 |
3.668 |
|
2.618 |
3.562 |
|
4.250 |
3.390 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.893 |
3.982 |
| PP |
3.882 |
3.941 |
| S1 |
3.870 |
3.900 |
|