NYMEX Natural Gas Future May 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.894 |
3.861 |
-0.033 |
-0.8% |
4.065 |
| High |
3.946 |
3.904 |
-0.042 |
-1.1% |
4.171 |
| Low |
3.840 |
3.809 |
-0.031 |
-0.8% |
3.809 |
| Close |
3.859 |
3.887 |
0.028 |
0.7% |
3.887 |
| Range |
0.106 |
0.095 |
-0.011 |
-10.4% |
0.362 |
| ATR |
0.127 |
0.125 |
-0.002 |
-1.8% |
0.000 |
| Volume |
38,375 |
39,241 |
866 |
2.3% |
219,867 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.152 |
4.114 |
3.939 |
|
| R3 |
4.057 |
4.019 |
3.913 |
|
| R2 |
3.962 |
3.962 |
3.904 |
|
| R1 |
3.924 |
3.924 |
3.896 |
3.943 |
| PP |
3.867 |
3.867 |
3.867 |
3.876 |
| S1 |
3.829 |
3.829 |
3.878 |
3.848 |
| S2 |
3.772 |
3.772 |
3.870 |
|
| S3 |
3.677 |
3.734 |
3.861 |
|
| S4 |
3.582 |
3.639 |
3.835 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.042 |
4.826 |
4.086 |
|
| R3 |
4.680 |
4.464 |
3.987 |
|
| R2 |
4.318 |
4.318 |
3.953 |
|
| R1 |
4.102 |
4.102 |
3.920 |
4.029 |
| PP |
3.956 |
3.956 |
3.956 |
3.919 |
| S1 |
3.740 |
3.740 |
3.854 |
3.667 |
| S2 |
3.594 |
3.594 |
3.821 |
|
| S3 |
3.232 |
3.378 |
3.787 |
|
| S4 |
2.870 |
3.016 |
3.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.171 |
3.809 |
0.362 |
9.3% |
0.124 |
3.2% |
22% |
False |
True |
43,973 |
| 10 |
4.171 |
3.809 |
0.362 |
9.3% |
0.128 |
3.3% |
22% |
False |
True |
36,533 |
| 20 |
4.434 |
3.809 |
0.625 |
16.1% |
0.117 |
3.0% |
12% |
False |
True |
48,447 |
| 40 |
4.822 |
3.809 |
1.013 |
26.1% |
0.126 |
3.2% |
8% |
False |
True |
35,217 |
| 60 |
4.822 |
3.809 |
1.013 |
26.1% |
0.129 |
3.3% |
8% |
False |
True |
26,605 |
| 80 |
4.822 |
3.809 |
1.013 |
26.1% |
0.130 |
3.3% |
8% |
False |
True |
21,610 |
| 100 |
4.822 |
3.809 |
1.013 |
26.1% |
0.125 |
3.2% |
8% |
False |
True |
17,914 |
| 120 |
4.822 |
3.809 |
1.013 |
26.1% |
0.117 |
3.0% |
8% |
False |
True |
15,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.308 |
|
2.618 |
4.153 |
|
1.618 |
4.058 |
|
1.000 |
3.999 |
|
0.618 |
3.963 |
|
HIGH |
3.904 |
|
0.618 |
3.868 |
|
0.500 |
3.857 |
|
0.382 |
3.845 |
|
LOW |
3.809 |
|
0.618 |
3.750 |
|
1.000 |
3.714 |
|
1.618 |
3.655 |
|
2.618 |
3.560 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.877 |
3.886 |
| PP |
3.867 |
3.885 |
| S1 |
3.857 |
3.885 |
|