NYMEX Natural Gas Future May 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.881 |
3.984 |
0.103 |
2.7% |
4.065 |
| High |
3.993 |
4.021 |
0.028 |
0.7% |
4.171 |
| Low |
3.805 |
3.892 |
0.087 |
2.3% |
3.809 |
| Close |
3.984 |
3.924 |
-0.060 |
-1.5% |
3.887 |
| Range |
0.188 |
0.129 |
-0.059 |
-31.4% |
0.362 |
| ATR |
0.129 |
0.129 |
0.000 |
0.0% |
0.000 |
| Volume |
32,352 |
85,785 |
53,433 |
165.2% |
219,867 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.333 |
4.257 |
3.995 |
|
| R3 |
4.204 |
4.128 |
3.959 |
|
| R2 |
4.075 |
4.075 |
3.948 |
|
| R1 |
3.999 |
3.999 |
3.936 |
3.973 |
| PP |
3.946 |
3.946 |
3.946 |
3.932 |
| S1 |
3.870 |
3.870 |
3.912 |
3.844 |
| S2 |
3.817 |
3.817 |
3.900 |
|
| S3 |
3.688 |
3.741 |
3.889 |
|
| S4 |
3.559 |
3.612 |
3.853 |
|
|
| 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 |
4.021 |
3.805 |
0.216 |
5.5% |
0.121 |
3.1% |
55% |
True |
False |
49,319 |
| 10 |
4.171 |
3.805 |
0.366 |
9.3% |
0.138 |
3.5% |
33% |
False |
False |
42,103 |
| 20 |
4.249 |
3.805 |
0.444 |
11.3% |
0.121 |
3.1% |
27% |
False |
False |
50,200 |
| 40 |
4.822 |
3.805 |
1.017 |
25.9% |
0.126 |
3.2% |
12% |
False |
False |
37,180 |
| 60 |
4.822 |
3.805 |
1.017 |
25.9% |
0.129 |
3.3% |
12% |
False |
False |
28,089 |
| 80 |
4.822 |
3.805 |
1.017 |
25.9% |
0.130 |
3.3% |
12% |
False |
False |
22,869 |
| 100 |
4.822 |
3.805 |
1.017 |
25.9% |
0.127 |
3.2% |
12% |
False |
False |
19,053 |
| 120 |
4.822 |
3.805 |
1.017 |
25.9% |
0.118 |
3.0% |
12% |
False |
False |
16,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
4.359 |
|
1.618 |
4.230 |
|
1.000 |
4.150 |
|
0.618 |
4.101 |
|
HIGH |
4.021 |
|
0.618 |
3.972 |
|
0.500 |
3.957 |
|
0.382 |
3.941 |
|
LOW |
3.892 |
|
0.618 |
3.812 |
|
1.000 |
3.763 |
|
1.618 |
3.683 |
|
2.618 |
3.554 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.957 |
3.920 |
| PP |
3.946 |
3.917 |
| S1 |
3.935 |
3.913 |
|