NYMEX Natural Gas Future May 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.982 |
0.071 |
1.8% |
4.065 |
| High |
4.002 |
3.995 |
-0.007 |
-0.2% |
4.171 |
| Low |
3.897 |
3.855 |
-0.042 |
-1.1% |
3.809 |
| Close |
3.986 |
3.892 |
-0.094 |
-2.4% |
3.887 |
| Range |
0.105 |
0.140 |
0.035 |
33.3% |
0.362 |
| ATR |
0.127 |
0.128 |
0.001 |
0.7% |
0.000 |
| Volume |
64,050 |
71,195 |
7,145 |
11.2% |
219,867 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.334 |
4.253 |
3.969 |
|
| R3 |
4.194 |
4.113 |
3.931 |
|
| R2 |
4.054 |
4.054 |
3.918 |
|
| R1 |
3.973 |
3.973 |
3.905 |
3.944 |
| PP |
3.914 |
3.914 |
3.914 |
3.899 |
| S1 |
3.833 |
3.833 |
3.879 |
3.804 |
| S2 |
3.774 |
3.774 |
3.866 |
|
| S3 |
3.634 |
3.693 |
3.854 |
|
| S4 |
3.494 |
3.553 |
3.815 |
|
|
| 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% |
0.131 |
3.4% |
40% |
False |
False |
58,524 |
| 10 |
4.171 |
3.805 |
0.366 |
9.4% |
0.139 |
3.6% |
24% |
False |
False |
50,725 |
| 20 |
4.249 |
3.805 |
0.444 |
11.4% |
0.123 |
3.2% |
20% |
False |
False |
48,298 |
| 40 |
4.822 |
3.805 |
1.017 |
26.1% |
0.125 |
3.2% |
9% |
False |
False |
39,321 |
| 60 |
4.822 |
3.805 |
1.017 |
26.1% |
0.128 |
3.3% |
9% |
False |
False |
29,985 |
| 80 |
4.822 |
3.805 |
1.017 |
26.1% |
0.130 |
3.3% |
9% |
False |
False |
24,381 |
| 100 |
4.822 |
3.805 |
1.017 |
26.1% |
0.127 |
3.3% |
9% |
False |
False |
20,332 |
| 120 |
4.822 |
3.805 |
1.017 |
26.1% |
0.118 |
3.0% |
9% |
False |
False |
17,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.590 |
|
2.618 |
4.362 |
|
1.618 |
4.222 |
|
1.000 |
4.135 |
|
0.618 |
4.082 |
|
HIGH |
3.995 |
|
0.618 |
3.942 |
|
0.500 |
3.925 |
|
0.382 |
3.908 |
|
LOW |
3.855 |
|
0.618 |
3.768 |
|
1.000 |
3.715 |
|
1.618 |
3.628 |
|
2.618 |
3.488 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.938 |
| PP |
3.914 |
3.923 |
| S1 |
3.903 |
3.907 |
|