NYMEX Natural Gas Future May 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.889 |
3.985 |
0.096 |
2.5% |
3.881 |
| High |
4.002 |
4.105 |
0.103 |
2.6% |
4.021 |
| Low |
3.867 |
3.956 |
0.089 |
2.3% |
3.805 |
| Close |
3.945 |
3.976 |
0.031 |
0.8% |
3.945 |
| Range |
0.135 |
0.149 |
0.014 |
10.4% |
0.216 |
| ATR |
0.129 |
0.131 |
0.002 |
1.7% |
0.000 |
| Volume |
69,548 |
65,826 |
-3,722 |
-5.4% |
322,930 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.459 |
4.367 |
4.058 |
|
| R3 |
4.310 |
4.218 |
4.017 |
|
| R2 |
4.161 |
4.161 |
4.003 |
|
| R1 |
4.069 |
4.069 |
3.990 |
4.041 |
| PP |
4.012 |
4.012 |
4.012 |
3.998 |
| S1 |
3.920 |
3.920 |
3.962 |
3.892 |
| S2 |
3.863 |
3.863 |
3.949 |
|
| S3 |
3.714 |
3.771 |
3.935 |
|
| S4 |
3.565 |
3.622 |
3.894 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.572 |
4.474 |
4.064 |
|
| R3 |
4.356 |
4.258 |
4.004 |
|
| R2 |
4.140 |
4.140 |
3.985 |
|
| R1 |
4.042 |
4.042 |
3.965 |
4.091 |
| PP |
3.924 |
3.924 |
3.924 |
3.948 |
| S1 |
3.826 |
3.826 |
3.925 |
3.875 |
| S2 |
3.708 |
3.708 |
3.905 |
|
| S3 |
3.492 |
3.610 |
3.886 |
|
| S4 |
3.276 |
3.394 |
3.826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.105 |
3.855 |
0.250 |
6.3% |
0.132 |
3.3% |
48% |
True |
False |
71,280 |
| 10 |
4.123 |
3.805 |
0.318 |
8.0% |
0.132 |
3.3% |
54% |
False |
False |
56,561 |
| 20 |
4.171 |
3.805 |
0.366 |
9.2% |
0.126 |
3.2% |
47% |
False |
False |
46,238 |
| 40 |
4.822 |
3.805 |
1.017 |
25.6% |
0.127 |
3.2% |
17% |
False |
False |
41,323 |
| 60 |
4.822 |
3.805 |
1.017 |
25.6% |
0.130 |
3.3% |
17% |
False |
False |
31,873 |
| 80 |
4.822 |
3.805 |
1.017 |
25.6% |
0.131 |
3.3% |
17% |
False |
False |
25,953 |
| 100 |
4.822 |
3.805 |
1.017 |
25.6% |
0.129 |
3.3% |
17% |
False |
False |
21,624 |
| 120 |
4.822 |
3.805 |
1.017 |
25.6% |
0.119 |
3.0% |
17% |
False |
False |
18,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.738 |
|
2.618 |
4.495 |
|
1.618 |
4.346 |
|
1.000 |
4.254 |
|
0.618 |
4.197 |
|
HIGH |
4.105 |
|
0.618 |
4.048 |
|
0.500 |
4.031 |
|
0.382 |
4.013 |
|
LOW |
3.956 |
|
0.618 |
3.864 |
|
1.000 |
3.807 |
|
1.618 |
3.715 |
|
2.618 |
3.566 |
|
4.250 |
3.323 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.031 |
3.980 |
| PP |
4.012 |
3.979 |
| S1 |
3.994 |
3.977 |
|