NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
3.985 |
3.988 |
0.003 |
0.1% |
3.881 |
High |
4.105 |
4.067 |
-0.038 |
-0.9% |
4.021 |
Low |
3.956 |
3.865 |
-0.091 |
-2.3% |
3.805 |
Close |
3.976 |
4.012 |
0.036 |
0.9% |
3.945 |
Range |
0.149 |
0.202 |
0.053 |
35.6% |
0.216 |
ATR |
0.131 |
0.136 |
0.005 |
3.9% |
0.000 |
Volume |
65,826 |
54,500 |
-11,326 |
-17.2% |
322,930 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.587 |
4.502 |
4.123 |
|
R3 |
4.385 |
4.300 |
4.068 |
|
R2 |
4.183 |
4.183 |
4.049 |
|
R1 |
4.098 |
4.098 |
4.031 |
4.141 |
PP |
3.981 |
3.981 |
3.981 |
4.003 |
S1 |
3.896 |
3.896 |
3.993 |
3.939 |
S2 |
3.779 |
3.779 |
3.975 |
|
S3 |
3.577 |
3.694 |
3.956 |
|
S4 |
3.375 |
3.492 |
3.901 |
|
|
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 |
6.2% |
0.146 |
3.6% |
63% |
False |
False |
65,023 |
10 |
4.105 |
3.805 |
0.300 |
7.5% |
0.134 |
3.3% |
69% |
False |
False |
57,171 |
20 |
4.171 |
3.805 |
0.366 |
9.1% |
0.132 |
3.3% |
57% |
False |
False |
45,304 |
40 |
4.822 |
3.805 |
1.017 |
25.3% |
0.129 |
3.2% |
20% |
False |
False |
41,985 |
60 |
4.822 |
3.805 |
1.017 |
25.3% |
0.130 |
3.2% |
20% |
False |
False |
32,686 |
80 |
4.822 |
3.805 |
1.017 |
25.3% |
0.131 |
3.3% |
20% |
False |
False |
26,578 |
100 |
4.822 |
3.805 |
1.017 |
25.3% |
0.131 |
3.3% |
20% |
False |
False |
22,150 |
120 |
4.822 |
3.805 |
1.017 |
25.3% |
0.120 |
3.0% |
20% |
False |
False |
18,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.926 |
2.618 |
4.596 |
1.618 |
4.394 |
1.000 |
4.269 |
0.618 |
4.192 |
HIGH |
4.067 |
0.618 |
3.990 |
0.500 |
3.966 |
0.382 |
3.942 |
LOW |
3.865 |
0.618 |
3.740 |
1.000 |
3.663 |
1.618 |
3.538 |
2.618 |
3.336 |
4.250 |
3.007 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
3.997 |
4.003 |
PP |
3.981 |
3.994 |
S1 |
3.966 |
3.985 |
|