NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.235 |
4.344 |
0.109 |
2.6% |
3.985 |
High |
4.340 |
4.428 |
0.088 |
2.0% |
4.272 |
Low |
4.229 |
4.331 |
0.102 |
2.4% |
3.865 |
Close |
4.331 |
4.412 |
0.081 |
1.9% |
4.246 |
Range |
0.111 |
0.097 |
-0.014 |
-12.6% |
0.407 |
ATR |
0.135 |
0.132 |
-0.003 |
-2.0% |
0.000 |
Volume |
76,378 |
67,810 |
-8,568 |
-11.2% |
429,149 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.681 |
4.644 |
4.465 |
|
R3 |
4.584 |
4.547 |
4.439 |
|
R2 |
4.487 |
4.487 |
4.430 |
|
R1 |
4.450 |
4.450 |
4.421 |
4.469 |
PP |
4.390 |
4.390 |
4.390 |
4.400 |
S1 |
4.353 |
4.353 |
4.403 |
4.372 |
S2 |
4.293 |
4.293 |
4.394 |
|
S3 |
4.196 |
4.256 |
4.385 |
|
S4 |
4.099 |
4.159 |
4.359 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.349 |
5.204 |
4.470 |
|
R3 |
4.942 |
4.797 |
4.358 |
|
R2 |
4.535 |
4.535 |
4.321 |
|
R1 |
4.390 |
4.390 |
4.283 |
4.463 |
PP |
4.128 |
4.128 |
4.128 |
4.164 |
S1 |
3.983 |
3.983 |
4.209 |
4.056 |
S2 |
3.721 |
3.721 |
4.171 |
|
S3 |
3.314 |
3.576 |
4.134 |
|
S4 |
2.907 |
3.169 |
4.022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.428 |
3.991 |
0.437 |
9.9% |
0.133 |
3.0% |
96% |
True |
False |
88,013 |
10 |
4.428 |
3.855 |
0.573 |
13.0% |
0.140 |
3.2% |
97% |
True |
False |
80,473 |
20 |
4.428 |
3.805 |
0.623 |
14.1% |
0.139 |
3.1% |
97% |
True |
False |
63,144 |
40 |
4.575 |
3.805 |
0.770 |
17.5% |
0.126 |
2.9% |
79% |
False |
False |
52,651 |
60 |
4.822 |
3.805 |
1.017 |
23.1% |
0.129 |
2.9% |
60% |
False |
False |
41,066 |
80 |
4.822 |
3.805 |
1.017 |
23.1% |
0.131 |
3.0% |
60% |
False |
False |
32,949 |
100 |
4.822 |
3.805 |
1.017 |
23.1% |
0.131 |
3.0% |
60% |
False |
False |
27,442 |
120 |
4.822 |
3.805 |
1.017 |
23.1% |
0.123 |
2.8% |
60% |
False |
False |
23,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.840 |
2.618 |
4.682 |
1.618 |
4.585 |
1.000 |
4.525 |
0.618 |
4.488 |
HIGH |
4.428 |
0.618 |
4.391 |
0.500 |
4.380 |
0.382 |
4.368 |
LOW |
4.331 |
0.618 |
4.271 |
1.000 |
4.234 |
1.618 |
4.174 |
2.618 |
4.077 |
4.250 |
3.919 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.401 |
4.379 |
PP |
4.390 |
4.347 |
S1 |
4.380 |
4.314 |
|