NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.128 |
4.173 |
0.045 |
1.1% |
4.042 |
| High |
4.234 |
4.182 |
-0.052 |
-1.2% |
4.158 |
| Low |
4.088 |
4.007 |
-0.081 |
-2.0% |
3.960 |
| Close |
4.173 |
4.015 |
-0.158 |
-3.8% |
4.133 |
| Range |
0.146 |
0.175 |
0.029 |
19.9% |
0.198 |
| ATR |
0.122 |
0.126 |
0.004 |
3.1% |
0.000 |
| Volume |
21,691 |
21,637 |
-54 |
-0.2% |
51,185 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.593 |
4.479 |
4.111 |
|
| R3 |
4.418 |
4.304 |
4.063 |
|
| R2 |
4.243 |
4.243 |
4.047 |
|
| R1 |
4.129 |
4.129 |
4.031 |
4.099 |
| PP |
4.068 |
4.068 |
4.068 |
4.053 |
| S1 |
3.954 |
3.954 |
3.999 |
3.924 |
| S2 |
3.893 |
3.893 |
3.983 |
|
| S3 |
3.718 |
3.779 |
3.967 |
|
| S4 |
3.543 |
3.604 |
3.919 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.678 |
4.603 |
4.242 |
|
| R3 |
4.480 |
4.405 |
4.187 |
|
| R2 |
4.282 |
4.282 |
4.169 |
|
| R1 |
4.207 |
4.207 |
4.151 |
4.245 |
| PP |
4.084 |
4.084 |
4.084 |
4.102 |
| S1 |
4.009 |
4.009 |
4.115 |
4.047 |
| S2 |
3.886 |
3.886 |
4.097 |
|
| S3 |
3.688 |
3.811 |
4.079 |
|
| S4 |
3.490 |
3.613 |
4.024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.234 |
3.960 |
0.274 |
6.8% |
0.150 |
3.7% |
20% |
False |
False |
16,330 |
| 10 |
4.234 |
3.960 |
0.274 |
6.8% |
0.125 |
3.1% |
20% |
False |
False |
15,044 |
| 20 |
4.596 |
3.960 |
0.636 |
15.8% |
0.115 |
2.9% |
9% |
False |
False |
17,587 |
| 40 |
4.850 |
3.960 |
0.890 |
22.2% |
0.124 |
3.1% |
6% |
False |
False |
12,897 |
| 60 |
4.850 |
3.960 |
0.890 |
22.2% |
0.125 |
3.1% |
6% |
False |
False |
10,131 |
| 80 |
4.850 |
3.960 |
0.890 |
22.2% |
0.126 |
3.1% |
6% |
False |
False |
8,194 |
| 100 |
4.850 |
3.942 |
0.908 |
22.6% |
0.120 |
3.0% |
8% |
False |
False |
6,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.926 |
|
2.618 |
4.640 |
|
1.618 |
4.465 |
|
1.000 |
4.357 |
|
0.618 |
4.290 |
|
HIGH |
4.182 |
|
0.618 |
4.115 |
|
0.500 |
4.095 |
|
0.382 |
4.074 |
|
LOW |
4.007 |
|
0.618 |
3.899 |
|
1.000 |
3.832 |
|
1.618 |
3.724 |
|
2.618 |
3.549 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.095 |
4.098 |
| PP |
4.068 |
4.070 |
| S1 |
4.042 |
4.043 |
|