NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.173 |
4.015 |
-0.158 |
-3.8% |
4.042 |
| High |
4.182 |
4.024 |
-0.158 |
-3.8% |
4.158 |
| Low |
4.007 |
3.938 |
-0.069 |
-1.7% |
3.960 |
| Close |
4.015 |
3.961 |
-0.054 |
-1.3% |
4.133 |
| Range |
0.175 |
0.086 |
-0.089 |
-50.9% |
0.198 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.3% |
0.000 |
| Volume |
21,637 |
19,995 |
-1,642 |
-7.6% |
51,185 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.232 |
4.183 |
4.008 |
|
| R3 |
4.146 |
4.097 |
3.985 |
|
| R2 |
4.060 |
4.060 |
3.977 |
|
| R1 |
4.011 |
4.011 |
3.969 |
3.993 |
| PP |
3.974 |
3.974 |
3.974 |
3.965 |
| S1 |
3.925 |
3.925 |
3.953 |
3.907 |
| S2 |
3.888 |
3.888 |
3.945 |
|
| S3 |
3.802 |
3.839 |
3.937 |
|
| S4 |
3.716 |
3.753 |
3.914 |
|
|
| 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 |
3.938 |
0.296 |
7.5% |
0.145 |
3.7% |
8% |
False |
True |
17,984 |
| 10 |
4.234 |
3.938 |
0.296 |
7.5% |
0.124 |
3.1% |
8% |
False |
True |
15,871 |
| 20 |
4.596 |
3.938 |
0.658 |
16.6% |
0.115 |
2.9% |
3% |
False |
True |
17,971 |
| 40 |
4.850 |
3.938 |
0.912 |
23.0% |
0.123 |
3.1% |
3% |
False |
True |
13,330 |
| 60 |
4.850 |
3.938 |
0.912 |
23.0% |
0.125 |
3.2% |
3% |
False |
True |
10,380 |
| 80 |
4.850 |
3.938 |
0.912 |
23.0% |
0.125 |
3.2% |
3% |
False |
True |
8,432 |
| 100 |
4.850 |
3.938 |
0.912 |
23.0% |
0.119 |
3.0% |
3% |
False |
True |
7,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.390 |
|
2.618 |
4.249 |
|
1.618 |
4.163 |
|
1.000 |
4.110 |
|
0.618 |
4.077 |
|
HIGH |
4.024 |
|
0.618 |
3.991 |
|
0.500 |
3.981 |
|
0.382 |
3.971 |
|
LOW |
3.938 |
|
0.618 |
3.885 |
|
1.000 |
3.852 |
|
1.618 |
3.799 |
|
2.618 |
3.713 |
|
4.250 |
3.573 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
4.086 |
| PP |
3.974 |
4.044 |
| S1 |
3.968 |
4.003 |
|