NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.015 |
3.958 |
-0.057 |
-1.4% |
4.042 |
| High |
4.024 |
4.009 |
-0.015 |
-0.4% |
4.158 |
| Low |
3.938 |
3.911 |
-0.027 |
-0.7% |
3.960 |
| Close |
3.961 |
3.932 |
-0.029 |
-0.7% |
4.133 |
| Range |
0.086 |
0.098 |
0.012 |
14.0% |
0.198 |
| ATR |
0.123 |
0.122 |
-0.002 |
-1.5% |
0.000 |
| Volume |
19,995 |
27,298 |
7,303 |
36.5% |
51,185 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.186 |
3.986 |
|
| R3 |
4.147 |
4.088 |
3.959 |
|
| R2 |
4.049 |
4.049 |
3.950 |
|
| R1 |
3.990 |
3.990 |
3.941 |
3.971 |
| PP |
3.951 |
3.951 |
3.951 |
3.941 |
| S1 |
3.892 |
3.892 |
3.923 |
3.873 |
| S2 |
3.853 |
3.853 |
3.914 |
|
| S3 |
3.755 |
3.794 |
3.905 |
|
| S4 |
3.657 |
3.696 |
3.878 |
|
|
| 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 |
3.911 |
0.323 |
8.2% |
0.140 |
3.6% |
7% |
False |
True |
21,602 |
| 10 |
4.234 |
3.911 |
0.323 |
8.2% |
0.125 |
3.2% |
7% |
False |
True |
16,882 |
| 20 |
4.596 |
3.911 |
0.685 |
17.4% |
0.116 |
2.9% |
3% |
False |
True |
18,794 |
| 40 |
4.850 |
3.911 |
0.939 |
23.9% |
0.123 |
3.1% |
2% |
False |
True |
13,834 |
| 60 |
4.850 |
3.911 |
0.939 |
23.9% |
0.125 |
3.2% |
2% |
False |
True |
10,785 |
| 80 |
4.850 |
3.911 |
0.939 |
23.9% |
0.125 |
3.2% |
2% |
False |
True |
8,741 |
| 100 |
4.850 |
3.911 |
0.939 |
23.9% |
0.120 |
3.0% |
2% |
False |
True |
7,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.426 |
|
2.618 |
4.266 |
|
1.618 |
4.168 |
|
1.000 |
4.107 |
|
0.618 |
4.070 |
|
HIGH |
4.009 |
|
0.618 |
3.972 |
|
0.500 |
3.960 |
|
0.382 |
3.948 |
|
LOW |
3.911 |
|
0.618 |
3.850 |
|
1.000 |
3.813 |
|
1.618 |
3.752 |
|
2.618 |
3.654 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
4.047 |
| PP |
3.951 |
4.008 |
| S1 |
3.941 |
3.970 |
|