NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.958 |
3.944 |
-0.014 |
-0.4% |
4.128 |
| High |
4.009 |
3.973 |
-0.036 |
-0.9% |
4.234 |
| Low |
3.911 |
3.884 |
-0.027 |
-0.7% |
3.884 |
| Close |
3.932 |
3.957 |
0.025 |
0.6% |
3.957 |
| Range |
0.098 |
0.089 |
-0.009 |
-9.2% |
0.350 |
| ATR |
0.122 |
0.119 |
-0.002 |
-1.9% |
0.000 |
| Volume |
27,298 |
29,505 |
2,207 |
8.1% |
120,126 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.170 |
4.006 |
|
| R3 |
4.116 |
4.081 |
3.981 |
|
| R2 |
4.027 |
4.027 |
3.973 |
|
| R1 |
3.992 |
3.992 |
3.965 |
4.010 |
| PP |
3.938 |
3.938 |
3.938 |
3.947 |
| S1 |
3.903 |
3.903 |
3.949 |
3.921 |
| S2 |
3.849 |
3.849 |
3.941 |
|
| S3 |
3.760 |
3.814 |
3.933 |
|
| S4 |
3.671 |
3.725 |
3.908 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.075 |
4.866 |
4.150 |
|
| R3 |
4.725 |
4.516 |
4.053 |
|
| R2 |
4.375 |
4.375 |
4.021 |
|
| R1 |
4.166 |
4.166 |
3.989 |
4.096 |
| PP |
4.025 |
4.025 |
4.025 |
3.990 |
| S1 |
3.816 |
3.816 |
3.925 |
3.746 |
| S2 |
3.675 |
3.675 |
3.893 |
|
| S3 |
3.325 |
3.466 |
3.861 |
|
| S4 |
2.975 |
3.116 |
3.765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.234 |
3.884 |
0.350 |
8.8% |
0.119 |
3.0% |
21% |
False |
True |
24,025 |
| 10 |
4.234 |
3.884 |
0.350 |
8.8% |
0.123 |
3.1% |
21% |
False |
True |
18,613 |
| 20 |
4.488 |
3.884 |
0.604 |
15.3% |
0.113 |
2.8% |
12% |
False |
True |
19,202 |
| 40 |
4.850 |
3.884 |
0.966 |
24.4% |
0.121 |
3.1% |
8% |
False |
True |
14,275 |
| 60 |
4.850 |
3.884 |
0.966 |
24.4% |
0.124 |
3.1% |
8% |
False |
True |
11,175 |
| 80 |
4.850 |
3.884 |
0.966 |
24.4% |
0.125 |
3.2% |
8% |
False |
True |
9,078 |
| 100 |
4.850 |
3.884 |
0.966 |
24.4% |
0.120 |
3.0% |
8% |
False |
True |
7,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.206 |
|
1.618 |
4.117 |
|
1.000 |
4.062 |
|
0.618 |
4.028 |
|
HIGH |
3.973 |
|
0.618 |
3.939 |
|
0.500 |
3.929 |
|
0.382 |
3.918 |
|
LOW |
3.884 |
|
0.618 |
3.829 |
|
1.000 |
3.795 |
|
1.618 |
3.740 |
|
2.618 |
3.651 |
|
4.250 |
3.506 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.948 |
3.956 |
| PP |
3.938 |
3.955 |
| S1 |
3.929 |
3.954 |
|