NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.982 |
4.034 |
0.052 |
1.3% |
4.128 |
| High |
4.061 |
4.053 |
-0.008 |
-0.2% |
4.234 |
| Low |
3.957 |
3.923 |
-0.034 |
-0.9% |
3.884 |
| Close |
4.046 |
3.955 |
-0.091 |
-2.2% |
3.957 |
| Range |
0.104 |
0.130 |
0.026 |
25.0% |
0.350 |
| ATR |
0.122 |
0.122 |
0.001 |
0.5% |
0.000 |
| Volume |
33,890 |
23,885 |
-10,005 |
-29.5% |
120,126 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.367 |
4.291 |
4.027 |
|
| R3 |
4.237 |
4.161 |
3.991 |
|
| R2 |
4.107 |
4.107 |
3.979 |
|
| R1 |
4.031 |
4.031 |
3.967 |
4.004 |
| PP |
3.977 |
3.977 |
3.977 |
3.964 |
| S1 |
3.901 |
3.901 |
3.943 |
3.874 |
| S2 |
3.847 |
3.847 |
3.931 |
|
| S3 |
3.717 |
3.771 |
3.919 |
|
| S4 |
3.587 |
3.641 |
3.884 |
|
|
| 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 |
4.081 |
3.877 |
0.204 |
5.2% |
0.124 |
3.1% |
38% |
False |
False |
30,091 |
| 10 |
4.234 |
3.877 |
0.357 |
9.0% |
0.132 |
3.3% |
22% |
False |
False |
25,846 |
| 20 |
4.290 |
3.877 |
0.413 |
10.4% |
0.117 |
3.0% |
19% |
False |
False |
20,743 |
| 40 |
4.850 |
3.877 |
0.973 |
24.6% |
0.120 |
3.0% |
8% |
False |
False |
16,510 |
| 60 |
4.850 |
3.877 |
0.973 |
24.6% |
0.123 |
3.1% |
8% |
False |
False |
12,815 |
| 80 |
4.850 |
3.877 |
0.973 |
24.6% |
0.125 |
3.2% |
8% |
False |
False |
10,490 |
| 100 |
4.850 |
3.877 |
0.973 |
24.6% |
0.123 |
3.1% |
8% |
False |
False |
8,733 |
| 120 |
4.850 |
3.877 |
0.973 |
24.6% |
0.115 |
2.9% |
8% |
False |
False |
7,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.606 |
|
2.618 |
4.393 |
|
1.618 |
4.263 |
|
1.000 |
4.183 |
|
0.618 |
4.133 |
|
HIGH |
4.053 |
|
0.618 |
4.003 |
|
0.500 |
3.988 |
|
0.382 |
3.973 |
|
LOW |
3.923 |
|
0.618 |
3.843 |
|
1.000 |
3.793 |
|
1.618 |
3.713 |
|
2.618 |
3.583 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
4.002 |
| PP |
3.977 |
3.986 |
| S1 |
3.966 |
3.971 |
|