NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.034 |
3.959 |
-0.075 |
-1.9% |
3.917 |
High |
4.053 |
4.062 |
0.009 |
0.2% |
4.081 |
Low |
3.923 |
3.936 |
0.013 |
0.3% |
3.877 |
Close |
3.955 |
4.007 |
0.052 |
1.3% |
4.007 |
Range |
0.130 |
0.126 |
-0.004 |
-3.1% |
0.204 |
ATR |
0.122 |
0.123 |
0.000 |
0.2% |
0.000 |
Volume |
23,885 |
24,631 |
746 |
3.1% |
145,583 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.380 |
4.319 |
4.076 |
|
R3 |
4.254 |
4.193 |
4.042 |
|
R2 |
4.128 |
4.128 |
4.030 |
|
R1 |
4.067 |
4.067 |
4.019 |
4.098 |
PP |
4.002 |
4.002 |
4.002 |
4.017 |
S1 |
3.941 |
3.941 |
3.995 |
3.972 |
S2 |
3.876 |
3.876 |
3.984 |
|
S3 |
3.750 |
3.815 |
3.972 |
|
S4 |
3.624 |
3.689 |
3.938 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.600 |
4.508 |
4.119 |
|
R3 |
4.396 |
4.304 |
4.063 |
|
R2 |
4.192 |
4.192 |
4.044 |
|
R1 |
4.100 |
4.100 |
4.026 |
4.146 |
PP |
3.988 |
3.988 |
3.988 |
4.012 |
S1 |
3.896 |
3.896 |
3.988 |
3.942 |
S2 |
3.784 |
3.784 |
3.970 |
|
S3 |
3.580 |
3.692 |
3.951 |
|
S4 |
3.376 |
3.488 |
3.895 |
|
|
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 |
5.1% |
0.131 |
3.3% |
64% |
False |
False |
29,116 |
10 |
4.234 |
3.877 |
0.357 |
8.9% |
0.125 |
3.1% |
36% |
False |
False |
26,570 |
20 |
4.234 |
3.877 |
0.357 |
8.9% |
0.116 |
2.9% |
36% |
False |
False |
21,096 |
40 |
4.850 |
3.877 |
0.973 |
24.3% |
0.121 |
3.0% |
13% |
False |
False |
16,927 |
60 |
4.850 |
3.877 |
0.973 |
24.3% |
0.123 |
3.1% |
13% |
False |
False |
13,130 |
80 |
4.850 |
3.877 |
0.973 |
24.3% |
0.125 |
3.1% |
13% |
False |
False |
10,769 |
100 |
4.850 |
3.877 |
0.973 |
24.3% |
0.124 |
3.1% |
13% |
False |
False |
8,963 |
120 |
4.850 |
3.877 |
0.973 |
24.3% |
0.115 |
2.9% |
13% |
False |
False |
7,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.598 |
2.618 |
4.392 |
1.618 |
4.266 |
1.000 |
4.188 |
0.618 |
4.140 |
HIGH |
4.062 |
0.618 |
4.014 |
0.500 |
3.999 |
0.382 |
3.984 |
LOW |
3.936 |
0.618 |
3.858 |
1.000 |
3.810 |
1.618 |
3.732 |
2.618 |
3.606 |
4.250 |
3.401 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.004 |
4.002 |
PP |
4.002 |
3.997 |
S1 |
3.999 |
3.993 |
|