NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.308 |
4.335 |
0.027 |
0.6% |
4.058 |
High |
4.338 |
4.377 |
0.039 |
0.9% |
4.338 |
Low |
4.241 |
4.276 |
0.035 |
0.8% |
3.936 |
Close |
4.316 |
4.313 |
-0.003 |
-0.1% |
4.316 |
Range |
0.097 |
0.101 |
0.004 |
4.1% |
0.402 |
ATR |
0.134 |
0.131 |
-0.002 |
-1.7% |
0.000 |
Volume |
33,934 |
23,129 |
-10,805 |
-31.8% |
115,612 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.625 |
4.570 |
4.369 |
|
R3 |
4.524 |
4.469 |
4.341 |
|
R2 |
4.423 |
4.423 |
4.332 |
|
R1 |
4.368 |
4.368 |
4.322 |
4.345 |
PP |
4.322 |
4.322 |
4.322 |
4.311 |
S1 |
4.267 |
4.267 |
4.304 |
4.244 |
S2 |
4.221 |
4.221 |
4.294 |
|
S3 |
4.120 |
4.166 |
4.285 |
|
S4 |
4.019 |
4.065 |
4.257 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.403 |
5.261 |
4.537 |
|
R3 |
5.001 |
4.859 |
4.427 |
|
R2 |
4.599 |
4.599 |
4.390 |
|
R1 |
4.457 |
4.457 |
4.353 |
4.528 |
PP |
4.197 |
4.197 |
4.197 |
4.232 |
S1 |
4.055 |
4.055 |
4.279 |
4.126 |
S2 |
3.795 |
3.795 |
4.242 |
|
S3 |
3.393 |
3.653 |
4.205 |
|
S4 |
2.991 |
3.251 |
4.095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.377 |
3.936 |
0.441 |
10.2% |
0.146 |
3.4% |
85% |
True |
False |
23,270 |
10 |
4.377 |
3.923 |
0.454 |
10.5% |
0.138 |
3.2% |
86% |
True |
False |
26,237 |
20 |
4.377 |
3.877 |
0.500 |
11.6% |
0.137 |
3.2% |
87% |
True |
False |
22,781 |
40 |
4.850 |
3.877 |
0.973 |
22.6% |
0.126 |
2.9% |
45% |
False |
False |
19,181 |
60 |
4.850 |
3.877 |
0.973 |
22.6% |
0.124 |
2.9% |
45% |
False |
False |
14,939 |
80 |
4.850 |
3.877 |
0.973 |
22.6% |
0.126 |
2.9% |
45% |
False |
False |
12,312 |
100 |
4.850 |
3.877 |
0.973 |
22.6% |
0.127 |
2.9% |
45% |
False |
False |
10,283 |
120 |
4.850 |
3.877 |
0.973 |
22.6% |
0.119 |
2.8% |
45% |
False |
False |
8,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.806 |
2.618 |
4.641 |
1.618 |
4.540 |
1.000 |
4.478 |
0.618 |
4.439 |
HIGH |
4.377 |
0.618 |
4.338 |
0.500 |
4.327 |
0.382 |
4.315 |
LOW |
4.276 |
0.618 |
4.214 |
1.000 |
4.175 |
1.618 |
4.113 |
2.618 |
4.012 |
4.250 |
3.847 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.327 |
4.283 |
PP |
4.322 |
4.253 |
S1 |
4.318 |
4.223 |
|