NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.496 |
4.346 |
-0.150 |
-3.3% |
4.335 |
High |
4.527 |
4.450 |
-0.077 |
-1.7% |
4.580 |
Low |
4.330 |
4.328 |
-0.002 |
0.0% |
4.276 |
Close |
4.335 |
4.426 |
0.091 |
2.1% |
4.563 |
Range |
0.197 |
0.122 |
-0.075 |
-38.1% |
0.304 |
ATR |
0.141 |
0.139 |
-0.001 |
-1.0% |
0.000 |
Volume |
32,500 |
28,828 |
-3,672 |
-11.3% |
141,120 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.767 |
4.719 |
4.493 |
|
R3 |
4.645 |
4.597 |
4.460 |
|
R2 |
4.523 |
4.523 |
4.448 |
|
R1 |
4.475 |
4.475 |
4.437 |
4.499 |
PP |
4.401 |
4.401 |
4.401 |
4.414 |
S1 |
4.353 |
4.353 |
4.415 |
4.377 |
S2 |
4.279 |
4.279 |
4.404 |
|
S3 |
4.157 |
4.231 |
4.392 |
|
S4 |
4.035 |
4.109 |
4.359 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.385 |
5.278 |
4.730 |
|
R3 |
5.081 |
4.974 |
4.647 |
|
R2 |
4.777 |
4.777 |
4.619 |
|
R1 |
4.670 |
4.670 |
4.591 |
4.724 |
PP |
4.473 |
4.473 |
4.473 |
4.500 |
S1 |
4.366 |
4.366 |
4.535 |
4.420 |
S2 |
4.169 |
4.169 |
4.507 |
|
S3 |
3.865 |
4.062 |
4.479 |
|
S4 |
3.561 |
3.758 |
4.396 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.627 |
4.328 |
0.299 |
6.8% |
0.169 |
3.8% |
33% |
False |
True |
31,756 |
10 |
4.627 |
4.069 |
0.558 |
12.6% |
0.148 |
3.3% |
64% |
False |
False |
28,552 |
20 |
4.627 |
3.877 |
0.750 |
16.9% |
0.140 |
3.2% |
73% |
False |
False |
27,550 |
40 |
4.627 |
3.877 |
0.750 |
16.9% |
0.127 |
2.9% |
73% |
False |
False |
22,760 |
60 |
4.850 |
3.877 |
0.973 |
22.0% |
0.129 |
2.9% |
56% |
False |
False |
18,070 |
80 |
4.850 |
3.877 |
0.973 |
22.0% |
0.129 |
2.9% |
56% |
False |
False |
14,672 |
100 |
4.850 |
3.877 |
0.973 |
22.0% |
0.128 |
2.9% |
56% |
False |
False |
12,256 |
120 |
4.850 |
3.877 |
0.973 |
22.0% |
0.123 |
2.8% |
56% |
False |
False |
10,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.969 |
2.618 |
4.769 |
1.618 |
4.647 |
1.000 |
4.572 |
0.618 |
4.525 |
HIGH |
4.450 |
0.618 |
4.403 |
0.500 |
4.389 |
0.382 |
4.375 |
LOW |
4.328 |
0.618 |
4.253 |
1.000 |
4.206 |
1.618 |
4.131 |
2.618 |
4.009 |
4.250 |
3.810 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.414 |
4.478 |
PP |
4.401 |
4.460 |
S1 |
4.389 |
4.443 |
|