NYMEX Natural Gas Future July 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 |
4.047 |
3.997 |
-0.050 |
-1.2% |
4.209 |
High |
4.085 |
4.049 |
-0.036 |
-0.9% |
4.294 |
Low |
3.990 |
3.963 |
-0.027 |
-0.7% |
3.963 |
Close |
4.011 |
4.036 |
0.025 |
0.6% |
4.036 |
Range |
0.095 |
0.086 |
-0.009 |
-9.5% |
0.331 |
ATR |
0.116 |
0.114 |
-0.002 |
-1.9% |
0.000 |
Volume |
23,588 |
24,473 |
885 |
3.8% |
91,523 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.274 |
4.241 |
4.083 |
|
R3 |
4.188 |
4.155 |
4.060 |
|
R2 |
4.102 |
4.102 |
4.052 |
|
R1 |
4.069 |
4.069 |
4.044 |
4.086 |
PP |
4.016 |
4.016 |
4.016 |
4.024 |
S1 |
3.983 |
3.983 |
4.028 |
4.000 |
S2 |
3.930 |
3.930 |
4.020 |
|
S3 |
3.844 |
3.897 |
4.012 |
|
S4 |
3.758 |
3.811 |
3.989 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.091 |
4.894 |
4.218 |
|
R3 |
4.760 |
4.563 |
4.127 |
|
R2 |
4.429 |
4.429 |
4.097 |
|
R1 |
4.232 |
4.232 |
4.066 |
4.165 |
PP |
4.098 |
4.098 |
4.098 |
4.064 |
S1 |
3.901 |
3.901 |
4.006 |
3.834 |
S2 |
3.767 |
3.767 |
3.975 |
|
S3 |
3.436 |
3.570 |
3.945 |
|
S4 |
3.105 |
3.239 |
3.854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.294 |
3.963 |
0.331 |
8.2% |
0.115 |
2.8% |
22% |
False |
True |
18,304 |
10 |
4.294 |
3.963 |
0.331 |
8.2% |
0.119 |
2.9% |
22% |
False |
True |
13,318 |
20 |
4.542 |
3.963 |
0.579 |
14.3% |
0.106 |
2.6% |
13% |
False |
True |
12,665 |
40 |
4.930 |
3.963 |
0.967 |
24.0% |
0.115 |
2.9% |
8% |
False |
True |
10,621 |
60 |
4.930 |
3.963 |
0.967 |
24.0% |
0.117 |
2.9% |
8% |
False |
True |
8,212 |
80 |
4.930 |
3.963 |
0.967 |
24.0% |
0.118 |
2.9% |
8% |
False |
True |
6,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.415 |
2.618 |
4.274 |
1.618 |
4.188 |
1.000 |
4.135 |
0.618 |
4.102 |
HIGH |
4.049 |
0.618 |
4.016 |
0.500 |
4.006 |
0.382 |
3.996 |
LOW |
3.963 |
0.618 |
3.910 |
1.000 |
3.877 |
1.618 |
3.824 |
2.618 |
3.738 |
4.250 |
3.598 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.026 |
4.033 |
PP |
4.016 |
4.031 |
S1 |
4.006 |
4.028 |
|