NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
3.997 |
3.995 |
-0.002 |
-0.1% |
4.209 |
High |
4.049 |
4.118 |
0.069 |
1.7% |
4.294 |
Low |
3.963 |
3.955 |
-0.008 |
-0.2% |
3.963 |
Close |
4.036 |
4.113 |
0.077 |
1.9% |
4.036 |
Range |
0.086 |
0.163 |
0.077 |
89.5% |
0.331 |
ATR |
0.114 |
0.117 |
0.004 |
3.1% |
0.000 |
Volume |
24,473 |
19,104 |
-5,369 |
-21.9% |
91,523 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.551 |
4.495 |
4.203 |
|
R3 |
4.388 |
4.332 |
4.158 |
|
R2 |
4.225 |
4.225 |
4.143 |
|
R1 |
4.169 |
4.169 |
4.128 |
4.197 |
PP |
4.062 |
4.062 |
4.062 |
4.076 |
S1 |
4.006 |
4.006 |
4.098 |
4.034 |
S2 |
3.899 |
3.899 |
4.083 |
|
S3 |
3.736 |
3.843 |
4.068 |
|
S4 |
3.573 |
3.680 |
4.023 |
|
|
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 |
4.242 |
3.955 |
0.287 |
7.0% |
0.119 |
2.9% |
55% |
False |
True |
19,032 |
10 |
4.294 |
3.955 |
0.339 |
8.2% |
0.130 |
3.2% |
47% |
False |
True |
14,046 |
20 |
4.503 |
3.955 |
0.548 |
13.3% |
0.111 |
2.7% |
29% |
False |
True |
13,172 |
40 |
4.930 |
3.955 |
0.975 |
23.7% |
0.115 |
2.8% |
16% |
False |
True |
10,987 |
60 |
4.930 |
3.955 |
0.975 |
23.7% |
0.117 |
2.9% |
16% |
False |
True |
8,487 |
80 |
4.930 |
3.955 |
0.975 |
23.7% |
0.119 |
2.9% |
16% |
False |
True |
6,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.811 |
2.618 |
4.545 |
1.618 |
4.382 |
1.000 |
4.281 |
0.618 |
4.219 |
HIGH |
4.118 |
0.618 |
4.056 |
0.500 |
4.037 |
0.382 |
4.017 |
LOW |
3.955 |
0.618 |
3.854 |
1.000 |
3.792 |
1.618 |
3.691 |
2.618 |
3.528 |
4.250 |
3.262 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.088 |
4.088 |
PP |
4.062 |
4.062 |
S1 |
4.037 |
4.037 |
|