NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
3.995 |
4.118 |
0.123 |
3.1% |
4.209 |
High |
4.118 |
4.151 |
0.033 |
0.8% |
4.294 |
Low |
3.955 |
4.033 |
0.078 |
2.0% |
3.963 |
Close |
4.113 |
4.062 |
-0.051 |
-1.2% |
4.036 |
Range |
0.163 |
0.118 |
-0.045 |
-27.6% |
0.331 |
ATR |
0.117 |
0.118 |
0.000 |
0.0% |
0.000 |
Volume |
19,104 |
31,446 |
12,342 |
64.6% |
91,523 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.367 |
4.127 |
|
R3 |
4.318 |
4.249 |
4.094 |
|
R2 |
4.200 |
4.200 |
4.084 |
|
R1 |
4.131 |
4.131 |
4.073 |
4.107 |
PP |
4.082 |
4.082 |
4.082 |
4.070 |
S1 |
4.013 |
4.013 |
4.051 |
3.989 |
S2 |
3.964 |
3.964 |
4.040 |
|
S3 |
3.846 |
3.895 |
4.030 |
|
S4 |
3.728 |
3.777 |
3.997 |
|
|
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 |
4.151 |
3.955 |
0.196 |
4.8% |
0.109 |
2.7% |
55% |
True |
False |
22,791 |
10 |
4.294 |
3.955 |
0.339 |
8.3% |
0.127 |
3.1% |
32% |
False |
False |
16,626 |
20 |
4.335 |
3.955 |
0.380 |
9.4% |
0.107 |
2.6% |
28% |
False |
False |
14,175 |
40 |
4.930 |
3.955 |
0.975 |
24.0% |
0.115 |
2.8% |
11% |
False |
False |
11,569 |
60 |
4.930 |
3.955 |
0.975 |
24.0% |
0.117 |
2.9% |
11% |
False |
False |
8,918 |
80 |
4.930 |
3.955 |
0.975 |
24.0% |
0.118 |
2.9% |
11% |
False |
False |
7,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.653 |
2.618 |
4.460 |
1.618 |
4.342 |
1.000 |
4.269 |
0.618 |
4.224 |
HIGH |
4.151 |
0.618 |
4.106 |
0.500 |
4.092 |
0.382 |
4.078 |
LOW |
4.033 |
0.618 |
3.960 |
1.000 |
3.915 |
1.618 |
3.842 |
2.618 |
3.724 |
4.250 |
3.532 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.092 |
4.059 |
PP |
4.082 |
4.056 |
S1 |
4.072 |
4.053 |
|