NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.051 |
4.105 |
0.054 |
1.3% |
4.209 |
High |
4.136 |
4.127 |
-0.009 |
-0.2% |
4.294 |
Low |
4.035 |
4.000 |
-0.035 |
-0.9% |
3.963 |
Close |
4.121 |
4.030 |
-0.091 |
-2.2% |
4.036 |
Range |
0.101 |
0.127 |
0.026 |
25.7% |
0.331 |
ATR |
0.116 |
0.117 |
0.001 |
0.7% |
0.000 |
Volume |
28,311 |
19,344 |
-8,967 |
-31.7% |
91,523 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.433 |
4.359 |
4.100 |
|
R3 |
4.306 |
4.232 |
4.065 |
|
R2 |
4.179 |
4.179 |
4.053 |
|
R1 |
4.105 |
4.105 |
4.042 |
4.079 |
PP |
4.052 |
4.052 |
4.052 |
4.039 |
S1 |
3.978 |
3.978 |
4.018 |
3.952 |
S2 |
3.925 |
3.925 |
4.007 |
|
S3 |
3.798 |
3.851 |
3.995 |
|
S4 |
3.671 |
3.724 |
3.960 |
|
|
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 |
4.9% |
0.119 |
3.0% |
38% |
False |
False |
24,535 |
10 |
4.294 |
3.955 |
0.339 |
8.4% |
0.128 |
3.2% |
22% |
False |
False |
19,997 |
20 |
4.297 |
3.955 |
0.342 |
8.5% |
0.109 |
2.7% |
22% |
False |
False |
14,860 |
40 |
4.930 |
3.955 |
0.975 |
24.2% |
0.114 |
2.8% |
8% |
False |
False |
12,228 |
60 |
4.930 |
3.955 |
0.975 |
24.2% |
0.116 |
2.9% |
8% |
False |
False |
9,619 |
80 |
4.930 |
3.955 |
0.975 |
24.2% |
0.118 |
2.9% |
8% |
False |
False |
7,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.459 |
1.618 |
4.332 |
1.000 |
4.254 |
0.618 |
4.205 |
HIGH |
4.127 |
0.618 |
4.078 |
0.500 |
4.064 |
0.382 |
4.049 |
LOW |
4.000 |
0.618 |
3.922 |
1.000 |
3.873 |
1.618 |
3.795 |
2.618 |
3.668 |
4.250 |
3.460 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.064 |
4.076 |
PP |
4.052 |
4.060 |
S1 |
4.041 |
4.045 |
|