NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.105 |
4.012 |
-0.093 |
-2.3% |
3.995 |
High |
4.127 |
4.131 |
0.004 |
0.1% |
4.151 |
Low |
4.000 |
4.012 |
0.012 |
0.3% |
3.955 |
Close |
4.030 |
4.082 |
0.052 |
1.3% |
4.082 |
Range |
0.127 |
0.119 |
-0.008 |
-6.3% |
0.196 |
ATR |
0.117 |
0.117 |
0.000 |
0.1% |
0.000 |
Volume |
19,344 |
21,280 |
1,936 |
10.0% |
119,485 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.432 |
4.376 |
4.147 |
|
R3 |
4.313 |
4.257 |
4.115 |
|
R2 |
4.194 |
4.194 |
4.104 |
|
R1 |
4.138 |
4.138 |
4.093 |
4.166 |
PP |
4.075 |
4.075 |
4.075 |
4.089 |
S1 |
4.019 |
4.019 |
4.071 |
4.047 |
S2 |
3.956 |
3.956 |
4.060 |
|
S3 |
3.837 |
3.900 |
4.049 |
|
S4 |
3.718 |
3.781 |
4.017 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.651 |
4.562 |
4.190 |
|
R3 |
4.455 |
4.366 |
4.136 |
|
R2 |
4.259 |
4.259 |
4.118 |
|
R1 |
4.170 |
4.170 |
4.100 |
4.215 |
PP |
4.063 |
4.063 |
4.063 |
4.085 |
S1 |
3.974 |
3.974 |
4.064 |
4.019 |
S2 |
3.867 |
3.867 |
4.046 |
|
S3 |
3.671 |
3.778 |
4.028 |
|
S4 |
3.475 |
3.582 |
3.974 |
|
|
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% |
0.126 |
3.1% |
65% |
False |
False |
23,897 |
10 |
4.294 |
3.955 |
0.339 |
8.3% |
0.120 |
2.9% |
37% |
False |
False |
21,100 |
20 |
4.294 |
3.955 |
0.339 |
8.3% |
0.110 |
2.7% |
37% |
False |
False |
15,232 |
40 |
4.930 |
3.955 |
0.975 |
23.9% |
0.114 |
2.8% |
13% |
False |
False |
12,500 |
60 |
4.930 |
3.955 |
0.975 |
23.9% |
0.116 |
2.8% |
13% |
False |
False |
9,924 |
80 |
4.930 |
3.955 |
0.975 |
23.9% |
0.118 |
2.9% |
13% |
False |
False |
8,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.637 |
2.618 |
4.443 |
1.618 |
4.324 |
1.000 |
4.250 |
0.618 |
4.205 |
HIGH |
4.131 |
0.618 |
4.086 |
0.500 |
4.072 |
0.382 |
4.057 |
LOW |
4.012 |
0.618 |
3.938 |
1.000 |
3.893 |
1.618 |
3.819 |
2.618 |
3.700 |
4.250 |
3.506 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.079 |
4.077 |
PP |
4.075 |
4.073 |
S1 |
4.072 |
4.068 |
|