NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.012 |
4.110 |
0.098 |
2.4% |
3.995 |
High |
4.131 |
4.232 |
0.101 |
2.4% |
4.151 |
Low |
4.012 |
4.095 |
0.083 |
2.1% |
3.955 |
Close |
4.082 |
4.116 |
0.034 |
0.8% |
4.082 |
Range |
0.119 |
0.137 |
0.018 |
15.1% |
0.196 |
ATR |
0.117 |
0.120 |
0.002 |
2.0% |
0.000 |
Volume |
21,280 |
20,324 |
-956 |
-4.5% |
119,485 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.559 |
4.474 |
4.191 |
|
R3 |
4.422 |
4.337 |
4.154 |
|
R2 |
4.285 |
4.285 |
4.141 |
|
R1 |
4.200 |
4.200 |
4.129 |
4.243 |
PP |
4.148 |
4.148 |
4.148 |
4.169 |
S1 |
4.063 |
4.063 |
4.103 |
4.106 |
S2 |
4.011 |
4.011 |
4.091 |
|
S3 |
3.874 |
3.926 |
4.078 |
|
S4 |
3.737 |
3.789 |
4.041 |
|
|
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 |
4.232 |
4.000 |
0.232 |
5.6% |
0.120 |
2.9% |
50% |
True |
False |
24,141 |
10 |
4.242 |
3.955 |
0.287 |
7.0% |
0.120 |
2.9% |
56% |
False |
False |
21,586 |
20 |
4.294 |
3.955 |
0.339 |
8.2% |
0.115 |
2.8% |
47% |
False |
False |
15,486 |
40 |
4.930 |
3.955 |
0.975 |
23.7% |
0.116 |
2.8% |
17% |
False |
False |
12,673 |
60 |
4.930 |
3.955 |
0.975 |
23.7% |
0.118 |
2.9% |
17% |
False |
False |
10,219 |
80 |
4.930 |
3.955 |
0.975 |
23.7% |
0.119 |
2.9% |
17% |
False |
False |
8,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.814 |
2.618 |
4.591 |
1.618 |
4.454 |
1.000 |
4.369 |
0.618 |
4.317 |
HIGH |
4.232 |
0.618 |
4.180 |
0.500 |
4.164 |
0.382 |
4.147 |
LOW |
4.095 |
0.618 |
4.010 |
1.000 |
3.958 |
1.618 |
3.873 |
2.618 |
3.736 |
4.250 |
3.513 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.164 |
4.116 |
PP |
4.148 |
4.116 |
S1 |
4.132 |
4.116 |
|