NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.649 |
4.559 |
-0.090 |
-1.9% |
4.420 |
High |
4.690 |
4.601 |
-0.089 |
-1.9% |
4.650 |
Low |
4.558 |
4.408 |
-0.150 |
-3.3% |
4.347 |
Close |
4.594 |
4.411 |
-0.183 |
-4.0% |
4.636 |
Range |
0.132 |
0.193 |
0.061 |
46.2% |
0.303 |
ATR |
0.130 |
0.134 |
0.005 |
3.5% |
0.000 |
Volume |
27,463 |
24,716 |
-2,747 |
-10.0% |
115,947 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.052 |
4.925 |
4.517 |
|
R3 |
4.859 |
4.732 |
4.464 |
|
R2 |
4.666 |
4.666 |
4.446 |
|
R1 |
4.539 |
4.539 |
4.429 |
4.506 |
PP |
4.473 |
4.473 |
4.473 |
4.457 |
S1 |
4.346 |
4.346 |
4.393 |
4.313 |
S2 |
4.280 |
4.280 |
4.376 |
|
S3 |
4.087 |
4.153 |
4.358 |
|
S4 |
3.894 |
3.960 |
4.305 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.453 |
5.348 |
4.803 |
|
R3 |
5.150 |
5.045 |
4.719 |
|
R2 |
4.847 |
4.847 |
4.692 |
|
R1 |
4.742 |
4.742 |
4.664 |
4.795 |
PP |
4.544 |
4.544 |
4.544 |
4.571 |
S1 |
4.439 |
4.439 |
4.608 |
4.492 |
S2 |
4.241 |
4.241 |
4.580 |
|
S3 |
3.938 |
4.136 |
4.553 |
|
S4 |
3.635 |
3.833 |
4.469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.690 |
4.408 |
0.282 |
6.4% |
0.155 |
3.5% |
1% |
False |
True |
25,775 |
10 |
4.690 |
4.124 |
0.566 |
12.8% |
0.140 |
3.2% |
51% |
False |
False |
21,919 |
20 |
4.690 |
3.955 |
0.735 |
16.7% |
0.130 |
3.0% |
62% |
False |
False |
21,810 |
40 |
4.690 |
3.955 |
0.735 |
16.7% |
0.119 |
2.7% |
62% |
False |
False |
16,296 |
60 |
4.930 |
3.955 |
0.975 |
22.1% |
0.122 |
2.8% |
47% |
False |
False |
13,572 |
80 |
4.930 |
3.955 |
0.975 |
22.1% |
0.121 |
2.7% |
47% |
False |
False |
10,918 |
100 |
4.930 |
3.955 |
0.975 |
22.1% |
0.121 |
2.7% |
47% |
False |
False |
9,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.421 |
2.618 |
5.106 |
1.618 |
4.913 |
1.000 |
4.794 |
0.618 |
4.720 |
HIGH |
4.601 |
0.618 |
4.527 |
0.500 |
4.505 |
0.382 |
4.482 |
LOW |
4.408 |
0.618 |
4.289 |
1.000 |
4.215 |
1.618 |
4.096 |
2.618 |
3.903 |
4.250 |
3.588 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.505 |
4.549 |
PP |
4.473 |
4.503 |
S1 |
4.442 |
4.457 |
|