NYMEX Natural Gas Future August 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 |
4.020 |
4.157 |
0.137 |
3.4% |
4.215 |
High |
4.153 |
4.187 |
0.034 |
0.8% |
4.319 |
Low |
3.999 |
4.070 |
0.071 |
1.8% |
3.994 |
Close |
4.149 |
4.105 |
-0.044 |
-1.1% |
4.071 |
Range |
0.154 |
0.117 |
-0.037 |
-24.0% |
0.325 |
ATR |
0.114 |
0.115 |
0.000 |
0.2% |
0.000 |
Volume |
5,645 |
9,956 |
4,311 |
76.4% |
37,723 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.472 |
4.405 |
4.169 |
|
R3 |
4.355 |
4.288 |
4.137 |
|
R2 |
4.238 |
4.238 |
4.126 |
|
R1 |
4.171 |
4.171 |
4.116 |
4.146 |
PP |
4.121 |
4.121 |
4.121 |
4.108 |
S1 |
4.054 |
4.054 |
4.094 |
4.029 |
S2 |
4.004 |
4.004 |
4.084 |
|
S3 |
3.887 |
3.937 |
4.073 |
|
S4 |
3.770 |
3.820 |
4.041 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.103 |
4.912 |
4.250 |
|
R3 |
4.778 |
4.587 |
4.160 |
|
R2 |
4.453 |
4.453 |
4.131 |
|
R1 |
4.262 |
4.262 |
4.101 |
4.195 |
PP |
4.128 |
4.128 |
4.128 |
4.095 |
S1 |
3.937 |
3.937 |
4.041 |
3.870 |
S2 |
3.803 |
3.803 |
4.011 |
|
S3 |
3.478 |
3.612 |
3.982 |
|
S4 |
3.153 |
3.287 |
3.892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.187 |
3.994 |
0.193 |
4.7% |
0.106 |
2.6% |
58% |
True |
False |
7,850 |
10 |
4.319 |
3.994 |
0.325 |
7.9% |
0.123 |
3.0% |
34% |
False |
False |
6,483 |
20 |
4.400 |
3.994 |
0.406 |
9.9% |
0.108 |
2.6% |
27% |
False |
False |
6,398 |
40 |
4.896 |
3.994 |
0.902 |
22.0% |
0.108 |
2.6% |
12% |
False |
False |
5,410 |
60 |
4.896 |
3.994 |
0.902 |
22.0% |
0.111 |
2.7% |
12% |
False |
False |
4,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.684 |
2.618 |
4.493 |
1.618 |
4.376 |
1.000 |
4.304 |
0.618 |
4.259 |
HIGH |
4.187 |
0.618 |
4.142 |
0.500 |
4.129 |
0.382 |
4.115 |
LOW |
4.070 |
0.618 |
3.998 |
1.000 |
3.953 |
1.618 |
3.881 |
2.618 |
3.764 |
4.250 |
3.573 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.129 |
4.100 |
PP |
4.121 |
4.095 |
S1 |
4.113 |
4.091 |
|