NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.452 |
4.553 |
0.101 |
2.3% |
4.445 |
High |
4.554 |
4.610 |
0.056 |
1.2% |
4.677 |
Low |
4.438 |
4.396 |
-0.042 |
-0.9% |
4.381 |
Close |
4.535 |
4.566 |
0.031 |
0.7% |
4.665 |
Range |
0.116 |
0.214 |
0.098 |
84.5% |
0.296 |
ATR |
0.129 |
0.135 |
0.006 |
4.7% |
0.000 |
Volume |
8,698 |
12,581 |
3,883 |
44.6% |
49,353 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.166 |
5.080 |
4.684 |
|
R3 |
4.952 |
4.866 |
4.625 |
|
R2 |
4.738 |
4.738 |
4.605 |
|
R1 |
4.652 |
4.652 |
4.586 |
4.695 |
PP |
4.524 |
4.524 |
4.524 |
4.546 |
S1 |
4.438 |
4.438 |
4.546 |
4.481 |
S2 |
4.310 |
4.310 |
4.527 |
|
S3 |
4.096 |
4.224 |
4.507 |
|
S4 |
3.882 |
4.010 |
4.448 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.462 |
5.360 |
4.828 |
|
R3 |
5.166 |
5.064 |
4.746 |
|
R2 |
4.870 |
4.870 |
4.719 |
|
R1 |
4.768 |
4.768 |
4.692 |
4.819 |
PP |
4.574 |
4.574 |
4.574 |
4.600 |
S1 |
4.472 |
4.472 |
4.638 |
4.523 |
S2 |
4.278 |
4.278 |
4.611 |
|
S3 |
3.982 |
4.176 |
4.584 |
|
S4 |
3.686 |
3.880 |
4.502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.719 |
4.396 |
0.323 |
7.1% |
0.166 |
3.6% |
53% |
False |
True |
10,640 |
10 |
4.719 |
4.349 |
0.370 |
8.1% |
0.137 |
3.0% |
59% |
False |
False |
10,339 |
20 |
4.719 |
3.994 |
0.725 |
15.9% |
0.134 |
2.9% |
79% |
False |
False |
10,050 |
40 |
4.719 |
3.994 |
0.725 |
15.9% |
0.120 |
2.6% |
79% |
False |
False |
7,882 |
60 |
4.896 |
3.994 |
0.902 |
19.8% |
0.118 |
2.6% |
63% |
False |
False |
6,693 |
80 |
4.896 |
3.994 |
0.902 |
19.8% |
0.118 |
2.6% |
63% |
False |
False |
5,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.520 |
2.618 |
5.170 |
1.618 |
4.956 |
1.000 |
4.824 |
0.618 |
4.742 |
HIGH |
4.610 |
0.618 |
4.528 |
0.500 |
4.503 |
0.382 |
4.478 |
LOW |
4.396 |
0.618 |
4.264 |
1.000 |
4.182 |
1.618 |
4.050 |
2.618 |
3.836 |
4.250 |
3.487 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.545 |
4.549 |
PP |
4.524 |
4.531 |
S1 |
4.503 |
4.514 |
|