NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.109 |
-0.051 |
-1.2% |
4.216 |
High |
4.204 |
4.197 |
-0.007 |
-0.2% |
4.330 |
Low |
4.089 |
4.096 |
0.007 |
0.2% |
4.011 |
Close |
4.122 |
4.188 |
0.066 |
1.6% |
4.084 |
Range |
0.115 |
0.101 |
-0.014 |
-12.2% |
0.319 |
ATR |
0.113 |
0.112 |
-0.001 |
-0.7% |
0.000 |
Volume |
9,776 |
15,161 |
5,385 |
55.1% |
40,932 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.463 |
4.427 |
4.244 |
|
R3 |
4.362 |
4.326 |
4.216 |
|
R2 |
4.261 |
4.261 |
4.207 |
|
R1 |
4.225 |
4.225 |
4.197 |
4.243 |
PP |
4.160 |
4.160 |
4.160 |
4.170 |
S1 |
4.124 |
4.124 |
4.179 |
4.142 |
S2 |
4.059 |
4.059 |
4.169 |
|
S3 |
3.958 |
4.023 |
4.160 |
|
S4 |
3.857 |
3.922 |
4.132 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.099 |
4.910 |
4.259 |
|
R3 |
4.780 |
4.591 |
4.172 |
|
R2 |
4.461 |
4.461 |
4.142 |
|
R1 |
4.272 |
4.272 |
4.113 |
4.207 |
PP |
4.142 |
4.142 |
4.142 |
4.109 |
S1 |
3.953 |
3.953 |
4.055 |
3.888 |
S2 |
3.823 |
3.823 |
4.026 |
|
S3 |
3.504 |
3.634 |
3.996 |
|
S4 |
3.185 |
3.315 |
3.909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.204 |
4.011 |
0.193 |
4.6% |
0.109 |
2.6% |
92% |
False |
False |
9,517 |
10 |
4.330 |
4.011 |
0.319 |
7.6% |
0.120 |
2.9% |
55% |
False |
False |
8,061 |
20 |
4.400 |
4.011 |
0.389 |
9.3% |
0.106 |
2.5% |
46% |
False |
False |
6,681 |
40 |
4.888 |
4.011 |
0.877 |
20.9% |
0.105 |
2.5% |
20% |
False |
False |
5,052 |
60 |
4.888 |
4.011 |
0.877 |
20.9% |
0.109 |
2.6% |
20% |
False |
False |
3,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.626 |
2.618 |
4.461 |
1.618 |
4.360 |
1.000 |
4.298 |
0.618 |
4.259 |
HIGH |
4.197 |
0.618 |
4.158 |
0.500 |
4.147 |
0.382 |
4.135 |
LOW |
4.096 |
0.618 |
4.034 |
1.000 |
3.995 |
1.618 |
3.933 |
2.618 |
3.832 |
4.250 |
3.667 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.174 |
4.161 |
PP |
4.160 |
4.135 |
S1 |
4.147 |
4.108 |
|