NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.109 |
4.152 |
0.043 |
1.0% |
4.216 |
High |
4.197 |
4.194 |
-0.003 |
-0.1% |
4.330 |
Low |
4.096 |
4.071 |
-0.025 |
-0.6% |
4.011 |
Close |
4.188 |
4.098 |
-0.090 |
-2.1% |
4.084 |
Range |
0.101 |
0.123 |
0.022 |
21.8% |
0.319 |
ATR |
0.112 |
0.113 |
0.001 |
0.7% |
0.000 |
Volume |
15,161 |
10,936 |
-4,225 |
-27.9% |
40,932 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.490 |
4.417 |
4.166 |
|
R3 |
4.367 |
4.294 |
4.132 |
|
R2 |
4.244 |
4.244 |
4.121 |
|
R1 |
4.171 |
4.171 |
4.109 |
4.146 |
PP |
4.121 |
4.121 |
4.121 |
4.109 |
S1 |
4.048 |
4.048 |
4.087 |
4.023 |
S2 |
3.998 |
3.998 |
4.075 |
|
S3 |
3.875 |
3.925 |
4.064 |
|
S4 |
3.752 |
3.802 |
4.030 |
|
|
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 |
4.7% |
0.116 |
2.8% |
45% |
False |
False |
10,214 |
10 |
4.330 |
4.011 |
0.319 |
7.8% |
0.120 |
2.9% |
27% |
False |
False |
8,778 |
20 |
4.400 |
4.011 |
0.389 |
9.5% |
0.108 |
2.6% |
22% |
False |
False |
6,922 |
40 |
4.888 |
4.011 |
0.877 |
21.4% |
0.104 |
2.5% |
10% |
False |
False |
5,282 |
60 |
4.888 |
4.011 |
0.877 |
21.4% |
0.108 |
2.6% |
10% |
False |
False |
4,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.717 |
2.618 |
4.516 |
1.618 |
4.393 |
1.000 |
4.317 |
0.618 |
4.270 |
HIGH |
4.194 |
0.618 |
4.147 |
0.500 |
4.133 |
0.382 |
4.118 |
LOW |
4.071 |
0.618 |
3.995 |
1.000 |
3.948 |
1.618 |
3.872 |
2.618 |
3.749 |
4.250 |
3.548 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.133 |
4.138 |
PP |
4.121 |
4.124 |
S1 |
4.110 |
4.111 |
|