NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.152 |
4.106 |
-0.046 |
-1.1% |
4.040 |
High |
4.194 |
4.190 |
-0.004 |
-0.1% |
4.204 |
Low |
4.071 |
4.086 |
0.015 |
0.4% |
4.012 |
Close |
4.098 |
4.152 |
0.054 |
1.3% |
4.152 |
Range |
0.123 |
0.104 |
-0.019 |
-15.4% |
0.192 |
ATR |
0.113 |
0.112 |
-0.001 |
-0.5% |
0.000 |
Volume |
10,936 |
13,974 |
3,038 |
27.8% |
54,143 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.455 |
4.407 |
4.209 |
|
R3 |
4.351 |
4.303 |
4.181 |
|
R2 |
4.247 |
4.247 |
4.171 |
|
R1 |
4.199 |
4.199 |
4.162 |
4.223 |
PP |
4.143 |
4.143 |
4.143 |
4.155 |
S1 |
4.095 |
4.095 |
4.142 |
4.119 |
S2 |
4.039 |
4.039 |
4.133 |
|
S3 |
3.935 |
3.991 |
4.123 |
|
S4 |
3.831 |
3.887 |
4.095 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.699 |
4.617 |
4.258 |
|
R3 |
4.507 |
4.425 |
4.205 |
|
R2 |
4.315 |
4.315 |
4.187 |
|
R1 |
4.233 |
4.233 |
4.170 |
4.274 |
PP |
4.123 |
4.123 |
4.123 |
4.143 |
S1 |
4.041 |
4.041 |
4.134 |
4.082 |
S2 |
3.931 |
3.931 |
4.117 |
|
S3 |
3.739 |
3.849 |
4.099 |
|
S4 |
3.547 |
3.657 |
4.046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.204 |
4.012 |
0.192 |
4.6% |
0.120 |
2.9% |
73% |
False |
False |
10,828 |
10 |
4.330 |
4.011 |
0.319 |
7.7% |
0.113 |
2.7% |
44% |
False |
False |
9,507 |
20 |
4.330 |
4.011 |
0.319 |
7.7% |
0.105 |
2.5% |
44% |
False |
False |
7,400 |
40 |
4.888 |
4.011 |
0.877 |
21.1% |
0.104 |
2.5% |
16% |
False |
False |
5,575 |
60 |
4.888 |
4.011 |
0.877 |
21.1% |
0.108 |
2.6% |
16% |
False |
False |
4,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.632 |
2.618 |
4.462 |
1.618 |
4.358 |
1.000 |
4.294 |
0.618 |
4.254 |
HIGH |
4.190 |
0.618 |
4.150 |
0.500 |
4.138 |
0.382 |
4.126 |
LOW |
4.086 |
0.618 |
4.022 |
1.000 |
3.982 |
1.618 |
3.918 |
2.618 |
3.814 |
4.250 |
3.644 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.147 |
4.146 |
PP |
4.143 |
4.140 |
S1 |
4.138 |
4.134 |
|