NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.106 |
4.181 |
0.075 |
1.8% |
4.040 |
High |
4.190 |
4.290 |
0.100 |
2.4% |
4.204 |
Low |
4.086 |
4.163 |
0.077 |
1.9% |
4.012 |
Close |
4.152 |
4.184 |
0.032 |
0.8% |
4.152 |
Range |
0.104 |
0.127 |
0.023 |
22.1% |
0.192 |
ATR |
0.112 |
0.114 |
0.002 |
1.7% |
0.000 |
Volume |
13,974 |
13,108 |
-866 |
-6.2% |
54,143 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.593 |
4.516 |
4.254 |
|
R3 |
4.466 |
4.389 |
4.219 |
|
R2 |
4.339 |
4.339 |
4.207 |
|
R1 |
4.262 |
4.262 |
4.196 |
4.301 |
PP |
4.212 |
4.212 |
4.212 |
4.232 |
S1 |
4.135 |
4.135 |
4.172 |
4.174 |
S2 |
4.085 |
4.085 |
4.161 |
|
S3 |
3.958 |
4.008 |
4.149 |
|
S4 |
3.831 |
3.881 |
4.114 |
|
|
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 |
4.290 |
4.071 |
0.219 |
5.2% |
0.114 |
2.7% |
52% |
True |
False |
12,591 |
10 |
4.290 |
4.011 |
0.279 |
6.7% |
0.112 |
2.7% |
62% |
True |
False |
10,035 |
20 |
4.330 |
4.011 |
0.319 |
7.6% |
0.109 |
2.6% |
54% |
False |
False |
7,727 |
40 |
4.888 |
4.011 |
0.877 |
21.0% |
0.105 |
2.5% |
20% |
False |
False |
5,792 |
60 |
4.888 |
4.011 |
0.877 |
21.0% |
0.109 |
2.6% |
20% |
False |
False |
4,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.622 |
1.618 |
4.495 |
1.000 |
4.417 |
0.618 |
4.368 |
HIGH |
4.290 |
0.618 |
4.241 |
0.500 |
4.227 |
0.382 |
4.212 |
LOW |
4.163 |
0.618 |
4.085 |
1.000 |
4.036 |
1.618 |
3.958 |
2.618 |
3.831 |
4.250 |
3.623 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.227 |
4.183 |
PP |
4.212 |
4.182 |
S1 |
4.198 |
4.181 |
|