NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.478 |
4.560 |
0.082 |
1.8% |
4.245 |
High |
4.555 |
4.633 |
0.078 |
1.7% |
4.508 |
Low |
4.476 |
4.560 |
0.084 |
1.9% |
4.140 |
Close |
4.553 |
4.628 |
0.075 |
1.6% |
4.492 |
Range |
0.079 |
0.073 |
-0.006 |
-7.6% |
0.368 |
ATR |
0.118 |
0.115 |
-0.003 |
-2.3% |
0.000 |
Volume |
17,564 |
17,620 |
56 |
0.3% |
81,886 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.826 |
4.800 |
4.668 |
|
R3 |
4.753 |
4.727 |
4.648 |
|
R2 |
4.680 |
4.680 |
4.641 |
|
R1 |
4.654 |
4.654 |
4.635 |
4.667 |
PP |
4.607 |
4.607 |
4.607 |
4.614 |
S1 |
4.581 |
4.581 |
4.621 |
4.594 |
S2 |
4.534 |
4.534 |
4.615 |
|
S3 |
4.461 |
4.508 |
4.608 |
|
S4 |
4.388 |
4.435 |
4.588 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.484 |
5.356 |
4.694 |
|
R3 |
5.116 |
4.988 |
4.593 |
|
R2 |
4.748 |
4.748 |
4.559 |
|
R1 |
4.620 |
4.620 |
4.526 |
4.684 |
PP |
4.380 |
4.380 |
4.380 |
4.412 |
S1 |
4.252 |
4.252 |
4.458 |
4.316 |
S2 |
4.012 |
4.012 |
4.425 |
|
S3 |
3.644 |
3.884 |
4.391 |
|
S4 |
3.276 |
3.516 |
4.290 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.943 |
2.618 |
4.824 |
1.618 |
4.751 |
1.000 |
4.706 |
0.618 |
4.678 |
HIGH |
4.633 |
0.618 |
4.605 |
0.500 |
4.597 |
0.382 |
4.588 |
LOW |
4.560 |
0.618 |
4.515 |
1.000 |
4.487 |
1.618 |
4.442 |
2.618 |
4.369 |
4.250 |
4.250 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.618 |
4.599 |
PP |
4.607 |
4.570 |
S1 |
4.597 |
4.542 |
|