NYMEX Natural Gas Future November 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 |
4.646 |
4.750 |
0.104 |
2.2% |
4.454 |
High |
4.718 |
4.788 |
0.070 |
1.5% |
4.679 |
Low |
4.643 |
4.720 |
0.077 |
1.7% |
4.345 |
Close |
4.717 |
4.781 |
0.064 |
1.4% |
4.667 |
Range |
0.075 |
0.068 |
-0.007 |
-9.3% |
0.334 |
ATR |
0.103 |
0.101 |
-0.002 |
-2.2% |
0.000 |
Volume |
3,843 |
5,473 |
1,630 |
42.4% |
20,015 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.967 |
4.942 |
4.818 |
|
R3 |
4.899 |
4.874 |
4.800 |
|
R2 |
4.831 |
4.831 |
4.793 |
|
R1 |
4.806 |
4.806 |
4.787 |
4.819 |
PP |
4.763 |
4.763 |
4.763 |
4.769 |
S1 |
4.738 |
4.738 |
4.775 |
4.751 |
S2 |
4.695 |
4.695 |
4.769 |
|
S3 |
4.627 |
4.670 |
4.762 |
|
S4 |
4.559 |
4.602 |
4.744 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.566 |
5.450 |
4.851 |
|
R3 |
5.232 |
5.116 |
4.759 |
|
R2 |
4.898 |
4.898 |
4.728 |
|
R1 |
4.782 |
4.782 |
4.698 |
4.840 |
PP |
4.564 |
4.564 |
4.564 |
4.593 |
S1 |
4.448 |
4.448 |
4.636 |
4.506 |
S2 |
4.230 |
4.230 |
4.606 |
|
S3 |
3.896 |
4.114 |
4.575 |
|
S4 |
3.562 |
3.780 |
4.483 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.077 |
2.618 |
4.966 |
1.618 |
4.898 |
1.000 |
4.856 |
0.618 |
4.830 |
HIGH |
4.788 |
0.618 |
4.762 |
0.500 |
4.754 |
0.382 |
4.746 |
LOW |
4.720 |
0.618 |
4.678 |
1.000 |
4.652 |
1.618 |
4.610 |
2.618 |
4.542 |
4.250 |
4.431 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.772 |
4.757 |
PP |
4.763 |
4.732 |
S1 |
4.754 |
4.708 |
|