NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.783 |
4.779 |
-0.004 |
-0.1% |
4.550 |
High |
4.817 |
4.911 |
0.094 |
2.0% |
4.674 |
Low |
4.733 |
4.766 |
0.033 |
0.7% |
4.520 |
Close |
4.768 |
4.907 |
0.139 |
2.9% |
4.644 |
Range |
0.084 |
0.145 |
0.061 |
72.6% |
0.154 |
ATR |
0.099 |
0.102 |
0.003 |
3.3% |
0.000 |
Volume |
4,248 |
3,134 |
-1,114 |
-26.2% |
16,044 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.296 |
5.247 |
4.987 |
|
R3 |
5.151 |
5.102 |
4.947 |
|
R2 |
5.006 |
5.006 |
4.934 |
|
R1 |
4.957 |
4.957 |
4.920 |
4.982 |
PP |
4.861 |
4.861 |
4.861 |
4.874 |
S1 |
4.812 |
4.812 |
4.894 |
4.837 |
S2 |
4.716 |
4.716 |
4.880 |
|
S3 |
4.571 |
4.667 |
4.867 |
|
S4 |
4.426 |
4.522 |
4.827 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.075 |
5.013 |
4.729 |
|
R3 |
4.921 |
4.859 |
4.686 |
|
R2 |
4.767 |
4.767 |
4.672 |
|
R1 |
4.705 |
4.705 |
4.658 |
4.736 |
PP |
4.613 |
4.613 |
4.613 |
4.628 |
S1 |
4.551 |
4.551 |
4.630 |
4.582 |
S2 |
4.459 |
4.459 |
4.616 |
|
S3 |
4.305 |
4.397 |
4.602 |
|
S4 |
4.151 |
4.243 |
4.559 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.527 |
2.618 |
5.291 |
1.618 |
5.146 |
1.000 |
5.056 |
0.618 |
5.001 |
HIGH |
4.911 |
0.618 |
4.856 |
0.500 |
4.839 |
0.382 |
4.821 |
LOW |
4.766 |
0.618 |
4.676 |
1.000 |
4.621 |
1.618 |
4.531 |
2.618 |
4.386 |
4.250 |
4.150 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4.884 |
4.859 |
PP |
4.861 |
4.810 |
S1 |
4.839 |
4.762 |
|