NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.814 |
3.782 |
-0.032 |
-0.8% |
4.009 |
| High |
3.870 |
3.826 |
-0.044 |
-1.1% |
4.100 |
| Low |
3.760 |
3.731 |
-0.029 |
-0.8% |
3.731 |
| Close |
3.778 |
3.809 |
0.031 |
0.8% |
3.809 |
| Range |
0.110 |
0.095 |
-0.015 |
-13.6% |
0.369 |
| ATR |
0.131 |
0.129 |
-0.003 |
-2.0% |
0.000 |
| Volume |
100,774 |
70,566 |
-30,208 |
-30.0% |
503,014 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.036 |
3.861 |
|
| R3 |
3.979 |
3.941 |
3.835 |
|
| R2 |
3.884 |
3.884 |
3.826 |
|
| R1 |
3.846 |
3.846 |
3.818 |
3.865 |
| PP |
3.789 |
3.789 |
3.789 |
3.798 |
| S1 |
3.751 |
3.751 |
3.800 |
3.770 |
| S2 |
3.694 |
3.694 |
3.792 |
|
| S3 |
3.599 |
3.656 |
3.783 |
|
| S4 |
3.504 |
3.561 |
3.757 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.987 |
4.767 |
4.012 |
|
| R3 |
4.618 |
4.398 |
3.910 |
|
| R2 |
4.249 |
4.249 |
3.877 |
|
| R1 |
4.029 |
4.029 |
3.843 |
3.955 |
| PP |
3.880 |
3.880 |
3.880 |
3.843 |
| S1 |
3.660 |
3.660 |
3.775 |
3.586 |
| S2 |
3.511 |
3.511 |
3.741 |
|
| S3 |
3.142 |
3.291 |
3.708 |
|
| S4 |
2.773 |
2.922 |
3.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.100 |
3.731 |
0.369 |
9.7% |
0.128 |
3.4% |
21% |
False |
True |
100,602 |
| 10 |
4.100 |
3.731 |
0.369 |
9.7% |
0.131 |
3.4% |
21% |
False |
True |
87,630 |
| 20 |
4.387 |
3.731 |
0.656 |
17.2% |
0.120 |
3.2% |
12% |
False |
True |
88,606 |
| 40 |
4.800 |
3.731 |
1.069 |
28.1% |
0.131 |
3.4% |
7% |
False |
True |
64,373 |
| 60 |
4.800 |
3.731 |
1.069 |
28.1% |
0.138 |
3.6% |
7% |
False |
True |
50,971 |
| 80 |
4.800 |
3.731 |
1.069 |
28.1% |
0.139 |
3.6% |
7% |
False |
True |
43,075 |
| 100 |
4.800 |
3.731 |
1.069 |
28.1% |
0.134 |
3.5% |
7% |
False |
True |
37,027 |
| 120 |
4.800 |
3.731 |
1.069 |
28.1% |
0.127 |
3.3% |
7% |
False |
True |
32,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.230 |
|
2.618 |
4.075 |
|
1.618 |
3.980 |
|
1.000 |
3.921 |
|
0.618 |
3.885 |
|
HIGH |
3.826 |
|
0.618 |
3.790 |
|
0.500 |
3.779 |
|
0.382 |
3.767 |
|
LOW |
3.731 |
|
0.618 |
3.672 |
|
1.000 |
3.636 |
|
1.618 |
3.577 |
|
2.618 |
3.482 |
|
4.250 |
3.327 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.799 |
3.809 |
| PP |
3.789 |
3.808 |
| S1 |
3.779 |
3.808 |
|