NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.782 |
3.792 |
0.010 |
0.3% |
4.009 |
| High |
3.826 |
3.936 |
0.110 |
2.9% |
4.100 |
| Low |
3.731 |
3.731 |
0.000 |
0.0% |
3.731 |
| Close |
3.809 |
3.918 |
0.109 |
2.9% |
3.809 |
| Range |
0.095 |
0.205 |
0.110 |
115.8% |
0.369 |
| ATR |
0.129 |
0.134 |
0.005 |
4.2% |
0.000 |
| Volume |
70,566 |
149,161 |
78,595 |
111.4% |
503,014 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.477 |
4.402 |
4.031 |
|
| R3 |
4.272 |
4.197 |
3.974 |
|
| R2 |
4.067 |
4.067 |
3.956 |
|
| R1 |
3.992 |
3.992 |
3.937 |
4.030 |
| PP |
3.862 |
3.862 |
3.862 |
3.880 |
| S1 |
3.787 |
3.787 |
3.899 |
3.825 |
| S2 |
3.657 |
3.657 |
3.880 |
|
| S3 |
3.452 |
3.582 |
3.862 |
|
| S4 |
3.247 |
3.377 |
3.805 |
|
|
| 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 |
4.056 |
3.731 |
0.325 |
8.3% |
0.140 |
3.6% |
58% |
False |
True |
107,711 |
| 10 |
4.100 |
3.731 |
0.369 |
9.4% |
0.146 |
3.7% |
51% |
False |
True |
95,510 |
| 20 |
4.309 |
3.731 |
0.578 |
14.8% |
0.127 |
3.2% |
32% |
False |
True |
93,529 |
| 40 |
4.800 |
3.731 |
1.069 |
27.3% |
0.131 |
3.3% |
17% |
False |
True |
66,974 |
| 60 |
4.800 |
3.731 |
1.069 |
27.3% |
0.137 |
3.5% |
17% |
False |
True |
52,823 |
| 80 |
4.800 |
3.731 |
1.069 |
27.3% |
0.140 |
3.6% |
17% |
False |
True |
44,688 |
| 100 |
4.800 |
3.731 |
1.069 |
27.3% |
0.135 |
3.5% |
17% |
False |
True |
38,447 |
| 120 |
4.800 |
3.731 |
1.069 |
27.3% |
0.128 |
3.3% |
17% |
False |
True |
33,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.807 |
|
2.618 |
4.473 |
|
1.618 |
4.268 |
|
1.000 |
4.141 |
|
0.618 |
4.063 |
|
HIGH |
3.936 |
|
0.618 |
3.858 |
|
0.500 |
3.834 |
|
0.382 |
3.809 |
|
LOW |
3.731 |
|
0.618 |
3.604 |
|
1.000 |
3.526 |
|
1.618 |
3.399 |
|
2.618 |
3.194 |
|
4.250 |
2.860 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.890 |
| PP |
3.862 |
3.862 |
| S1 |
3.834 |
3.834 |
|