NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.854 |
3.922 |
0.068 |
1.8% |
4.009 |
| High |
3.946 |
3.940 |
-0.006 |
-0.2% |
4.100 |
| Low |
3.838 |
3.795 |
-0.043 |
-1.1% |
3.731 |
| Close |
3.930 |
3.830 |
-0.100 |
-2.5% |
3.809 |
| Range |
0.108 |
0.145 |
0.037 |
34.3% |
0.369 |
| ATR |
0.132 |
0.133 |
0.001 |
0.7% |
0.000 |
| Volume |
121,573 |
119,363 |
-2,210 |
-1.8% |
503,014 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.290 |
4.205 |
3.910 |
|
| R3 |
4.145 |
4.060 |
3.870 |
|
| R2 |
4.000 |
4.000 |
3.857 |
|
| R1 |
3.915 |
3.915 |
3.843 |
3.885 |
| PP |
3.855 |
3.855 |
3.855 |
3.840 |
| S1 |
3.770 |
3.770 |
3.817 |
3.740 |
| S2 |
3.710 |
3.710 |
3.803 |
|
| S3 |
3.565 |
3.625 |
3.790 |
|
| S4 |
3.420 |
3.480 |
3.750 |
|
|
| 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 |
3.964 |
3.731 |
0.233 |
6.1% |
0.137 |
3.6% |
42% |
False |
False |
117,888 |
| 10 |
4.100 |
3.731 |
0.369 |
9.6% |
0.144 |
3.8% |
27% |
False |
False |
114,536 |
| 20 |
4.180 |
3.731 |
0.449 |
11.7% |
0.127 |
3.3% |
22% |
False |
False |
98,046 |
| 40 |
4.800 |
3.731 |
1.069 |
27.9% |
0.130 |
3.4% |
9% |
False |
False |
73,053 |
| 60 |
4.800 |
3.731 |
1.069 |
27.9% |
0.135 |
3.5% |
9% |
False |
False |
57,315 |
| 80 |
4.800 |
3.731 |
1.069 |
27.9% |
0.139 |
3.6% |
9% |
False |
False |
48,542 |
| 100 |
4.800 |
3.731 |
1.069 |
27.9% |
0.136 |
3.6% |
9% |
False |
False |
41,772 |
| 120 |
4.800 |
3.731 |
1.069 |
27.9% |
0.128 |
3.3% |
9% |
False |
False |
36,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.556 |
|
2.618 |
4.320 |
|
1.618 |
4.175 |
|
1.000 |
4.085 |
|
0.618 |
4.030 |
|
HIGH |
3.940 |
|
0.618 |
3.885 |
|
0.500 |
3.868 |
|
0.382 |
3.850 |
|
LOW |
3.795 |
|
0.618 |
3.705 |
|
1.000 |
3.650 |
|
1.618 |
3.560 |
|
2.618 |
3.415 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.868 |
3.880 |
| PP |
3.855 |
3.863 |
| S1 |
3.843 |
3.847 |
|