NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.922 |
3.831 |
-0.091 |
-2.3% |
3.792 |
| High |
3.940 |
3.947 |
0.007 |
0.2% |
3.964 |
| Low |
3.795 |
3.806 |
0.011 |
0.3% |
3.731 |
| Close |
3.830 |
3.889 |
0.059 |
1.5% |
3.889 |
| Range |
0.145 |
0.141 |
-0.004 |
-2.8% |
0.233 |
| ATR |
0.133 |
0.134 |
0.001 |
0.4% |
0.000 |
| Volume |
119,363 |
119,756 |
393 |
0.3% |
638,632 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.304 |
4.237 |
3.967 |
|
| R3 |
4.163 |
4.096 |
3.928 |
|
| R2 |
4.022 |
4.022 |
3.915 |
|
| R1 |
3.955 |
3.955 |
3.902 |
3.989 |
| PP |
3.881 |
3.881 |
3.881 |
3.897 |
| S1 |
3.814 |
3.814 |
3.876 |
3.848 |
| S2 |
3.740 |
3.740 |
3.863 |
|
| S3 |
3.599 |
3.673 |
3.850 |
|
| S4 |
3.458 |
3.532 |
3.811 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.560 |
4.458 |
4.017 |
|
| R3 |
4.327 |
4.225 |
3.953 |
|
| R2 |
4.094 |
4.094 |
3.932 |
|
| R1 |
3.992 |
3.992 |
3.910 |
4.043 |
| PP |
3.861 |
3.861 |
3.861 |
3.887 |
| S1 |
3.759 |
3.759 |
3.868 |
3.810 |
| S2 |
3.628 |
3.628 |
3.846 |
|
| S3 |
3.395 |
3.526 |
3.825 |
|
| S4 |
3.162 |
3.293 |
3.761 |
|
|
| 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 |
6.0% |
0.146 |
3.8% |
68% |
False |
False |
127,726 |
| 10 |
4.100 |
3.731 |
0.369 |
9.5% |
0.137 |
3.5% |
43% |
False |
False |
114,164 |
| 20 |
4.100 |
3.731 |
0.369 |
9.5% |
0.125 |
3.2% |
43% |
False |
False |
98,915 |
| 40 |
4.800 |
3.731 |
1.069 |
27.5% |
0.132 |
3.4% |
15% |
False |
False |
75,198 |
| 60 |
4.800 |
3.731 |
1.069 |
27.5% |
0.135 |
3.5% |
15% |
False |
False |
58,887 |
| 80 |
4.800 |
3.731 |
1.069 |
27.5% |
0.139 |
3.6% |
15% |
False |
False |
49,872 |
| 100 |
4.800 |
3.731 |
1.069 |
27.5% |
0.137 |
3.5% |
15% |
False |
False |
42,870 |
| 120 |
4.800 |
3.731 |
1.069 |
27.5% |
0.128 |
3.3% |
15% |
False |
False |
37,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.316 |
|
1.618 |
4.175 |
|
1.000 |
4.088 |
|
0.618 |
4.034 |
|
HIGH |
3.947 |
|
0.618 |
3.893 |
|
0.500 |
3.877 |
|
0.382 |
3.860 |
|
LOW |
3.806 |
|
0.618 |
3.719 |
|
1.000 |
3.665 |
|
1.618 |
3.578 |
|
2.618 |
3.437 |
|
4.250 |
3.207 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.885 |
3.883 |
| PP |
3.881 |
3.877 |
| S1 |
3.877 |
3.871 |
|