NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.923 |
0.092 |
2.4% |
3.792 |
| High |
3.947 |
4.053 |
0.106 |
2.7% |
3.964 |
| Low |
3.806 |
3.891 |
0.085 |
2.2% |
3.731 |
| Close |
3.889 |
3.906 |
0.017 |
0.4% |
3.889 |
| Range |
0.141 |
0.162 |
0.021 |
14.9% |
0.233 |
| ATR |
0.134 |
0.136 |
0.002 |
1.6% |
0.000 |
| Volume |
119,756 |
124,828 |
5,072 |
4.2% |
638,632 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.436 |
4.333 |
3.995 |
|
| R3 |
4.274 |
4.171 |
3.951 |
|
| R2 |
4.112 |
4.112 |
3.936 |
|
| R1 |
4.009 |
4.009 |
3.921 |
3.980 |
| PP |
3.950 |
3.950 |
3.950 |
3.935 |
| S1 |
3.847 |
3.847 |
3.891 |
3.818 |
| S2 |
3.788 |
3.788 |
3.876 |
|
| S3 |
3.626 |
3.685 |
3.861 |
|
| S4 |
3.464 |
3.523 |
3.817 |
|
|
| 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 |
4.053 |
3.795 |
0.258 |
6.6% |
0.138 |
3.5% |
43% |
True |
False |
122,859 |
| 10 |
4.056 |
3.731 |
0.325 |
8.3% |
0.139 |
3.6% |
54% |
False |
False |
115,285 |
| 20 |
4.100 |
3.731 |
0.369 |
9.4% |
0.130 |
3.3% |
47% |
False |
False |
99,071 |
| 40 |
4.800 |
3.731 |
1.069 |
27.4% |
0.133 |
3.4% |
16% |
False |
False |
77,253 |
| 60 |
4.800 |
3.731 |
1.069 |
27.4% |
0.137 |
3.5% |
16% |
False |
False |
60,593 |
| 80 |
4.800 |
3.731 |
1.069 |
27.4% |
0.140 |
3.6% |
16% |
False |
False |
51,253 |
| 100 |
4.800 |
3.731 |
1.069 |
27.4% |
0.138 |
3.5% |
16% |
False |
False |
44,023 |
| 120 |
4.800 |
3.731 |
1.069 |
27.4% |
0.128 |
3.3% |
16% |
False |
False |
38,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.742 |
|
2.618 |
4.477 |
|
1.618 |
4.315 |
|
1.000 |
4.215 |
|
0.618 |
4.153 |
|
HIGH |
4.053 |
|
0.618 |
3.991 |
|
0.500 |
3.972 |
|
0.382 |
3.953 |
|
LOW |
3.891 |
|
0.618 |
3.791 |
|
1.000 |
3.729 |
|
1.618 |
3.629 |
|
2.618 |
3.467 |
|
4.250 |
3.203 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.924 |
| PP |
3.950 |
3.918 |
| S1 |
3.928 |
3.912 |
|