NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.948 |
3.941 |
-0.007 |
-0.2% |
3.792 |
| High |
4.015 |
4.169 |
0.154 |
3.8% |
3.964 |
| Low |
3.902 |
3.919 |
0.017 |
0.4% |
3.731 |
| Close |
3.938 |
4.158 |
0.220 |
5.6% |
3.889 |
| Range |
0.113 |
0.250 |
0.137 |
121.2% |
0.233 |
| ATR |
0.139 |
0.147 |
0.008 |
5.7% |
0.000 |
| Volume |
111,238 |
151,131 |
39,893 |
35.9% |
638,632 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.832 |
4.745 |
4.296 |
|
| R3 |
4.582 |
4.495 |
4.227 |
|
| R2 |
4.332 |
4.332 |
4.204 |
|
| R1 |
4.245 |
4.245 |
4.181 |
4.289 |
| PP |
4.082 |
4.082 |
4.082 |
4.104 |
| S1 |
3.995 |
3.995 |
4.135 |
4.039 |
| S2 |
3.832 |
3.832 |
4.112 |
|
| S3 |
3.582 |
3.745 |
4.089 |
|
| S4 |
3.332 |
3.495 |
4.021 |
|
|
| 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 |
4.169 |
3.800 |
0.369 |
8.9% |
0.174 |
4.2% |
97% |
True |
False |
138,023 |
| 10 |
4.169 |
3.731 |
0.438 |
10.5% |
0.156 |
3.7% |
97% |
True |
False |
127,955 |
| 20 |
4.169 |
3.731 |
0.438 |
10.5% |
0.144 |
3.5% |
97% |
True |
False |
107,731 |
| 40 |
4.800 |
3.731 |
1.069 |
25.7% |
0.137 |
3.3% |
40% |
False |
False |
85,908 |
| 60 |
4.800 |
3.731 |
1.069 |
25.7% |
0.137 |
3.3% |
40% |
False |
False |
66,747 |
| 80 |
4.800 |
3.731 |
1.069 |
25.7% |
0.140 |
3.4% |
40% |
False |
False |
56,233 |
| 100 |
4.800 |
3.731 |
1.069 |
25.7% |
0.141 |
3.4% |
40% |
False |
False |
48,207 |
| 120 |
4.800 |
3.731 |
1.069 |
25.7% |
0.131 |
3.2% |
40% |
False |
False |
41,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.232 |
|
2.618 |
4.824 |
|
1.618 |
4.574 |
|
1.000 |
4.419 |
|
0.618 |
4.324 |
|
HIGH |
4.169 |
|
0.618 |
4.074 |
|
0.500 |
4.044 |
|
0.382 |
4.015 |
|
LOW |
3.919 |
|
0.618 |
3.765 |
|
1.000 |
3.669 |
|
1.618 |
3.515 |
|
2.618 |
3.265 |
|
4.250 |
2.857 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.120 |
4.100 |
| PP |
4.082 |
4.042 |
| S1 |
4.044 |
3.985 |
|