NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.350 |
4.230 |
-0.120 |
-2.8% |
4.168 |
| High |
4.399 |
4.432 |
0.033 |
0.8% |
4.432 |
| Low |
4.213 |
4.219 |
0.006 |
0.1% |
4.116 |
| Close |
4.244 |
4.403 |
0.159 |
3.7% |
4.403 |
| Range |
0.186 |
0.213 |
0.027 |
14.5% |
0.316 |
| ATR |
0.140 |
0.145 |
0.005 |
3.7% |
0.000 |
| Volume |
130,673 |
77,453 |
-53,220 |
-40.7% |
512,214 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.990 |
4.910 |
4.520 |
|
| R3 |
4.777 |
4.697 |
4.462 |
|
| R2 |
4.564 |
4.564 |
4.442 |
|
| R1 |
4.484 |
4.484 |
4.423 |
4.524 |
| PP |
4.351 |
4.351 |
4.351 |
4.372 |
| S1 |
4.271 |
4.271 |
4.383 |
4.311 |
| S2 |
4.138 |
4.138 |
4.364 |
|
| S3 |
3.925 |
4.058 |
4.344 |
|
| S4 |
3.712 |
3.845 |
4.286 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.265 |
5.150 |
4.577 |
|
| R3 |
4.949 |
4.834 |
4.490 |
|
| R2 |
4.633 |
4.633 |
4.461 |
|
| R1 |
4.518 |
4.518 |
4.432 |
4.576 |
| PP |
4.317 |
4.317 |
4.317 |
4.346 |
| S1 |
4.202 |
4.202 |
4.374 |
4.260 |
| S2 |
4.001 |
4.001 |
4.345 |
|
| S3 |
3.685 |
3.886 |
4.316 |
|
| S4 |
3.369 |
3.570 |
4.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.432 |
4.116 |
0.316 |
7.2% |
0.145 |
3.3% |
91% |
True |
False |
102,442 |
| 10 |
4.432 |
3.800 |
0.632 |
14.4% |
0.156 |
3.5% |
95% |
True |
False |
119,133 |
| 20 |
4.432 |
3.731 |
0.701 |
15.9% |
0.146 |
3.3% |
96% |
True |
False |
116,649 |
| 40 |
4.507 |
3.731 |
0.776 |
17.6% |
0.133 |
3.0% |
87% |
False |
False |
95,074 |
| 60 |
4.800 |
3.731 |
1.069 |
24.3% |
0.137 |
3.1% |
63% |
False |
False |
75,638 |
| 80 |
4.800 |
3.731 |
1.069 |
24.3% |
0.139 |
3.2% |
63% |
False |
False |
62,622 |
| 100 |
4.800 |
3.731 |
1.069 |
24.3% |
0.140 |
3.2% |
63% |
False |
False |
53,573 |
| 120 |
4.800 |
3.731 |
1.069 |
24.3% |
0.134 |
3.0% |
63% |
False |
False |
46,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.337 |
|
2.618 |
4.990 |
|
1.618 |
4.777 |
|
1.000 |
4.645 |
|
0.618 |
4.564 |
|
HIGH |
4.432 |
|
0.618 |
4.351 |
|
0.500 |
4.326 |
|
0.382 |
4.300 |
|
LOW |
4.219 |
|
0.618 |
4.087 |
|
1.000 |
4.006 |
|
1.618 |
3.874 |
|
2.618 |
3.661 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.377 |
4.376 |
| PP |
4.351 |
4.349 |
| S1 |
4.326 |
4.323 |
|