NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3.917 |
4.043 |
0.126 |
3.2% |
4.128 |
| High |
4.055 |
4.081 |
0.026 |
0.6% |
4.234 |
| Low |
3.877 |
3.963 |
0.086 |
2.2% |
3.884 |
| Close |
4.042 |
3.986 |
-0.056 |
-1.4% |
3.957 |
| Range |
0.178 |
0.118 |
-0.060 |
-33.7% |
0.350 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.3% |
0.000 |
| Volume |
21,949 |
41,228 |
19,279 |
87.8% |
120,126 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.364 |
4.293 |
4.051 |
|
| R3 |
4.246 |
4.175 |
4.018 |
|
| R2 |
4.128 |
4.128 |
4.008 |
|
| R1 |
4.057 |
4.057 |
3.997 |
4.034 |
| PP |
4.010 |
4.010 |
4.010 |
3.998 |
| S1 |
3.939 |
3.939 |
3.975 |
3.916 |
| S2 |
3.892 |
3.892 |
3.964 |
|
| S3 |
3.774 |
3.821 |
3.954 |
|
| S4 |
3.656 |
3.703 |
3.921 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.075 |
4.866 |
4.150 |
|
| R3 |
4.725 |
4.516 |
4.053 |
|
| R2 |
4.375 |
4.375 |
4.021 |
|
| R1 |
4.166 |
4.166 |
3.989 |
4.096 |
| PP |
4.025 |
4.025 |
4.025 |
3.990 |
| S1 |
3.816 |
3.816 |
3.925 |
3.746 |
| S2 |
3.675 |
3.675 |
3.893 |
|
| S3 |
3.325 |
3.466 |
3.861 |
|
| S4 |
2.975 |
3.116 |
3.765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.081 |
3.877 |
0.204 |
5.1% |
0.114 |
2.9% |
53% |
True |
False |
27,995 |
| 10 |
4.234 |
3.877 |
0.357 |
9.0% |
0.132 |
3.3% |
31% |
False |
False |
22,162 |
| 20 |
4.290 |
3.877 |
0.413 |
10.4% |
0.115 |
2.9% |
26% |
False |
False |
20,425 |
| 40 |
4.850 |
3.877 |
0.973 |
24.4% |
0.121 |
3.0% |
11% |
False |
False |
15,504 |
| 60 |
4.850 |
3.877 |
0.973 |
24.4% |
0.124 |
3.1% |
11% |
False |
False |
12,020 |
| 80 |
4.850 |
3.877 |
0.973 |
24.4% |
0.126 |
3.1% |
11% |
False |
False |
9,821 |
| 100 |
4.850 |
3.877 |
0.973 |
24.4% |
0.122 |
3.1% |
11% |
False |
False |
8,189 |
| 120 |
4.850 |
3.877 |
0.973 |
24.4% |
0.115 |
2.9% |
11% |
False |
False |
7,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.583 |
|
2.618 |
4.390 |
|
1.618 |
4.272 |
|
1.000 |
4.199 |
|
0.618 |
4.154 |
|
HIGH |
4.081 |
|
0.618 |
4.036 |
|
0.500 |
4.022 |
|
0.382 |
4.008 |
|
LOW |
3.963 |
|
0.618 |
3.890 |
|
1.000 |
3.845 |
|
1.618 |
3.772 |
|
2.618 |
3.654 |
|
4.250 |
3.462 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.022 |
3.984 |
| PP |
4.010 |
3.981 |
| S1 |
3.998 |
3.979 |
|