NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.079 |
4.308 |
0.229 |
5.6% |
4.058 |
| High |
4.305 |
4.338 |
0.033 |
0.8% |
4.338 |
| Low |
4.069 |
4.241 |
0.172 |
4.2% |
3.936 |
| Close |
4.299 |
4.316 |
0.017 |
0.4% |
4.316 |
| Range |
0.236 |
0.097 |
-0.139 |
-58.9% |
0.402 |
| ATR |
0.137 |
0.134 |
-0.003 |
-2.1% |
0.000 |
| Volume |
18,590 |
33,934 |
15,344 |
82.5% |
115,612 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.589 |
4.550 |
4.369 |
|
| R3 |
4.492 |
4.453 |
4.343 |
|
| R2 |
4.395 |
4.395 |
4.334 |
|
| R1 |
4.356 |
4.356 |
4.325 |
4.376 |
| PP |
4.298 |
4.298 |
4.298 |
4.308 |
| S1 |
4.259 |
4.259 |
4.307 |
4.279 |
| S2 |
4.201 |
4.201 |
4.298 |
|
| S3 |
4.104 |
4.162 |
4.289 |
|
| S4 |
4.007 |
4.065 |
4.263 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.403 |
5.261 |
4.537 |
|
| R3 |
5.001 |
4.859 |
4.427 |
|
| R2 |
4.599 |
4.599 |
4.390 |
|
| R1 |
4.457 |
4.457 |
4.353 |
4.528 |
| PP |
4.197 |
4.197 |
4.197 |
4.232 |
| S1 |
4.055 |
4.055 |
4.279 |
4.126 |
| S2 |
3.795 |
3.795 |
4.242 |
|
| S3 |
3.393 |
3.653 |
4.205 |
|
| S4 |
2.991 |
3.251 |
4.095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.338 |
3.936 |
0.402 |
9.3% |
0.160 |
3.7% |
95% |
True |
False |
23,122 |
| 10 |
4.338 |
3.877 |
0.461 |
10.7% |
0.146 |
3.4% |
95% |
True |
False |
26,119 |
| 20 |
4.338 |
3.877 |
0.461 |
10.7% |
0.134 |
3.1% |
95% |
True |
False |
22,366 |
| 40 |
4.850 |
3.877 |
0.973 |
22.5% |
0.126 |
2.9% |
45% |
False |
False |
18,852 |
| 60 |
4.850 |
3.877 |
0.973 |
22.5% |
0.124 |
2.9% |
45% |
False |
False |
14,633 |
| 80 |
4.850 |
3.877 |
0.973 |
22.5% |
0.127 |
2.9% |
45% |
False |
False |
12,054 |
| 100 |
4.850 |
3.877 |
0.973 |
22.5% |
0.127 |
2.9% |
45% |
False |
False |
10,064 |
| 120 |
4.850 |
3.877 |
0.973 |
22.5% |
0.118 |
2.7% |
45% |
False |
False |
8,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.750 |
|
2.618 |
4.592 |
|
1.618 |
4.495 |
|
1.000 |
4.435 |
|
0.618 |
4.398 |
|
HIGH |
4.338 |
|
0.618 |
4.301 |
|
0.500 |
4.290 |
|
0.382 |
4.278 |
|
LOW |
4.241 |
|
0.618 |
4.181 |
|
1.000 |
4.144 |
|
1.618 |
4.084 |
|
2.618 |
3.987 |
|
4.250 |
3.829 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.307 |
4.275 |
| PP |
4.298 |
4.233 |
| S1 |
4.290 |
4.192 |
|