NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.308 |
4.335 |
0.027 |
0.6% |
4.058 |
| High |
4.338 |
4.377 |
0.039 |
0.9% |
4.338 |
| Low |
4.241 |
4.276 |
0.035 |
0.8% |
3.936 |
| Close |
4.316 |
4.313 |
-0.003 |
-0.1% |
4.316 |
| Range |
0.097 |
0.101 |
0.004 |
4.1% |
0.402 |
| ATR |
0.134 |
0.131 |
-0.002 |
-1.7% |
0.000 |
| Volume |
33,934 |
23,129 |
-10,805 |
-31.8% |
115,612 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.625 |
4.570 |
4.369 |
|
| R3 |
4.524 |
4.469 |
4.341 |
|
| R2 |
4.423 |
4.423 |
4.332 |
|
| R1 |
4.368 |
4.368 |
4.322 |
4.345 |
| PP |
4.322 |
4.322 |
4.322 |
4.311 |
| S1 |
4.267 |
4.267 |
4.304 |
4.244 |
| S2 |
4.221 |
4.221 |
4.294 |
|
| S3 |
4.120 |
4.166 |
4.285 |
|
| S4 |
4.019 |
4.065 |
4.257 |
|
|
| 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 |
4.377 |
3.936 |
0.441 |
10.2% |
0.146 |
3.4% |
85% |
True |
False |
23,270 |
| 10 |
4.377 |
3.923 |
0.454 |
10.5% |
0.138 |
3.2% |
86% |
True |
False |
26,237 |
| 20 |
4.377 |
3.877 |
0.500 |
11.6% |
0.137 |
3.2% |
87% |
True |
False |
22,781 |
| 40 |
4.850 |
3.877 |
0.973 |
22.6% |
0.126 |
2.9% |
45% |
False |
False |
19,181 |
| 60 |
4.850 |
3.877 |
0.973 |
22.6% |
0.124 |
2.9% |
45% |
False |
False |
14,939 |
| 80 |
4.850 |
3.877 |
0.973 |
22.6% |
0.126 |
2.9% |
45% |
False |
False |
12,312 |
| 100 |
4.850 |
3.877 |
0.973 |
22.6% |
0.127 |
2.9% |
45% |
False |
False |
10,283 |
| 120 |
4.850 |
3.877 |
0.973 |
22.6% |
0.119 |
2.8% |
45% |
False |
False |
8,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.806 |
|
2.618 |
4.641 |
|
1.618 |
4.540 |
|
1.000 |
4.478 |
|
0.618 |
4.439 |
|
HIGH |
4.377 |
|
0.618 |
4.338 |
|
0.500 |
4.327 |
|
0.382 |
4.315 |
|
LOW |
4.276 |
|
0.618 |
4.214 |
|
1.000 |
4.175 |
|
1.618 |
4.113 |
|
2.618 |
4.012 |
|
4.250 |
3.847 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.327 |
4.283 |
| PP |
4.322 |
4.253 |
| S1 |
4.318 |
4.223 |
|