NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.335 |
4.316 |
-0.019 |
-0.4% |
4.058 |
| High |
4.377 |
4.402 |
0.025 |
0.6% |
4.338 |
| Low |
4.276 |
4.299 |
0.023 |
0.5% |
3.936 |
| Close |
4.313 |
4.396 |
0.083 |
1.9% |
4.316 |
| Range |
0.101 |
0.103 |
0.002 |
2.0% |
0.402 |
| ATR |
0.131 |
0.129 |
-0.002 |
-1.5% |
0.000 |
| Volume |
23,129 |
25,939 |
2,810 |
12.1% |
115,612 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.675 |
4.638 |
4.453 |
|
| R3 |
4.572 |
4.535 |
4.424 |
|
| R2 |
4.469 |
4.469 |
4.415 |
|
| R1 |
4.432 |
4.432 |
4.405 |
4.451 |
| PP |
4.366 |
4.366 |
4.366 |
4.375 |
| S1 |
4.329 |
4.329 |
4.387 |
4.348 |
| S2 |
4.263 |
4.263 |
4.377 |
|
| S3 |
4.160 |
4.226 |
4.368 |
|
| S4 |
4.057 |
4.123 |
4.339 |
|
|
| 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 |
4.402 |
4.046 |
0.356 |
8.1% |
0.129 |
2.9% |
98% |
True |
False |
24,557 |
| 10 |
4.402 |
3.923 |
0.479 |
10.9% |
0.137 |
3.1% |
99% |
True |
False |
24,708 |
| 20 |
4.402 |
3.877 |
0.525 |
11.9% |
0.134 |
3.1% |
99% |
True |
False |
23,435 |
| 40 |
4.698 |
3.877 |
0.821 |
18.7% |
0.124 |
2.8% |
63% |
False |
False |
19,533 |
| 60 |
4.850 |
3.877 |
0.973 |
22.1% |
0.124 |
2.8% |
53% |
False |
False |
15,297 |
| 80 |
4.850 |
3.877 |
0.973 |
22.1% |
0.126 |
2.9% |
53% |
False |
False |
12,601 |
| 100 |
4.850 |
3.877 |
0.973 |
22.1% |
0.127 |
2.9% |
53% |
False |
False |
10,521 |
| 120 |
4.850 |
3.877 |
0.973 |
22.1% |
0.119 |
2.7% |
53% |
False |
False |
9,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.840 |
|
2.618 |
4.672 |
|
1.618 |
4.569 |
|
1.000 |
4.505 |
|
0.618 |
4.466 |
|
HIGH |
4.402 |
|
0.618 |
4.363 |
|
0.500 |
4.351 |
|
0.382 |
4.338 |
|
LOW |
4.299 |
|
0.618 |
4.235 |
|
1.000 |
4.196 |
|
1.618 |
4.132 |
|
2.618 |
4.029 |
|
4.250 |
3.861 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.381 |
4.371 |
| PP |
4.366 |
4.346 |
| S1 |
4.351 |
4.322 |
|