NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.316 |
4.395 |
0.079 |
1.8% |
4.058 |
| High |
4.402 |
4.493 |
0.091 |
2.1% |
4.338 |
| Low |
4.299 |
4.395 |
0.096 |
2.2% |
3.936 |
| Close |
4.396 |
4.477 |
0.081 |
1.8% |
4.316 |
| Range |
0.103 |
0.098 |
-0.005 |
-4.9% |
0.402 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.7% |
0.000 |
| Volume |
25,939 |
25,150 |
-789 |
-3.0% |
115,612 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.749 |
4.711 |
4.531 |
|
| R3 |
4.651 |
4.613 |
4.504 |
|
| R2 |
4.553 |
4.553 |
4.495 |
|
| R1 |
4.515 |
4.515 |
4.486 |
4.534 |
| PP |
4.455 |
4.455 |
4.455 |
4.465 |
| S1 |
4.417 |
4.417 |
4.468 |
4.436 |
| S2 |
4.357 |
4.357 |
4.459 |
|
| S3 |
4.259 |
4.319 |
4.450 |
|
| S4 |
4.161 |
4.221 |
4.423 |
|
|
| 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 |
4.493 |
4.069 |
0.424 |
9.5% |
0.127 |
2.8% |
96% |
True |
False |
25,348 |
| 10 |
4.493 |
3.923 |
0.570 |
12.7% |
0.136 |
3.0% |
97% |
True |
False |
23,834 |
| 20 |
4.493 |
3.877 |
0.616 |
13.8% |
0.134 |
3.0% |
97% |
True |
False |
24,107 |
| 40 |
4.614 |
3.877 |
0.737 |
16.5% |
0.122 |
2.7% |
81% |
False |
False |
19,959 |
| 60 |
4.850 |
3.877 |
0.973 |
21.7% |
0.124 |
2.8% |
62% |
False |
False |
15,670 |
| 80 |
4.850 |
3.877 |
0.973 |
21.7% |
0.126 |
2.8% |
62% |
False |
False |
12,892 |
| 100 |
4.850 |
3.877 |
0.973 |
21.7% |
0.126 |
2.8% |
62% |
False |
False |
10,758 |
| 120 |
4.850 |
3.877 |
0.973 |
21.7% |
0.119 |
2.7% |
62% |
False |
False |
9,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.910 |
|
2.618 |
4.750 |
|
1.618 |
4.652 |
|
1.000 |
4.591 |
|
0.618 |
4.554 |
|
HIGH |
4.493 |
|
0.618 |
4.456 |
|
0.500 |
4.444 |
|
0.382 |
4.432 |
|
LOW |
4.395 |
|
0.618 |
4.334 |
|
1.000 |
4.297 |
|
1.618 |
4.236 |
|
2.618 |
4.138 |
|
4.250 |
3.979 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.466 |
4.446 |
| PP |
4.455 |
4.415 |
| S1 |
4.444 |
4.385 |
|