NYMEX Natural Gas Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.395 |
4.485 |
0.090 |
2.0% |
4.058 |
| High |
4.493 |
4.545 |
0.052 |
1.2% |
4.338 |
| Low |
4.395 |
4.362 |
-0.033 |
-0.8% |
3.936 |
| Close |
4.477 |
4.397 |
-0.080 |
-1.8% |
4.316 |
| Range |
0.098 |
0.183 |
0.085 |
86.7% |
0.402 |
| ATR |
0.127 |
0.131 |
0.004 |
3.1% |
0.000 |
| Volume |
25,150 |
31,336 |
6,186 |
24.6% |
115,612 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.984 |
4.873 |
4.498 |
|
| R3 |
4.801 |
4.690 |
4.447 |
|
| R2 |
4.618 |
4.618 |
4.431 |
|
| R1 |
4.507 |
4.507 |
4.414 |
4.471 |
| PP |
4.435 |
4.435 |
4.435 |
4.417 |
| S1 |
4.324 |
4.324 |
4.380 |
4.288 |
| S2 |
4.252 |
4.252 |
4.363 |
|
| S3 |
4.069 |
4.141 |
4.347 |
|
| S4 |
3.886 |
3.958 |
4.296 |
|
|
| 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 |
4.545 |
4.241 |
0.304 |
6.9% |
0.116 |
2.6% |
51% |
True |
False |
27,897 |
| 10 |
4.545 |
3.936 |
0.609 |
13.9% |
0.141 |
3.2% |
76% |
True |
False |
24,579 |
| 20 |
4.545 |
3.877 |
0.668 |
15.2% |
0.137 |
3.1% |
78% |
True |
False |
25,213 |
| 40 |
4.596 |
3.877 |
0.719 |
16.4% |
0.123 |
2.8% |
72% |
False |
False |
20,557 |
| 60 |
4.850 |
3.877 |
0.973 |
22.1% |
0.125 |
2.8% |
53% |
False |
False |
16,157 |
| 80 |
4.850 |
3.877 |
0.973 |
22.1% |
0.125 |
2.8% |
53% |
False |
False |
13,275 |
| 100 |
4.850 |
3.877 |
0.973 |
22.1% |
0.127 |
2.9% |
53% |
False |
False |
11,059 |
| 120 |
4.850 |
3.877 |
0.973 |
22.1% |
0.120 |
2.7% |
53% |
False |
False |
9,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.323 |
|
2.618 |
5.024 |
|
1.618 |
4.841 |
|
1.000 |
4.728 |
|
0.618 |
4.658 |
|
HIGH |
4.545 |
|
0.618 |
4.475 |
|
0.500 |
4.454 |
|
0.382 |
4.432 |
|
LOW |
4.362 |
|
0.618 |
4.249 |
|
1.000 |
4.179 |
|
1.618 |
4.066 |
|
2.618 |
3.883 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.454 |
4.422 |
| PP |
4.435 |
4.414 |
| S1 |
4.416 |
4.405 |
|