NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.256 |
4.107 |
-0.149 |
-3.5% |
4.159 |
| High |
4.270 |
4.124 |
-0.146 |
-3.4% |
4.241 |
| Low |
4.111 |
4.046 |
-0.065 |
-1.6% |
4.053 |
| Close |
4.116 |
4.071 |
-0.045 |
-1.1% |
4.223 |
| Range |
0.159 |
0.078 |
-0.081 |
-50.9% |
0.188 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.4% |
0.000 |
| Volume |
6,392 |
6,372 |
-20 |
-0.3% |
15,314 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.314 |
4.271 |
4.114 |
|
| R3 |
4.236 |
4.193 |
4.092 |
|
| R2 |
4.158 |
4.158 |
4.085 |
|
| R1 |
4.115 |
4.115 |
4.078 |
4.098 |
| PP |
4.080 |
4.080 |
4.080 |
4.072 |
| S1 |
4.037 |
4.037 |
4.064 |
4.020 |
| S2 |
4.002 |
4.002 |
4.057 |
|
| S3 |
3.924 |
3.959 |
4.050 |
|
| S4 |
3.846 |
3.881 |
4.028 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.668 |
4.326 |
|
| R3 |
4.548 |
4.480 |
4.275 |
|
| R2 |
4.360 |
4.360 |
4.257 |
|
| R1 |
4.292 |
4.292 |
4.240 |
4.326 |
| PP |
4.172 |
4.172 |
4.172 |
4.190 |
| S1 |
4.104 |
4.104 |
4.206 |
4.138 |
| S2 |
3.984 |
3.984 |
4.189 |
|
| S3 |
3.796 |
3.916 |
4.171 |
|
| S4 |
3.608 |
3.728 |
4.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.319 |
4.046 |
0.273 |
6.7% |
0.135 |
3.3% |
9% |
False |
True |
5,737 |
| 10 |
4.319 |
4.046 |
0.273 |
6.7% |
0.115 |
2.8% |
9% |
False |
True |
5,325 |
| 20 |
4.663 |
4.046 |
0.617 |
15.2% |
0.105 |
2.6% |
4% |
False |
True |
5,546 |
| 40 |
4.896 |
4.046 |
0.850 |
20.9% |
0.111 |
2.7% |
3% |
False |
True |
4,898 |
| 60 |
4.896 |
4.046 |
0.850 |
20.9% |
0.112 |
2.8% |
3% |
False |
True |
3,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.456 |
|
2.618 |
4.328 |
|
1.618 |
4.250 |
|
1.000 |
4.202 |
|
0.618 |
4.172 |
|
HIGH |
4.124 |
|
0.618 |
4.094 |
|
0.500 |
4.085 |
|
0.382 |
4.076 |
|
LOW |
4.046 |
|
0.618 |
3.998 |
|
1.000 |
3.968 |
|
1.618 |
3.920 |
|
2.618 |
3.842 |
|
4.250 |
3.715 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.085 |
4.183 |
| PP |
4.080 |
4.145 |
| S1 |
4.076 |
4.108 |
|