NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.120 |
4.149 |
0.029 |
0.7% |
4.215 |
| High |
4.180 |
4.176 |
-0.004 |
-0.1% |
4.319 |
| Low |
4.080 |
4.050 |
-0.030 |
-0.7% |
3.994 |
| Close |
4.169 |
4.078 |
-0.091 |
-2.2% |
4.071 |
| Range |
0.100 |
0.126 |
0.026 |
26.0% |
0.325 |
| ATR |
0.114 |
0.114 |
0.001 |
0.8% |
0.000 |
| Volume |
12,777 |
10,513 |
-2,264 |
-17.7% |
37,723 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.479 |
4.405 |
4.147 |
|
| R3 |
4.353 |
4.279 |
4.113 |
|
| R2 |
4.227 |
4.227 |
4.101 |
|
| R1 |
4.153 |
4.153 |
4.090 |
4.127 |
| PP |
4.101 |
4.101 |
4.101 |
4.089 |
| S1 |
4.027 |
4.027 |
4.066 |
4.001 |
| S2 |
3.975 |
3.975 |
4.055 |
|
| S3 |
3.849 |
3.901 |
4.043 |
|
| S4 |
3.723 |
3.775 |
4.009 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.103 |
4.912 |
4.250 |
|
| R3 |
4.778 |
4.587 |
4.160 |
|
| R2 |
4.453 |
4.453 |
4.131 |
|
| R1 |
4.262 |
4.262 |
4.101 |
4.195 |
| PP |
4.128 |
4.128 |
4.128 |
4.095 |
| S1 |
3.937 |
3.937 |
4.041 |
3.870 |
| S2 |
3.803 |
3.803 |
4.011 |
|
| S3 |
3.478 |
3.612 |
3.982 |
|
| S4 |
3.153 |
3.287 |
3.892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.187 |
3.994 |
0.193 |
4.7% |
0.117 |
2.9% |
44% |
False |
False |
9,850 |
| 10 |
4.319 |
3.994 |
0.325 |
8.0% |
0.124 |
3.0% |
26% |
False |
False |
8,181 |
| 20 |
4.400 |
3.994 |
0.406 |
10.0% |
0.109 |
2.7% |
21% |
False |
False |
7,029 |
| 40 |
4.896 |
3.994 |
0.902 |
22.1% |
0.107 |
2.6% |
9% |
False |
False |
5,757 |
| 60 |
4.896 |
3.994 |
0.902 |
22.1% |
0.111 |
2.7% |
9% |
False |
False |
4,624 |
| 80 |
4.896 |
3.994 |
0.902 |
22.1% |
0.112 |
2.7% |
9% |
False |
False |
3,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.712 |
|
2.618 |
4.506 |
|
1.618 |
4.380 |
|
1.000 |
4.302 |
|
0.618 |
4.254 |
|
HIGH |
4.176 |
|
0.618 |
4.128 |
|
0.500 |
4.113 |
|
0.382 |
4.098 |
|
LOW |
4.050 |
|
0.618 |
3.972 |
|
1.000 |
3.924 |
|
1.618 |
3.846 |
|
2.618 |
3.720 |
|
4.250 |
3.515 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.113 |
4.119 |
| PP |
4.101 |
4.105 |
| S1 |
4.090 |
4.092 |
|