NYMEX Natural Gas Future September 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 |
4.254 |
4.100 |
-0.154 |
-3.6% |
4.158 |
| High |
4.280 |
4.121 |
-0.159 |
-3.7% |
4.247 |
| Low |
4.125 |
4.058 |
-0.067 |
-1.6% |
4.067 |
| Close |
4.128 |
4.084 |
-0.044 |
-1.1% |
4.234 |
| Range |
0.155 |
0.063 |
-0.092 |
-59.4% |
0.180 |
| ATR |
0.116 |
0.112 |
-0.003 |
-2.8% |
0.000 |
| Volume |
7,194 |
7,551 |
357 |
5.0% |
17,014 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.277 |
4.243 |
4.119 |
|
| R3 |
4.214 |
4.180 |
4.101 |
|
| R2 |
4.151 |
4.151 |
4.096 |
|
| R1 |
4.117 |
4.117 |
4.090 |
4.103 |
| PP |
4.088 |
4.088 |
4.088 |
4.080 |
| S1 |
4.054 |
4.054 |
4.078 |
4.040 |
| S2 |
4.025 |
4.025 |
4.072 |
|
| S3 |
3.962 |
3.991 |
4.067 |
|
| S4 |
3.899 |
3.928 |
4.049 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.723 |
4.658 |
4.333 |
|
| R3 |
4.543 |
4.478 |
4.284 |
|
| R2 |
4.363 |
4.363 |
4.267 |
|
| R1 |
4.298 |
4.298 |
4.251 |
4.331 |
| PP |
4.183 |
4.183 |
4.183 |
4.199 |
| S1 |
4.118 |
4.118 |
4.218 |
4.151 |
| S2 |
4.003 |
4.003 |
4.201 |
|
| S3 |
3.823 |
3.938 |
4.185 |
|
| S4 |
3.643 |
3.758 |
4.135 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.389 |
|
2.618 |
4.286 |
|
1.618 |
4.223 |
|
1.000 |
4.184 |
|
0.618 |
4.160 |
|
HIGH |
4.121 |
|
0.618 |
4.097 |
|
0.500 |
4.090 |
|
0.382 |
4.082 |
|
LOW |
4.058 |
|
0.618 |
4.019 |
|
1.000 |
3.995 |
|
1.618 |
3.956 |
|
2.618 |
3.893 |
|
4.250 |
3.790 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.090 |
4.194 |
| PP |
4.088 |
4.157 |
| S1 |
4.086 |
4.121 |
|