NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.098 |
4.040 |
-0.058 |
-1.4% |
4.216 |
| High |
4.126 |
4.096 |
-0.030 |
-0.7% |
4.330 |
| Low |
4.035 |
4.011 |
-0.024 |
-0.6% |
4.011 |
| Close |
4.060 |
4.084 |
0.024 |
0.6% |
4.084 |
| Range |
0.091 |
0.085 |
-0.006 |
-6.6% |
0.319 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.7% |
0.000 |
| Volume |
7,451 |
10,903 |
3,452 |
46.3% |
40,932 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.286 |
4.131 |
|
| R3 |
4.234 |
4.201 |
4.107 |
|
| R2 |
4.149 |
4.149 |
4.100 |
|
| R1 |
4.116 |
4.116 |
4.092 |
4.133 |
| PP |
4.064 |
4.064 |
4.064 |
4.072 |
| S1 |
4.031 |
4.031 |
4.076 |
4.048 |
| S2 |
3.979 |
3.979 |
4.068 |
|
| S3 |
3.894 |
3.946 |
4.061 |
|
| S4 |
3.809 |
3.861 |
4.037 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.099 |
4.910 |
4.259 |
|
| R3 |
4.780 |
4.591 |
4.172 |
|
| R2 |
4.461 |
4.461 |
4.142 |
|
| R1 |
4.272 |
4.272 |
4.113 |
4.207 |
| PP |
4.142 |
4.142 |
4.142 |
4.109 |
| S1 |
3.953 |
3.953 |
4.055 |
3.888 |
| S2 |
3.823 |
3.823 |
4.026 |
|
| S3 |
3.504 |
3.634 |
3.996 |
|
| S4 |
3.185 |
3.315 |
3.909 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.457 |
|
2.618 |
4.319 |
|
1.618 |
4.234 |
|
1.000 |
4.181 |
|
0.618 |
4.149 |
|
HIGH |
4.096 |
|
0.618 |
4.064 |
|
0.500 |
4.054 |
|
0.382 |
4.043 |
|
LOW |
4.011 |
|
0.618 |
3.958 |
|
1.000 |
3.926 |
|
1.618 |
3.873 |
|
2.618 |
3.788 |
|
4.250 |
3.650 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.074 |
4.079 |
| PP |
4.064 |
4.074 |
| S1 |
4.054 |
4.069 |
|