NYMEX Natural Gas Future October 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 |
4.329 |
4.170 |
-0.159 |
-3.7% |
4.207 |
| High |
4.329 |
4.173 |
-0.156 |
-3.6% |
4.300 |
| Low |
4.170 |
4.104 |
-0.066 |
-1.6% |
4.118 |
| Close |
4.176 |
4.130 |
-0.046 |
-1.1% |
4.282 |
| Range |
0.159 |
0.069 |
-0.090 |
-56.6% |
0.182 |
| ATR |
0.116 |
0.112 |
-0.003 |
-2.7% |
0.000 |
| Volume |
17,181 |
19,733 |
2,552 |
14.9% |
52,840 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.343 |
4.305 |
4.168 |
|
| R3 |
4.274 |
4.236 |
4.149 |
|
| R2 |
4.205 |
4.205 |
4.143 |
|
| R1 |
4.167 |
4.167 |
4.136 |
4.152 |
| PP |
4.136 |
4.136 |
4.136 |
4.128 |
| S1 |
4.098 |
4.098 |
4.124 |
4.083 |
| S2 |
4.067 |
4.067 |
4.117 |
|
| S3 |
3.998 |
4.029 |
4.111 |
|
| S4 |
3.929 |
3.960 |
4.092 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.779 |
4.713 |
4.382 |
|
| R3 |
4.597 |
4.531 |
4.332 |
|
| R2 |
4.415 |
4.415 |
4.315 |
|
| R1 |
4.349 |
4.349 |
4.299 |
4.382 |
| PP |
4.233 |
4.233 |
4.233 |
4.250 |
| S1 |
4.167 |
4.167 |
4.265 |
4.200 |
| S2 |
4.051 |
4.051 |
4.249 |
|
| S3 |
3.869 |
3.985 |
4.232 |
|
| S4 |
3.687 |
3.803 |
4.182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.466 |
|
2.618 |
4.354 |
|
1.618 |
4.285 |
|
1.000 |
4.242 |
|
0.618 |
4.216 |
|
HIGH |
4.173 |
|
0.618 |
4.147 |
|
0.500 |
4.139 |
|
0.382 |
4.130 |
|
LOW |
4.104 |
|
0.618 |
4.061 |
|
1.000 |
4.035 |
|
1.618 |
3.992 |
|
2.618 |
3.923 |
|
4.250 |
3.811 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.139 |
4.242 |
| PP |
4.136 |
4.205 |
| S1 |
4.133 |
4.167 |
|