NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.170 |
4.130 |
-0.040 |
-1.0% |
4.207 |
| High |
4.173 |
4.172 |
-0.001 |
0.0% |
4.300 |
| Low |
4.104 |
4.082 |
-0.022 |
-0.5% |
4.118 |
| Close |
4.130 |
4.106 |
-0.024 |
-0.6% |
4.282 |
| Range |
0.069 |
0.090 |
0.021 |
30.4% |
0.182 |
| ATR |
0.112 |
0.111 |
-0.002 |
-1.4% |
0.000 |
| Volume |
19,733 |
18,611 |
-1,122 |
-5.7% |
52,840 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.338 |
4.156 |
|
| R3 |
4.300 |
4.248 |
4.131 |
|
| R2 |
4.210 |
4.210 |
4.123 |
|
| R1 |
4.158 |
4.158 |
4.114 |
4.139 |
| PP |
4.120 |
4.120 |
4.120 |
4.111 |
| S1 |
4.068 |
4.068 |
4.098 |
4.049 |
| S2 |
4.030 |
4.030 |
4.090 |
|
| S3 |
3.940 |
3.978 |
4.081 |
|
| S4 |
3.850 |
3.888 |
4.057 |
|
|
| 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 |
4.555 |
|
2.618 |
4.408 |
|
1.618 |
4.318 |
|
1.000 |
4.262 |
|
0.618 |
4.228 |
|
HIGH |
4.172 |
|
0.618 |
4.138 |
|
0.500 |
4.127 |
|
0.382 |
4.116 |
|
LOW |
4.082 |
|
0.618 |
4.026 |
|
1.000 |
3.992 |
|
1.618 |
3.936 |
|
2.618 |
3.846 |
|
4.250 |
3.700 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.127 |
4.206 |
| PP |
4.120 |
4.172 |
| S1 |
4.113 |
4.139 |
|