NYMEX Natural Gas Future October 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 |
4.156 |
4.210 |
0.054 |
1.3% |
4.284 |
| High |
4.246 |
4.243 |
-0.003 |
-0.1% |
4.380 |
| Low |
4.144 |
4.116 |
-0.028 |
-0.7% |
4.051 |
| Close |
4.235 |
4.147 |
-0.088 |
-2.1% |
4.129 |
| Range |
0.102 |
0.127 |
0.025 |
24.5% |
0.329 |
| ATR |
0.112 |
0.113 |
0.001 |
0.9% |
0.000 |
| Volume |
20,387 |
12,437 |
-7,950 |
-39.0% |
86,901 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.550 |
4.475 |
4.217 |
|
| R3 |
4.423 |
4.348 |
4.182 |
|
| R2 |
4.296 |
4.296 |
4.170 |
|
| R1 |
4.221 |
4.221 |
4.159 |
4.195 |
| PP |
4.169 |
4.169 |
4.169 |
4.156 |
| S1 |
4.094 |
4.094 |
4.135 |
4.068 |
| S2 |
4.042 |
4.042 |
4.124 |
|
| S3 |
3.915 |
3.967 |
4.112 |
|
| S4 |
3.788 |
3.840 |
4.077 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.174 |
4.980 |
4.310 |
|
| R3 |
4.845 |
4.651 |
4.219 |
|
| R2 |
4.516 |
4.516 |
4.189 |
|
| R1 |
4.322 |
4.322 |
4.159 |
4.255 |
| PP |
4.187 |
4.187 |
4.187 |
4.153 |
| S1 |
3.993 |
3.993 |
4.099 |
3.926 |
| S2 |
3.858 |
3.858 |
4.069 |
|
| S3 |
3.529 |
3.664 |
4.039 |
|
| S4 |
3.200 |
3.335 |
3.948 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.783 |
|
2.618 |
4.575 |
|
1.618 |
4.448 |
|
1.000 |
4.370 |
|
0.618 |
4.321 |
|
HIGH |
4.243 |
|
0.618 |
4.194 |
|
0.500 |
4.180 |
|
0.382 |
4.165 |
|
LOW |
4.116 |
|
0.618 |
4.038 |
|
1.000 |
3.989 |
|
1.618 |
3.911 |
|
2.618 |
3.784 |
|
4.250 |
3.576 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.180 |
4.183 |
| PP |
4.169 |
4.171 |
| S1 |
4.158 |
4.159 |
|