NYMEX Natural Gas Future December 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 |
4.601 |
4.645 |
0.044 |
1.0% |
4.729 |
| High |
4.668 |
4.665 |
-0.003 |
-0.1% |
4.813 |
| Low |
4.596 |
4.566 |
-0.030 |
-0.7% |
4.511 |
| Close |
4.661 |
4.593 |
-0.068 |
-1.5% |
4.580 |
| Range |
0.072 |
0.099 |
0.027 |
37.5% |
0.302 |
| ATR |
0.092 |
0.093 |
0.000 |
0.5% |
0.000 |
| Volume |
3,468 |
2,731 |
-737 |
-21.3% |
16,259 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.848 |
4.647 |
|
| R3 |
4.806 |
4.749 |
4.620 |
|
| R2 |
4.707 |
4.707 |
4.611 |
|
| R1 |
4.650 |
4.650 |
4.602 |
4.629 |
| PP |
4.608 |
4.608 |
4.608 |
4.598 |
| S1 |
4.551 |
4.551 |
4.584 |
4.530 |
| S2 |
4.509 |
4.509 |
4.575 |
|
| S3 |
4.410 |
4.452 |
4.566 |
|
| S4 |
4.311 |
4.353 |
4.539 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.541 |
5.362 |
4.746 |
|
| R3 |
5.239 |
5.060 |
4.663 |
|
| R2 |
4.937 |
4.937 |
4.635 |
|
| R1 |
4.758 |
4.758 |
4.608 |
4.697 |
| PP |
4.635 |
4.635 |
4.635 |
4.604 |
| S1 |
4.456 |
4.456 |
4.552 |
4.395 |
| S2 |
4.333 |
4.333 |
4.525 |
|
| S3 |
4.031 |
4.154 |
4.497 |
|
| S4 |
3.729 |
3.852 |
4.414 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.086 |
|
2.618 |
4.924 |
|
1.618 |
4.825 |
|
1.000 |
4.764 |
|
0.618 |
4.726 |
|
HIGH |
4.665 |
|
0.618 |
4.627 |
|
0.500 |
4.616 |
|
0.382 |
4.604 |
|
LOW |
4.566 |
|
0.618 |
4.505 |
|
1.000 |
4.467 |
|
1.618 |
4.406 |
|
2.618 |
4.307 |
|
4.250 |
4.145 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.616 |
4.620 |
| PP |
4.608 |
4.611 |
| S1 |
4.601 |
4.602 |
|