NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4.895 |
4.971 |
0.076 |
1.6% |
4.694 |
High |
4.961 |
5.022 |
0.061 |
1.2% |
4.930 |
Low |
4.887 |
4.971 |
0.084 |
1.7% |
4.613 |
Close |
4.961 |
5.017 |
0.056 |
1.1% |
4.915 |
Range |
0.074 |
0.051 |
-0.023 |
-31.1% |
0.317 |
ATR |
0.098 |
0.095 |
-0.003 |
-2.7% |
0.000 |
Volume |
2,442 |
3,402 |
960 |
39.3% |
19,470 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.156 |
5.138 |
5.045 |
|
R3 |
5.105 |
5.087 |
5.031 |
|
R2 |
5.054 |
5.054 |
5.026 |
|
R1 |
5.036 |
5.036 |
5.022 |
5.045 |
PP |
5.003 |
5.003 |
5.003 |
5.008 |
S1 |
4.985 |
4.985 |
5.012 |
4.994 |
S2 |
4.952 |
4.952 |
5.008 |
|
S3 |
4.901 |
4.934 |
5.003 |
|
S4 |
4.850 |
4.883 |
4.989 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.770 |
5.660 |
5.089 |
|
R3 |
5.453 |
5.343 |
5.002 |
|
R2 |
5.136 |
5.136 |
4.973 |
|
R1 |
5.026 |
5.026 |
4.944 |
5.081 |
PP |
4.819 |
4.819 |
4.819 |
4.847 |
S1 |
4.709 |
4.709 |
4.886 |
4.764 |
S2 |
4.502 |
4.502 |
4.857 |
|
S3 |
4.185 |
4.392 |
4.828 |
|
S4 |
3.868 |
4.075 |
4.741 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.239 |
2.618 |
5.156 |
1.618 |
5.105 |
1.000 |
5.073 |
0.618 |
5.054 |
HIGH |
5.022 |
0.618 |
5.003 |
0.500 |
4.997 |
0.382 |
4.990 |
LOW |
4.971 |
0.618 |
4.939 |
1.000 |
4.920 |
1.618 |
4.888 |
2.618 |
4.837 |
4.250 |
4.754 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
5.010 |
4.994 |
PP |
5.003 |
4.971 |
S1 |
4.997 |
4.948 |
|