NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
4.944 |
5.142 |
0.198 |
4.0% |
4.933 |
| High |
5.109 |
5.145 |
0.036 |
0.7% |
5.109 |
| Low |
4.944 |
5.029 |
0.085 |
1.7% |
4.874 |
| Close |
5.105 |
5.058 |
-0.047 |
-0.9% |
5.105 |
| Range |
0.165 |
0.116 |
-0.049 |
-29.7% |
0.235 |
| ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
| Volume |
7,008 |
6,331 |
-677 |
-9.7% |
23,996 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.425 |
5.358 |
5.122 |
|
| R3 |
5.309 |
5.242 |
5.090 |
|
| R2 |
5.193 |
5.193 |
5.079 |
|
| R1 |
5.126 |
5.126 |
5.069 |
5.102 |
| PP |
5.077 |
5.077 |
5.077 |
5.065 |
| S1 |
5.010 |
5.010 |
5.047 |
4.986 |
| S2 |
4.961 |
4.961 |
5.037 |
|
| S3 |
4.845 |
4.894 |
5.026 |
|
| S4 |
4.729 |
4.778 |
4.994 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.734 |
5.655 |
5.234 |
|
| R3 |
5.499 |
5.420 |
5.170 |
|
| R2 |
5.264 |
5.264 |
5.148 |
|
| R1 |
5.185 |
5.185 |
5.127 |
5.225 |
| PP |
5.029 |
5.029 |
5.029 |
5.049 |
| S1 |
4.950 |
4.950 |
5.083 |
4.990 |
| S2 |
4.794 |
4.794 |
5.062 |
|
| S3 |
4.559 |
4.715 |
5.040 |
|
| S4 |
4.324 |
4.480 |
4.976 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.638 |
|
2.618 |
5.449 |
|
1.618 |
5.333 |
|
1.000 |
5.261 |
|
0.618 |
5.217 |
|
HIGH |
5.145 |
|
0.618 |
5.101 |
|
0.500 |
5.087 |
|
0.382 |
5.073 |
|
LOW |
5.029 |
|
0.618 |
4.957 |
|
1.000 |
4.913 |
|
1.618 |
4.841 |
|
2.618 |
4.725 |
|
4.250 |
4.536 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.087 |
5.052 |
| PP |
5.077 |
5.046 |
| S1 |
5.068 |
5.041 |
|