NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.800 |
4.772 |
-0.028 |
-0.6% |
4.960 |
High |
4.853 |
4.869 |
0.016 |
0.3% |
5.000 |
Low |
4.739 |
4.660 |
-0.079 |
-1.7% |
4.739 |
Close |
4.813 |
4.679 |
-0.134 |
-2.8% |
4.813 |
Range |
0.114 |
0.209 |
0.095 |
83.3% |
0.261 |
ATR |
0.190 |
0.191 |
0.001 |
0.7% |
0.000 |
Volume |
84,370 |
69,232 |
-15,138 |
-17.9% |
396,842 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.363 |
5.230 |
4.794 |
|
R3 |
5.154 |
5.021 |
4.736 |
|
R2 |
4.945 |
4.945 |
4.717 |
|
R1 |
4.812 |
4.812 |
4.698 |
4.774 |
PP |
4.736 |
4.736 |
4.736 |
4.717 |
S1 |
4.603 |
4.603 |
4.660 |
4.565 |
S2 |
4.527 |
4.527 |
4.641 |
|
S3 |
4.318 |
4.394 |
4.622 |
|
S4 |
4.109 |
4.185 |
4.564 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.634 |
5.484 |
4.957 |
|
R3 |
5.373 |
5.223 |
4.885 |
|
R2 |
5.112 |
5.112 |
4.861 |
|
R1 |
4.962 |
4.962 |
4.837 |
4.907 |
PP |
4.851 |
4.851 |
4.851 |
4.823 |
S1 |
4.701 |
4.701 |
4.789 |
4.646 |
S2 |
4.590 |
4.590 |
4.765 |
|
S3 |
4.329 |
4.440 |
4.741 |
|
S4 |
4.068 |
4.179 |
4.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.946 |
4.660 |
0.286 |
6.1% |
0.151 |
3.2% |
7% |
False |
True |
79,037 |
10 |
5.531 |
4.660 |
0.871 |
18.6% |
0.167 |
3.6% |
2% |
False |
True |
74,738 |
20 |
5.638 |
4.660 |
0.978 |
20.9% |
0.181 |
3.9% |
2% |
False |
True |
63,099 |
40 |
5.930 |
4.660 |
1.270 |
27.1% |
0.205 |
4.4% |
1% |
False |
True |
43,984 |
60 |
5.940 |
4.595 |
1.345 |
28.7% |
0.211 |
4.5% |
6% |
False |
False |
35,519 |
80 |
5.940 |
4.595 |
1.345 |
28.7% |
0.208 |
4.4% |
6% |
False |
False |
29,219 |
100 |
6.180 |
4.595 |
1.585 |
33.9% |
0.205 |
4.4% |
5% |
False |
False |
24,982 |
120 |
6.180 |
4.595 |
1.585 |
33.9% |
0.205 |
4.4% |
5% |
False |
False |
21,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.757 |
2.618 |
5.416 |
1.618 |
5.207 |
1.000 |
5.078 |
0.618 |
4.998 |
HIGH |
4.869 |
0.618 |
4.789 |
0.500 |
4.765 |
0.382 |
4.740 |
LOW |
4.660 |
0.618 |
4.531 |
1.000 |
4.451 |
1.618 |
4.322 |
2.618 |
4.113 |
4.250 |
3.772 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.765 |
4.777 |
PP |
4.736 |
4.744 |
S1 |
4.708 |
4.712 |
|