NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.761 |
4.595 |
-0.166 |
-3.5% |
4.772 |
High |
4.787 |
4.626 |
-0.161 |
-3.4% |
4.869 |
Low |
4.556 |
4.540 |
-0.016 |
-0.4% |
4.540 |
Close |
4.575 |
4.593 |
0.018 |
0.4% |
4.593 |
Range |
0.231 |
0.086 |
-0.145 |
-62.8% |
0.329 |
ATR |
0.183 |
0.176 |
-0.007 |
-3.8% |
0.000 |
Volume |
66,167 |
102,372 |
36,205 |
54.7% |
413,256 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.844 |
4.805 |
4.640 |
|
R3 |
4.758 |
4.719 |
4.617 |
|
R2 |
4.672 |
4.672 |
4.609 |
|
R1 |
4.633 |
4.633 |
4.601 |
4.610 |
PP |
4.586 |
4.586 |
4.586 |
4.575 |
S1 |
4.547 |
4.547 |
4.585 |
4.524 |
S2 |
4.500 |
4.500 |
4.577 |
|
S3 |
4.414 |
4.461 |
4.569 |
|
S4 |
4.328 |
4.375 |
4.546 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.654 |
5.453 |
4.774 |
|
R3 |
5.325 |
5.124 |
4.683 |
|
R2 |
4.996 |
4.996 |
4.653 |
|
R1 |
4.795 |
4.795 |
4.623 |
4.731 |
PP |
4.667 |
4.667 |
4.667 |
4.636 |
S1 |
4.466 |
4.466 |
4.563 |
4.402 |
S2 |
4.338 |
4.338 |
4.533 |
|
S3 |
4.009 |
4.137 |
4.503 |
|
S4 |
3.680 |
3.808 |
4.412 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.869 |
4.540 |
0.329 |
7.2% |
0.147 |
3.2% |
16% |
False |
True |
82,651 |
10 |
5.000 |
4.540 |
0.460 |
10.0% |
0.142 |
3.1% |
12% |
False |
True |
81,009 |
20 |
5.638 |
4.540 |
1.098 |
23.9% |
0.168 |
3.7% |
5% |
False |
True |
74,029 |
40 |
5.930 |
4.540 |
1.390 |
30.3% |
0.192 |
4.2% |
4% |
False |
True |
51,043 |
60 |
5.940 |
4.540 |
1.400 |
30.5% |
0.204 |
4.5% |
4% |
False |
True |
40,161 |
80 |
5.940 |
4.540 |
1.400 |
30.5% |
0.207 |
4.5% |
4% |
False |
True |
33,086 |
100 |
6.180 |
4.540 |
1.640 |
35.7% |
0.204 |
4.4% |
3% |
False |
True |
28,075 |
120 |
6.180 |
4.540 |
1.640 |
35.7% |
0.201 |
4.4% |
3% |
False |
True |
24,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.992 |
2.618 |
4.851 |
1.618 |
4.765 |
1.000 |
4.712 |
0.618 |
4.679 |
HIGH |
4.626 |
0.618 |
4.593 |
0.500 |
4.583 |
0.382 |
4.573 |
LOW |
4.540 |
0.618 |
4.487 |
1.000 |
4.454 |
1.618 |
4.401 |
2.618 |
4.315 |
4.250 |
4.175 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.590 |
4.665 |
PP |
4.586 |
4.641 |
S1 |
4.583 |
4.617 |
|