NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.571 |
4.510 |
-0.061 |
-1.3% |
4.772 |
High |
4.603 |
4.595 |
-0.008 |
-0.2% |
4.869 |
Low |
4.476 |
4.450 |
-0.026 |
-0.6% |
4.540 |
Close |
4.516 |
4.559 |
0.043 |
1.0% |
4.593 |
Range |
0.127 |
0.145 |
0.018 |
14.2% |
0.329 |
ATR |
0.170 |
0.168 |
-0.002 |
-1.0% |
0.000 |
Volume |
68,080 |
74,653 |
6,573 |
9.7% |
413,256 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.970 |
4.909 |
4.639 |
|
R3 |
4.825 |
4.764 |
4.599 |
|
R2 |
4.680 |
4.680 |
4.586 |
|
R1 |
4.619 |
4.619 |
4.572 |
4.650 |
PP |
4.535 |
4.535 |
4.535 |
4.550 |
S1 |
4.474 |
4.474 |
4.546 |
4.505 |
S2 |
4.390 |
4.390 |
4.532 |
|
S3 |
4.245 |
4.329 |
4.519 |
|
S4 |
4.100 |
4.184 |
4.479 |
|
|
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 |
4.787 |
4.450 |
0.337 |
7.4% |
0.141 |
3.1% |
32% |
False |
True |
75,228 |
10 |
4.894 |
4.450 |
0.444 |
9.7% |
0.139 |
3.0% |
25% |
False |
True |
79,505 |
20 |
5.531 |
4.450 |
1.081 |
23.7% |
0.153 |
3.4% |
10% |
False |
True |
77,065 |
40 |
5.738 |
4.450 |
1.288 |
28.3% |
0.184 |
4.0% |
8% |
False |
True |
53,920 |
60 |
5.940 |
4.450 |
1.490 |
32.7% |
0.196 |
4.3% |
7% |
False |
True |
42,391 |
80 |
5.940 |
4.450 |
1.490 |
32.7% |
0.206 |
4.5% |
7% |
False |
True |
35,262 |
100 |
6.180 |
4.450 |
1.730 |
37.9% |
0.201 |
4.4% |
6% |
False |
True |
29,931 |
120 |
6.180 |
4.450 |
1.730 |
37.9% |
0.198 |
4.3% |
6% |
False |
True |
26,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.211 |
2.618 |
4.975 |
1.618 |
4.830 |
1.000 |
4.740 |
0.618 |
4.685 |
HIGH |
4.595 |
0.618 |
4.540 |
0.500 |
4.523 |
0.382 |
4.505 |
LOW |
4.450 |
0.618 |
4.360 |
1.000 |
4.305 |
1.618 |
4.215 |
2.618 |
4.070 |
4.250 |
3.834 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.547 |
4.548 |
PP |
4.535 |
4.537 |
S1 |
4.523 |
4.527 |
|