NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.510 |
4.576 |
0.066 |
1.5% |
4.772 |
High |
4.595 |
4.593 |
-0.002 |
0.0% |
4.869 |
Low |
4.450 |
4.415 |
-0.035 |
-0.8% |
4.540 |
Close |
4.559 |
4.440 |
-0.119 |
-2.6% |
4.593 |
Range |
0.145 |
0.178 |
0.033 |
22.8% |
0.329 |
ATR |
0.168 |
0.169 |
0.001 |
0.4% |
0.000 |
Volume |
74,653 |
95,843 |
21,190 |
28.4% |
413,256 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.017 |
4.906 |
4.538 |
|
R3 |
4.839 |
4.728 |
4.489 |
|
R2 |
4.661 |
4.661 |
4.473 |
|
R1 |
4.550 |
4.550 |
4.456 |
4.517 |
PP |
4.483 |
4.483 |
4.483 |
4.466 |
S1 |
4.372 |
4.372 |
4.424 |
4.339 |
S2 |
4.305 |
4.305 |
4.407 |
|
S3 |
4.127 |
4.194 |
4.391 |
|
S4 |
3.949 |
4.016 |
4.342 |
|
|
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 |
4.626 |
4.415 |
0.211 |
4.8% |
0.131 |
2.9% |
12% |
False |
True |
81,163 |
10 |
4.869 |
4.415 |
0.454 |
10.2% |
0.142 |
3.2% |
6% |
False |
True |
80,107 |
20 |
5.531 |
4.415 |
1.116 |
25.1% |
0.156 |
3.5% |
2% |
False |
True |
78,399 |
40 |
5.738 |
4.415 |
1.323 |
29.8% |
0.183 |
4.1% |
2% |
False |
True |
55,583 |
60 |
5.940 |
4.415 |
1.525 |
34.3% |
0.196 |
4.4% |
2% |
False |
True |
43,533 |
80 |
5.940 |
4.415 |
1.525 |
34.3% |
0.206 |
4.6% |
2% |
False |
True |
36,384 |
100 |
6.180 |
4.415 |
1.765 |
39.8% |
0.201 |
4.5% |
1% |
False |
True |
30,819 |
120 |
6.180 |
4.415 |
1.765 |
39.8% |
0.197 |
4.4% |
1% |
False |
True |
26,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.350 |
2.618 |
5.059 |
1.618 |
4.881 |
1.000 |
4.771 |
0.618 |
4.703 |
HIGH |
4.593 |
0.618 |
4.525 |
0.500 |
4.504 |
0.382 |
4.483 |
LOW |
4.415 |
0.618 |
4.305 |
1.000 |
4.237 |
1.618 |
4.127 |
2.618 |
3.949 |
4.250 |
3.659 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.504 |
4.509 |
PP |
4.483 |
4.486 |
S1 |
4.461 |
4.463 |
|