NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.415 |
4.389 |
-0.026 |
-0.6% |
4.537 |
High |
4.469 |
4.447 |
-0.022 |
-0.5% |
4.603 |
Low |
4.377 |
4.334 |
-0.043 |
-1.0% |
4.377 |
Close |
4.400 |
4.391 |
-0.009 |
-0.2% |
4.400 |
Range |
0.092 |
0.113 |
0.021 |
22.8% |
0.226 |
ATR |
0.163 |
0.160 |
-0.004 |
-2.2% |
0.000 |
Volume |
98,139 |
56,909 |
-41,230 |
-42.0% |
401,586 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.730 |
4.673 |
4.453 |
|
R3 |
4.617 |
4.560 |
4.422 |
|
R2 |
4.504 |
4.504 |
4.412 |
|
R1 |
4.447 |
4.447 |
4.401 |
4.476 |
PP |
4.391 |
4.391 |
4.391 |
4.405 |
S1 |
4.334 |
4.334 |
4.381 |
4.363 |
S2 |
4.278 |
4.278 |
4.370 |
|
S3 |
4.165 |
4.221 |
4.360 |
|
S4 |
4.052 |
4.108 |
4.329 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.138 |
4.995 |
4.524 |
|
R3 |
4.912 |
4.769 |
4.462 |
|
R2 |
4.686 |
4.686 |
4.441 |
|
R1 |
4.543 |
4.543 |
4.421 |
4.502 |
PP |
4.460 |
4.460 |
4.460 |
4.439 |
S1 |
4.317 |
4.317 |
4.379 |
4.276 |
S2 |
4.234 |
4.234 |
4.359 |
|
S3 |
4.008 |
4.091 |
4.338 |
|
S4 |
3.782 |
3.865 |
4.276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.603 |
4.334 |
0.269 |
6.1% |
0.131 |
3.0% |
21% |
False |
True |
78,724 |
10 |
4.790 |
4.334 |
0.456 |
10.4% |
0.130 |
3.0% |
13% |
False |
True |
80,251 |
20 |
5.531 |
4.334 |
1.197 |
27.3% |
0.148 |
3.4% |
5% |
False |
True |
77,494 |
40 |
5.738 |
4.334 |
1.404 |
32.0% |
0.173 |
3.9% |
4% |
False |
True |
57,973 |
60 |
5.940 |
4.334 |
1.606 |
36.6% |
0.194 |
4.4% |
4% |
False |
True |
45,552 |
80 |
5.940 |
4.334 |
1.606 |
36.6% |
0.204 |
4.7% |
4% |
False |
True |
38,063 |
100 |
6.180 |
4.334 |
1.846 |
42.0% |
0.199 |
4.5% |
3% |
False |
True |
32,227 |
120 |
6.180 |
4.334 |
1.846 |
42.0% |
0.196 |
4.5% |
3% |
False |
True |
28,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.927 |
2.618 |
4.743 |
1.618 |
4.630 |
1.000 |
4.560 |
0.618 |
4.517 |
HIGH |
4.447 |
0.618 |
4.404 |
0.500 |
4.391 |
0.382 |
4.377 |
LOW |
4.334 |
0.618 |
4.264 |
1.000 |
4.221 |
1.618 |
4.151 |
2.618 |
4.038 |
4.250 |
3.854 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.391 |
4.464 |
PP |
4.391 |
4.439 |
S1 |
4.391 |
4.415 |
|