NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.389 |
4.385 |
-0.004 |
-0.1% |
4.537 |
High |
4.447 |
4.423 |
-0.024 |
-0.5% |
4.603 |
Low |
4.334 |
4.323 |
-0.011 |
-0.3% |
4.377 |
Close |
4.391 |
4.347 |
-0.044 |
-1.0% |
4.400 |
Range |
0.113 |
0.100 |
-0.013 |
-11.5% |
0.226 |
ATR |
0.160 |
0.155 |
-0.004 |
-2.7% |
0.000 |
Volume |
56,909 |
101,163 |
44,254 |
77.8% |
401,586 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.664 |
4.606 |
4.402 |
|
R3 |
4.564 |
4.506 |
4.375 |
|
R2 |
4.464 |
4.464 |
4.365 |
|
R1 |
4.406 |
4.406 |
4.356 |
4.385 |
PP |
4.364 |
4.364 |
4.364 |
4.354 |
S1 |
4.306 |
4.306 |
4.338 |
4.285 |
S2 |
4.264 |
4.264 |
4.329 |
|
S3 |
4.164 |
4.206 |
4.320 |
|
S4 |
4.064 |
4.106 |
4.292 |
|
|
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 |
4.595 |
4.323 |
0.272 |
6.3% |
0.126 |
2.9% |
9% |
False |
True |
85,341 |
10 |
4.790 |
4.323 |
0.467 |
10.7% |
0.130 |
3.0% |
5% |
False |
True |
81,384 |
20 |
5.395 |
4.323 |
1.072 |
24.7% |
0.142 |
3.3% |
2% |
False |
True |
78,991 |
40 |
5.738 |
4.323 |
1.415 |
32.6% |
0.170 |
3.9% |
2% |
False |
True |
59,661 |
60 |
5.940 |
4.323 |
1.617 |
37.2% |
0.194 |
4.5% |
1% |
False |
True |
46,938 |
80 |
5.940 |
4.323 |
1.617 |
37.2% |
0.203 |
4.7% |
1% |
False |
True |
39,202 |
100 |
6.180 |
4.323 |
1.857 |
42.7% |
0.199 |
4.6% |
1% |
False |
True |
33,174 |
120 |
6.180 |
4.323 |
1.857 |
42.7% |
0.196 |
4.5% |
1% |
False |
True |
28,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.848 |
2.618 |
4.685 |
1.618 |
4.585 |
1.000 |
4.523 |
0.618 |
4.485 |
HIGH |
4.423 |
0.618 |
4.385 |
0.500 |
4.373 |
0.382 |
4.361 |
LOW |
4.323 |
0.618 |
4.261 |
1.000 |
4.223 |
1.618 |
4.161 |
2.618 |
4.061 |
4.250 |
3.898 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.373 |
4.396 |
PP |
4.364 |
4.380 |
S1 |
4.356 |
4.363 |
|