NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.289 |
4.091 |
-0.198 |
-4.6% |
4.389 |
High |
4.292 |
4.175 |
-0.117 |
-2.7% |
4.447 |
Low |
4.054 |
4.050 |
-0.004 |
-0.1% |
4.050 |
Close |
4.085 |
4.169 |
0.084 |
2.1% |
4.169 |
Range |
0.238 |
0.125 |
-0.113 |
-47.5% |
0.397 |
ATR |
0.158 |
0.155 |
-0.002 |
-1.5% |
0.000 |
Volume |
80,233 |
153,905 |
73,672 |
91.8% |
499,149 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.506 |
4.463 |
4.238 |
|
R3 |
4.381 |
4.338 |
4.203 |
|
R2 |
4.256 |
4.256 |
4.192 |
|
R1 |
4.213 |
4.213 |
4.180 |
4.235 |
PP |
4.131 |
4.131 |
4.131 |
4.142 |
S1 |
4.088 |
4.088 |
4.158 |
4.110 |
S2 |
4.006 |
4.006 |
4.146 |
|
S3 |
3.881 |
3.963 |
4.135 |
|
S4 |
3.756 |
3.838 |
4.100 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.413 |
5.188 |
4.387 |
|
R3 |
5.016 |
4.791 |
4.278 |
|
R2 |
4.619 |
4.619 |
4.242 |
|
R1 |
4.394 |
4.394 |
4.205 |
4.308 |
PP |
4.222 |
4.222 |
4.222 |
4.179 |
S1 |
3.997 |
3.997 |
4.133 |
3.911 |
S2 |
3.825 |
3.825 |
4.096 |
|
S3 |
3.428 |
3.600 |
4.060 |
|
S4 |
3.031 |
3.203 |
3.951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.447 |
4.050 |
0.397 |
9.5% |
0.133 |
3.2% |
30% |
False |
True |
99,829 |
10 |
4.603 |
4.050 |
0.553 |
13.3% |
0.132 |
3.2% |
22% |
False |
True |
90,073 |
20 |
5.000 |
4.050 |
0.950 |
22.8% |
0.137 |
3.3% |
13% |
False |
True |
85,541 |
40 |
5.738 |
4.050 |
1.688 |
40.5% |
0.167 |
4.0% |
7% |
False |
True |
66,733 |
60 |
5.940 |
4.050 |
1.890 |
45.3% |
0.189 |
4.5% |
6% |
False |
True |
51,455 |
80 |
5.940 |
4.050 |
1.890 |
45.3% |
0.201 |
4.8% |
6% |
False |
True |
43,078 |
100 |
5.940 |
4.050 |
1.890 |
45.3% |
0.197 |
4.7% |
6% |
False |
True |
36,298 |
120 |
6.180 |
4.050 |
2.130 |
51.1% |
0.196 |
4.7% |
6% |
False |
True |
31,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.706 |
2.618 |
4.502 |
1.618 |
4.377 |
1.000 |
4.300 |
0.618 |
4.252 |
HIGH |
4.175 |
0.618 |
4.127 |
0.500 |
4.113 |
0.382 |
4.098 |
LOW |
4.050 |
0.618 |
3.973 |
1.000 |
3.925 |
1.618 |
3.848 |
2.618 |
3.723 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.150 |
4.209 |
PP |
4.131 |
4.196 |
S1 |
4.113 |
4.182 |
|