NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.158 |
4.116 |
-0.042 |
-1.0% |
4.389 |
High |
4.168 |
4.160 |
-0.008 |
-0.2% |
4.447 |
Low |
4.036 |
4.058 |
0.022 |
0.5% |
4.050 |
Close |
4.079 |
4.130 |
0.051 |
1.3% |
4.169 |
Range |
0.132 |
0.102 |
-0.030 |
-22.7% |
0.397 |
ATR |
0.154 |
0.150 |
-0.004 |
-2.4% |
0.000 |
Volume |
74,118 |
81,871 |
7,753 |
10.5% |
499,149 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.422 |
4.378 |
4.186 |
|
R3 |
4.320 |
4.276 |
4.158 |
|
R2 |
4.218 |
4.218 |
4.149 |
|
R1 |
4.174 |
4.174 |
4.139 |
4.196 |
PP |
4.116 |
4.116 |
4.116 |
4.127 |
S1 |
4.072 |
4.072 |
4.121 |
4.094 |
S2 |
4.014 |
4.014 |
4.111 |
|
S3 |
3.912 |
3.970 |
4.102 |
|
S4 |
3.810 |
3.868 |
4.074 |
|
|
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 |
4.368 |
4.036 |
0.332 |
8.0% |
0.137 |
3.3% |
28% |
False |
False |
99,413 |
10 |
4.595 |
4.036 |
0.559 |
13.5% |
0.131 |
3.2% |
17% |
False |
False |
92,377 |
20 |
4.931 |
4.036 |
0.895 |
21.7% |
0.135 |
3.3% |
11% |
False |
False |
85,975 |
40 |
5.638 |
4.036 |
1.602 |
38.8% |
0.164 |
4.0% |
6% |
False |
False |
69,202 |
60 |
5.940 |
4.036 |
1.904 |
46.1% |
0.185 |
4.5% |
5% |
False |
False |
53,544 |
80 |
5.940 |
4.036 |
1.904 |
46.1% |
0.200 |
4.8% |
5% |
False |
False |
44,782 |
100 |
5.940 |
4.036 |
1.904 |
46.1% |
0.196 |
4.8% |
5% |
False |
False |
37,718 |
120 |
6.180 |
4.036 |
2.144 |
51.9% |
0.194 |
4.7% |
4% |
False |
False |
32,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.594 |
2.618 |
4.427 |
1.618 |
4.325 |
1.000 |
4.262 |
0.618 |
4.223 |
HIGH |
4.160 |
0.618 |
4.121 |
0.500 |
4.109 |
0.382 |
4.097 |
LOW |
4.058 |
0.618 |
3.995 |
1.000 |
3.956 |
1.618 |
3.893 |
2.618 |
3.791 |
4.250 |
3.625 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.123 |
4.122 |
PP |
4.116 |
4.114 |
S1 |
4.109 |
4.106 |
|