NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.116 |
4.142 |
0.026 |
0.6% |
4.389 |
High |
4.160 |
4.142 |
-0.018 |
-0.4% |
4.447 |
Low |
4.058 |
4.052 |
-0.006 |
-0.1% |
4.050 |
Close |
4.130 |
4.105 |
-0.025 |
-0.6% |
4.169 |
Range |
0.102 |
0.090 |
-0.012 |
-11.8% |
0.397 |
ATR |
0.150 |
0.146 |
-0.004 |
-2.9% |
0.000 |
Volume |
81,871 |
76,253 |
-5,618 |
-6.9% |
499,149 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.370 |
4.327 |
4.155 |
|
R3 |
4.280 |
4.237 |
4.130 |
|
R2 |
4.190 |
4.190 |
4.122 |
|
R1 |
4.147 |
4.147 |
4.113 |
4.124 |
PP |
4.100 |
4.100 |
4.100 |
4.088 |
S1 |
4.057 |
4.057 |
4.097 |
4.034 |
S2 |
4.010 |
4.010 |
4.089 |
|
S3 |
3.920 |
3.967 |
4.080 |
|
S4 |
3.830 |
3.877 |
4.056 |
|
|
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 |
4.292 |
4.036 |
0.256 |
6.2% |
0.137 |
3.3% |
27% |
False |
False |
93,276 |
10 |
4.593 |
4.036 |
0.557 |
13.6% |
0.126 |
3.1% |
12% |
False |
False |
92,537 |
20 |
4.894 |
4.036 |
0.858 |
20.9% |
0.132 |
3.2% |
8% |
False |
False |
86,021 |
40 |
5.638 |
4.036 |
1.602 |
39.0% |
0.160 |
3.9% |
4% |
False |
False |
70,579 |
60 |
5.940 |
4.036 |
1.904 |
46.4% |
0.183 |
4.4% |
4% |
False |
False |
54,582 |
80 |
5.940 |
4.036 |
1.904 |
46.4% |
0.196 |
4.8% |
4% |
False |
False |
45,585 |
100 |
5.940 |
4.036 |
1.904 |
46.4% |
0.195 |
4.7% |
4% |
False |
False |
38,402 |
120 |
6.180 |
4.036 |
2.144 |
52.2% |
0.194 |
4.7% |
3% |
False |
False |
33,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.525 |
2.618 |
4.378 |
1.618 |
4.288 |
1.000 |
4.232 |
0.618 |
4.198 |
HIGH |
4.142 |
0.618 |
4.108 |
0.500 |
4.097 |
0.382 |
4.086 |
LOW |
4.052 |
0.618 |
3.996 |
1.000 |
3.962 |
1.618 |
3.906 |
2.618 |
3.816 |
4.250 |
3.670 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.102 |
4.104 |
PP |
4.100 |
4.103 |
S1 |
4.097 |
4.102 |
|