NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.142 |
4.092 |
-0.050 |
-1.2% |
4.389 |
| High |
4.142 |
4.112 |
-0.030 |
-0.7% |
4.447 |
| Low |
4.052 |
3.940 |
-0.112 |
-2.8% |
4.050 |
| Close |
4.105 |
3.981 |
-0.124 |
-3.0% |
4.169 |
| Range |
0.090 |
0.172 |
0.082 |
91.1% |
0.397 |
| ATR |
0.146 |
0.148 |
0.002 |
1.3% |
0.000 |
| Volume |
76,253 |
75,399 |
-854 |
-1.1% |
499,149 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.426 |
4.076 |
|
| R3 |
4.355 |
4.254 |
4.028 |
|
| R2 |
4.183 |
4.183 |
4.013 |
|
| R1 |
4.082 |
4.082 |
3.997 |
4.047 |
| PP |
4.011 |
4.011 |
4.011 |
3.993 |
| S1 |
3.910 |
3.910 |
3.965 |
3.875 |
| S2 |
3.839 |
3.839 |
3.949 |
|
| S3 |
3.667 |
3.738 |
3.934 |
|
| S4 |
3.495 |
3.566 |
3.886 |
|
|
| 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 |
4.175 |
3.940 |
0.235 |
5.9% |
0.124 |
3.1% |
17% |
False |
True |
92,309 |
| 10 |
4.469 |
3.940 |
0.529 |
13.3% |
0.125 |
3.1% |
8% |
False |
True |
90,492 |
| 20 |
4.869 |
3.940 |
0.929 |
23.3% |
0.133 |
3.4% |
4% |
False |
True |
85,300 |
| 40 |
5.638 |
3.940 |
1.698 |
42.7% |
0.158 |
4.0% |
2% |
False |
True |
71,786 |
| 60 |
5.940 |
3.940 |
2.000 |
50.2% |
0.182 |
4.6% |
2% |
False |
True |
55,632 |
| 80 |
5.940 |
3.940 |
2.000 |
50.2% |
0.193 |
4.9% |
2% |
False |
True |
46,308 |
| 100 |
5.940 |
3.940 |
2.000 |
50.2% |
0.195 |
4.9% |
2% |
False |
True |
39,064 |
| 120 |
6.180 |
3.940 |
2.240 |
56.3% |
0.194 |
4.9% |
2% |
False |
True |
33,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.843 |
|
2.618 |
4.562 |
|
1.618 |
4.390 |
|
1.000 |
4.284 |
|
0.618 |
4.218 |
|
HIGH |
4.112 |
|
0.618 |
4.046 |
|
0.500 |
4.026 |
|
0.382 |
4.006 |
|
LOW |
3.940 |
|
0.618 |
3.834 |
|
1.000 |
3.768 |
|
1.618 |
3.662 |
|
2.618 |
3.490 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.026 |
4.050 |
| PP |
4.011 |
4.027 |
| S1 |
3.996 |
4.004 |
|