NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
3.974 |
3.866 |
-0.108 |
-2.7% |
4.158 |
| High |
3.997 |
3.950 |
-0.047 |
-1.2% |
4.168 |
| Low |
3.863 |
3.820 |
-0.043 |
-1.1% |
3.863 |
| Close |
3.872 |
3.842 |
-0.030 |
-0.8% |
3.872 |
| Range |
0.134 |
0.130 |
-0.004 |
-3.0% |
0.305 |
| ATR |
0.147 |
0.145 |
-0.001 |
-0.8% |
0.000 |
| Volume |
86,751 |
67,942 |
-18,809 |
-21.7% |
394,392 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.181 |
3.914 |
|
| R3 |
4.131 |
4.051 |
3.878 |
|
| R2 |
4.001 |
4.001 |
3.866 |
|
| R1 |
3.921 |
3.921 |
3.854 |
3.896 |
| PP |
3.871 |
3.871 |
3.871 |
3.858 |
| S1 |
3.791 |
3.791 |
3.830 |
3.766 |
| S2 |
3.741 |
3.741 |
3.818 |
|
| S3 |
3.611 |
3.661 |
3.806 |
|
| S4 |
3.481 |
3.531 |
3.771 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.883 |
4.682 |
4.040 |
|
| R3 |
4.578 |
4.377 |
3.956 |
|
| R2 |
4.273 |
4.273 |
3.928 |
|
| R1 |
4.072 |
4.072 |
3.900 |
4.020 |
| PP |
3.968 |
3.968 |
3.968 |
3.942 |
| S1 |
3.767 |
3.767 |
3.844 |
3.715 |
| S2 |
3.663 |
3.663 |
3.816 |
|
| S3 |
3.358 |
3.462 |
3.788 |
|
| S4 |
3.053 |
3.157 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.160 |
3.820 |
0.340 |
8.8% |
0.126 |
3.3% |
6% |
False |
True |
77,643 |
| 10 |
4.423 |
3.820 |
0.603 |
15.7% |
0.131 |
3.4% |
4% |
False |
True |
90,457 |
| 20 |
4.790 |
3.820 |
0.970 |
25.2% |
0.131 |
3.4% |
2% |
False |
True |
85,354 |
| 40 |
5.638 |
3.820 |
1.818 |
47.3% |
0.156 |
4.1% |
1% |
False |
True |
74,227 |
| 60 |
5.930 |
3.820 |
2.110 |
54.9% |
0.180 |
4.7% |
1% |
False |
True |
57,774 |
| 80 |
5.940 |
3.820 |
2.120 |
55.2% |
0.191 |
5.0% |
1% |
False |
True |
47,978 |
| 100 |
5.940 |
3.820 |
2.120 |
55.2% |
0.192 |
5.0% |
1% |
False |
True |
40,446 |
| 120 |
6.180 |
3.820 |
2.360 |
61.4% |
0.192 |
5.0% |
1% |
False |
True |
35,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.503 |
|
2.618 |
4.290 |
|
1.618 |
4.160 |
|
1.000 |
4.080 |
|
0.618 |
4.030 |
|
HIGH |
3.950 |
|
0.618 |
3.900 |
|
0.500 |
3.885 |
|
0.382 |
3.870 |
|
LOW |
3.820 |
|
0.618 |
3.740 |
|
1.000 |
3.690 |
|
1.618 |
3.610 |
|
2.618 |
3.480 |
|
4.250 |
3.268 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.885 |
3.966 |
| PP |
3.871 |
3.925 |
| S1 |
3.856 |
3.883 |
|