NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.550 |
4.575 |
0.025 |
0.5% |
4.820 |
High |
4.637 |
4.690 |
0.053 |
1.1% |
4.931 |
Low |
4.525 |
4.536 |
0.011 |
0.2% |
4.612 |
Close |
4.590 |
4.575 |
-0.015 |
-0.3% |
4.659 |
Range |
0.112 |
0.154 |
0.042 |
37.5% |
0.319 |
ATR |
0.167 |
0.166 |
-0.001 |
-0.6% |
0.000 |
Volume |
28,412 |
27,876 |
-536 |
-1.9% |
135,063 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.062 |
4.973 |
4.660 |
|
R3 |
4.908 |
4.819 |
4.617 |
|
R2 |
4.754 |
4.754 |
4.603 |
|
R1 |
4.665 |
4.665 |
4.589 |
4.652 |
PP |
4.600 |
4.600 |
4.600 |
4.594 |
S1 |
4.511 |
4.511 |
4.561 |
4.498 |
S2 |
4.446 |
4.446 |
4.547 |
|
S3 |
4.292 |
4.357 |
4.533 |
|
S4 |
4.138 |
4.203 |
4.490 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.691 |
5.494 |
4.834 |
|
R3 |
5.372 |
5.175 |
4.747 |
|
R2 |
5.053 |
5.053 |
4.717 |
|
R1 |
4.856 |
4.856 |
4.688 |
4.795 |
PP |
4.734 |
4.734 |
4.734 |
4.704 |
S1 |
4.537 |
4.537 |
4.630 |
4.476 |
S2 |
4.415 |
4.415 |
4.601 |
|
S3 |
4.096 |
4.218 |
4.571 |
|
S4 |
3.777 |
3.899 |
4.484 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.854 |
4.525 |
0.329 |
7.2% |
0.135 |
2.9% |
15% |
False |
False |
27,617 |
10 |
4.993 |
4.525 |
0.468 |
10.2% |
0.136 |
3.0% |
11% |
False |
False |
25,793 |
20 |
5.572 |
4.525 |
1.047 |
22.9% |
0.155 |
3.4% |
5% |
False |
False |
29,901 |
40 |
5.767 |
4.525 |
1.242 |
27.1% |
0.177 |
3.9% |
4% |
False |
False |
23,354 |
60 |
5.956 |
4.525 |
1.431 |
31.3% |
0.189 |
4.1% |
3% |
False |
False |
18,043 |
80 |
5.956 |
4.525 |
1.431 |
31.3% |
0.193 |
4.2% |
3% |
False |
False |
14,610 |
100 |
6.200 |
4.525 |
1.675 |
36.6% |
0.188 |
4.1% |
3% |
False |
False |
12,370 |
120 |
6.200 |
4.525 |
1.675 |
36.6% |
0.183 |
4.0% |
3% |
False |
False |
10,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.345 |
2.618 |
5.093 |
1.618 |
4.939 |
1.000 |
4.844 |
0.618 |
4.785 |
HIGH |
4.690 |
0.618 |
4.631 |
0.500 |
4.613 |
0.382 |
4.595 |
LOW |
4.536 |
0.618 |
4.441 |
1.000 |
4.382 |
1.618 |
4.287 |
2.618 |
4.133 |
4.250 |
3.882 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.613 |
4.608 |
PP |
4.600 |
4.597 |
S1 |
4.588 |
4.586 |
|