NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.575 |
4.575 |
0.000 |
0.0% |
4.820 |
High |
4.690 |
4.657 |
-0.033 |
-0.7% |
4.931 |
Low |
4.536 |
4.512 |
-0.024 |
-0.5% |
4.612 |
Close |
4.575 |
4.624 |
0.049 |
1.1% |
4.659 |
Range |
0.154 |
0.145 |
-0.009 |
-5.8% |
0.319 |
ATR |
0.166 |
0.164 |
-0.001 |
-0.9% |
0.000 |
Volume |
27,876 |
28,728 |
852 |
3.1% |
135,063 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.033 |
4.973 |
4.704 |
|
R3 |
4.888 |
4.828 |
4.664 |
|
R2 |
4.743 |
4.743 |
4.651 |
|
R1 |
4.683 |
4.683 |
4.637 |
4.713 |
PP |
4.598 |
4.598 |
4.598 |
4.613 |
S1 |
4.538 |
4.538 |
4.611 |
4.568 |
S2 |
4.453 |
4.453 |
4.597 |
|
S3 |
4.308 |
4.393 |
4.584 |
|
S4 |
4.163 |
4.248 |
4.544 |
|
|
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 |
4.847 |
4.512 |
0.335 |
7.2% |
0.143 |
3.1% |
33% |
False |
True |
27,244 |
10 |
4.951 |
4.512 |
0.439 |
9.5% |
0.137 |
3.0% |
26% |
False |
True |
26,416 |
20 |
5.572 |
4.512 |
1.060 |
22.9% |
0.153 |
3.3% |
11% |
False |
True |
28,968 |
40 |
5.767 |
4.512 |
1.255 |
27.1% |
0.175 |
3.8% |
9% |
False |
True |
23,755 |
60 |
5.956 |
4.512 |
1.444 |
31.2% |
0.185 |
4.0% |
8% |
False |
True |
18,420 |
80 |
5.956 |
4.512 |
1.444 |
31.2% |
0.194 |
4.2% |
8% |
False |
True |
14,928 |
100 |
6.200 |
4.512 |
1.688 |
36.5% |
0.188 |
4.1% |
7% |
False |
True |
12,640 |
120 |
6.200 |
4.512 |
1.688 |
36.5% |
0.182 |
3.9% |
7% |
False |
True |
10,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.273 |
2.618 |
5.037 |
1.618 |
4.892 |
1.000 |
4.802 |
0.618 |
4.747 |
HIGH |
4.657 |
0.618 |
4.602 |
0.500 |
4.585 |
0.382 |
4.567 |
LOW |
4.512 |
0.618 |
4.422 |
1.000 |
4.367 |
1.618 |
4.277 |
2.618 |
4.132 |
4.250 |
3.896 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.611 |
4.616 |
PP |
4.598 |
4.609 |
S1 |
4.585 |
4.601 |
|