NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.645 |
4.503 |
-0.142 |
-3.1% |
4.550 |
High |
4.655 |
4.534 |
-0.121 |
-2.6% |
4.690 |
Low |
4.487 |
4.443 |
-0.044 |
-1.0% |
4.443 |
Close |
4.506 |
4.466 |
-0.040 |
-0.9% |
4.466 |
Range |
0.168 |
0.091 |
-0.077 |
-45.8% |
0.247 |
ATR |
0.165 |
0.159 |
-0.005 |
-3.2% |
0.000 |
Volume |
45,419 |
47,211 |
1,792 |
3.9% |
177,646 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.754 |
4.701 |
4.516 |
|
R3 |
4.663 |
4.610 |
4.491 |
|
R2 |
4.572 |
4.572 |
4.483 |
|
R1 |
4.519 |
4.519 |
4.474 |
4.500 |
PP |
4.481 |
4.481 |
4.481 |
4.472 |
S1 |
4.428 |
4.428 |
4.458 |
4.409 |
S2 |
4.390 |
4.390 |
4.449 |
|
S3 |
4.299 |
4.337 |
4.441 |
|
S4 |
4.208 |
4.246 |
4.416 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.274 |
5.117 |
4.602 |
|
R3 |
5.027 |
4.870 |
4.534 |
|
R2 |
4.780 |
4.780 |
4.511 |
|
R1 |
4.623 |
4.623 |
4.489 |
4.578 |
PP |
4.533 |
4.533 |
4.533 |
4.511 |
S1 |
4.376 |
4.376 |
4.443 |
4.331 |
S2 |
4.286 |
4.286 |
4.421 |
|
S3 |
4.039 |
4.129 |
4.398 |
|
S4 |
3.792 |
3.882 |
4.330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.690 |
4.443 |
0.247 |
5.5% |
0.134 |
3.0% |
9% |
False |
True |
35,529 |
10 |
4.931 |
4.443 |
0.488 |
10.9% |
0.138 |
3.1% |
5% |
False |
True |
31,270 |
20 |
5.572 |
4.443 |
1.129 |
25.3% |
0.154 |
3.4% |
2% |
False |
True |
28,409 |
40 |
5.767 |
4.443 |
1.324 |
29.6% |
0.169 |
3.8% |
2% |
False |
True |
25,438 |
60 |
5.956 |
4.443 |
1.513 |
33.9% |
0.182 |
4.1% |
2% |
False |
True |
19,688 |
80 |
5.956 |
4.443 |
1.513 |
33.9% |
0.194 |
4.4% |
2% |
False |
True |
15,991 |
100 |
6.200 |
4.443 |
1.757 |
39.3% |
0.186 |
4.2% |
1% |
False |
True |
13,519 |
120 |
6.200 |
4.443 |
1.757 |
39.3% |
0.181 |
4.1% |
1% |
False |
True |
11,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.921 |
2.618 |
4.772 |
1.618 |
4.681 |
1.000 |
4.625 |
0.618 |
4.590 |
HIGH |
4.534 |
0.618 |
4.499 |
0.500 |
4.489 |
0.382 |
4.478 |
LOW |
4.443 |
0.618 |
4.387 |
1.000 |
4.352 |
1.618 |
4.296 |
2.618 |
4.205 |
4.250 |
4.056 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.489 |
4.550 |
PP |
4.481 |
4.522 |
S1 |
4.474 |
4.494 |
|