NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.503 |
4.443 |
-0.060 |
-1.3% |
4.550 |
High |
4.534 |
4.521 |
-0.013 |
-0.3% |
4.690 |
Low |
4.443 |
4.407 |
-0.036 |
-0.8% |
4.443 |
Close |
4.466 |
4.467 |
0.001 |
0.0% |
4.466 |
Range |
0.091 |
0.114 |
0.023 |
25.3% |
0.247 |
ATR |
0.159 |
0.156 |
-0.003 |
-2.0% |
0.000 |
Volume |
47,211 |
27,798 |
-19,413 |
-41.1% |
177,646 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.807 |
4.751 |
4.530 |
|
R3 |
4.693 |
4.637 |
4.498 |
|
R2 |
4.579 |
4.579 |
4.488 |
|
R1 |
4.523 |
4.523 |
4.477 |
4.551 |
PP |
4.465 |
4.465 |
4.465 |
4.479 |
S1 |
4.409 |
4.409 |
4.457 |
4.437 |
S2 |
4.351 |
4.351 |
4.446 |
|
S3 |
4.237 |
4.295 |
4.436 |
|
S4 |
4.123 |
4.181 |
4.404 |
|
|
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 |
4.407 |
0.283 |
6.3% |
0.134 |
3.0% |
21% |
False |
True |
35,406 |
10 |
4.854 |
4.407 |
0.447 |
10.0% |
0.129 |
2.9% |
13% |
False |
True |
31,659 |
20 |
5.572 |
4.407 |
1.165 |
26.1% |
0.144 |
3.2% |
5% |
False |
True |
27,858 |
40 |
5.767 |
4.407 |
1.360 |
30.4% |
0.165 |
3.7% |
4% |
False |
True |
25,666 |
60 |
5.956 |
4.407 |
1.549 |
34.7% |
0.183 |
4.1% |
4% |
False |
True |
20,072 |
80 |
5.956 |
4.407 |
1.549 |
34.7% |
0.193 |
4.3% |
4% |
False |
True |
16,295 |
100 |
6.200 |
4.407 |
1.793 |
40.1% |
0.186 |
4.2% |
3% |
False |
True |
13,782 |
120 |
6.200 |
4.407 |
1.793 |
40.1% |
0.181 |
4.1% |
3% |
False |
True |
11,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.006 |
2.618 |
4.819 |
1.618 |
4.705 |
1.000 |
4.635 |
0.618 |
4.591 |
HIGH |
4.521 |
0.618 |
4.477 |
0.500 |
4.464 |
0.382 |
4.451 |
LOW |
4.407 |
0.618 |
4.337 |
1.000 |
4.293 |
1.618 |
4.223 |
2.618 |
4.109 |
4.250 |
3.923 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.466 |
4.531 |
PP |
4.465 |
4.510 |
S1 |
4.464 |
4.488 |
|