NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.460 |
4.415 |
-0.045 |
-1.0% |
4.550 |
High |
4.494 |
4.440 |
-0.054 |
-1.2% |
4.690 |
Low |
4.400 |
4.352 |
-0.048 |
-1.1% |
4.443 |
Close |
4.418 |
4.371 |
-0.047 |
-1.1% |
4.466 |
Range |
0.094 |
0.088 |
-0.006 |
-6.4% |
0.247 |
ATR |
0.152 |
0.147 |
-0.005 |
-3.0% |
0.000 |
Volume |
60,385 |
77,171 |
16,786 |
27.8% |
177,646 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.652 |
4.599 |
4.419 |
|
R3 |
4.564 |
4.511 |
4.395 |
|
R2 |
4.476 |
4.476 |
4.387 |
|
R1 |
4.423 |
4.423 |
4.379 |
4.406 |
PP |
4.388 |
4.388 |
4.388 |
4.379 |
S1 |
4.335 |
4.335 |
4.363 |
4.318 |
S2 |
4.300 |
4.300 |
4.355 |
|
S3 |
4.212 |
4.247 |
4.347 |
|
S4 |
4.124 |
4.159 |
4.323 |
|
|
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 |
4.655 |
4.352 |
0.303 |
6.9% |
0.111 |
2.5% |
6% |
False |
True |
51,596 |
10 |
4.847 |
4.352 |
0.495 |
11.3% |
0.127 |
2.9% |
4% |
False |
True |
39,420 |
20 |
5.444 |
4.352 |
1.092 |
25.0% |
0.136 |
3.1% |
2% |
False |
True |
32,293 |
40 |
5.767 |
4.352 |
1.415 |
32.4% |
0.160 |
3.7% |
1% |
False |
True |
28,412 |
60 |
5.956 |
4.352 |
1.604 |
36.7% |
0.178 |
4.1% |
1% |
False |
True |
22,183 |
80 |
5.956 |
4.352 |
1.604 |
36.7% |
0.191 |
4.4% |
1% |
False |
True |
17,943 |
100 |
6.120 |
4.352 |
1.768 |
40.4% |
0.185 |
4.2% |
1% |
False |
True |
15,103 |
120 |
6.200 |
4.352 |
1.848 |
42.3% |
0.181 |
4.1% |
1% |
False |
True |
12,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.814 |
2.618 |
4.670 |
1.618 |
4.582 |
1.000 |
4.528 |
0.618 |
4.494 |
HIGH |
4.440 |
0.618 |
4.406 |
0.500 |
4.396 |
0.382 |
4.386 |
LOW |
4.352 |
0.618 |
4.298 |
1.000 |
4.264 |
1.618 |
4.210 |
2.618 |
4.122 |
4.250 |
3.978 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.396 |
4.437 |
PP |
4.388 |
4.415 |
S1 |
4.379 |
4.393 |
|