NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.415 |
4.354 |
-0.061 |
-1.4% |
4.550 |
High |
4.440 |
4.357 |
-0.083 |
-1.9% |
4.690 |
Low |
4.352 |
4.119 |
-0.233 |
-5.4% |
4.443 |
Close |
4.371 |
4.153 |
-0.218 |
-5.0% |
4.466 |
Range |
0.088 |
0.238 |
0.150 |
170.5% |
0.247 |
ATR |
0.147 |
0.155 |
0.007 |
5.1% |
0.000 |
Volume |
77,171 |
58,325 |
-18,846 |
-24.4% |
177,646 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.924 |
4.776 |
4.284 |
|
R3 |
4.686 |
4.538 |
4.218 |
|
R2 |
4.448 |
4.448 |
4.197 |
|
R1 |
4.300 |
4.300 |
4.175 |
4.255 |
PP |
4.210 |
4.210 |
4.210 |
4.187 |
S1 |
4.062 |
4.062 |
4.131 |
4.017 |
S2 |
3.972 |
3.972 |
4.109 |
|
S3 |
3.734 |
3.824 |
4.088 |
|
S4 |
3.496 |
3.586 |
4.022 |
|
|
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 |
4.534 |
4.119 |
0.415 |
10.0% |
0.125 |
3.0% |
8% |
False |
True |
54,178 |
10 |
4.690 |
4.119 |
0.571 |
13.7% |
0.128 |
3.1% |
6% |
False |
True |
43,136 |
20 |
5.222 |
4.119 |
1.103 |
26.6% |
0.136 |
3.3% |
3% |
False |
True |
34,164 |
40 |
5.767 |
4.119 |
1.648 |
39.7% |
0.163 |
3.9% |
2% |
False |
True |
29,518 |
60 |
5.956 |
4.119 |
1.837 |
44.2% |
0.180 |
4.3% |
2% |
False |
True |
22,902 |
80 |
5.956 |
4.119 |
1.837 |
44.2% |
0.192 |
4.6% |
2% |
False |
True |
18,615 |
100 |
6.003 |
4.119 |
1.884 |
45.4% |
0.186 |
4.5% |
2% |
False |
True |
15,658 |
120 |
6.200 |
4.119 |
2.081 |
50.1% |
0.181 |
4.4% |
2% |
False |
True |
13,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.369 |
2.618 |
4.980 |
1.618 |
4.742 |
1.000 |
4.595 |
0.618 |
4.504 |
HIGH |
4.357 |
0.618 |
4.266 |
0.500 |
4.238 |
0.382 |
4.210 |
LOW |
4.119 |
0.618 |
3.972 |
1.000 |
3.881 |
1.618 |
3.734 |
2.618 |
3.496 |
4.250 |
3.108 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.238 |
4.307 |
PP |
4.210 |
4.255 |
S1 |
4.181 |
4.204 |
|