NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.354 |
4.158 |
-0.196 |
-4.5% |
4.443 |
High |
4.357 |
4.234 |
-0.123 |
-2.8% |
4.521 |
Low |
4.119 |
4.114 |
-0.005 |
-0.1% |
4.114 |
Close |
4.153 |
4.228 |
0.075 |
1.8% |
4.228 |
Range |
0.238 |
0.120 |
-0.118 |
-49.6% |
0.407 |
ATR |
0.155 |
0.152 |
-0.002 |
-1.6% |
0.000 |
Volume |
58,325 |
90,835 |
32,510 |
55.7% |
314,514 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.552 |
4.510 |
4.294 |
|
R3 |
4.432 |
4.390 |
4.261 |
|
R2 |
4.312 |
4.312 |
4.250 |
|
R1 |
4.270 |
4.270 |
4.239 |
4.291 |
PP |
4.192 |
4.192 |
4.192 |
4.203 |
S1 |
4.150 |
4.150 |
4.217 |
4.171 |
S2 |
4.072 |
4.072 |
4.206 |
|
S3 |
3.952 |
4.030 |
4.195 |
|
S4 |
3.832 |
3.910 |
4.162 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.509 |
5.275 |
4.452 |
|
R3 |
5.102 |
4.868 |
4.340 |
|
R2 |
4.695 |
4.695 |
4.303 |
|
R1 |
4.461 |
4.461 |
4.265 |
4.375 |
PP |
4.288 |
4.288 |
4.288 |
4.244 |
S1 |
4.054 |
4.054 |
4.191 |
3.968 |
S2 |
3.881 |
3.881 |
4.153 |
|
S3 |
3.474 |
3.647 |
4.116 |
|
S4 |
3.067 |
3.240 |
4.004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.521 |
4.114 |
0.407 |
9.6% |
0.131 |
3.1% |
28% |
False |
True |
62,902 |
10 |
4.690 |
4.114 |
0.576 |
13.6% |
0.132 |
3.1% |
20% |
False |
True |
49,216 |
20 |
5.066 |
4.114 |
0.952 |
22.5% |
0.135 |
3.2% |
12% |
False |
True |
37,311 |
40 |
5.767 |
4.114 |
1.653 |
39.1% |
0.161 |
3.8% |
7% |
False |
True |
31,576 |
60 |
5.956 |
4.114 |
1.842 |
43.6% |
0.177 |
4.2% |
6% |
False |
True |
24,308 |
80 |
5.956 |
4.114 |
1.842 |
43.6% |
0.191 |
4.5% |
6% |
False |
True |
19,718 |
100 |
5.956 |
4.114 |
1.842 |
43.6% |
0.185 |
4.4% |
6% |
False |
True |
16,531 |
120 |
6.200 |
4.114 |
2.086 |
49.3% |
0.181 |
4.3% |
5% |
False |
True |
14,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.744 |
2.618 |
4.548 |
1.618 |
4.428 |
1.000 |
4.354 |
0.618 |
4.308 |
HIGH |
4.234 |
0.618 |
4.188 |
0.500 |
4.174 |
0.382 |
4.160 |
LOW |
4.114 |
0.618 |
4.040 |
1.000 |
3.994 |
1.618 |
3.920 |
2.618 |
3.800 |
4.250 |
3.604 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.210 |
4.277 |
PP |
4.192 |
4.261 |
S1 |
4.174 |
4.244 |
|