NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.158 |
4.218 |
0.060 |
1.4% |
4.443 |
High |
4.234 |
4.231 |
-0.003 |
-0.1% |
4.521 |
Low |
4.114 |
4.093 |
-0.021 |
-0.5% |
4.114 |
Close |
4.228 |
4.145 |
-0.083 |
-2.0% |
4.228 |
Range |
0.120 |
0.138 |
0.018 |
15.0% |
0.407 |
ATR |
0.152 |
0.151 |
-0.001 |
-0.7% |
0.000 |
Volume |
90,835 |
43,351 |
-47,484 |
-52.3% |
314,514 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.570 |
4.496 |
4.221 |
|
R3 |
4.432 |
4.358 |
4.183 |
|
R2 |
4.294 |
4.294 |
4.170 |
|
R1 |
4.220 |
4.220 |
4.158 |
4.188 |
PP |
4.156 |
4.156 |
4.156 |
4.141 |
S1 |
4.082 |
4.082 |
4.132 |
4.050 |
S2 |
4.018 |
4.018 |
4.120 |
|
S3 |
3.880 |
3.944 |
4.107 |
|
S4 |
3.742 |
3.806 |
4.069 |
|
|
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 |
4.494 |
4.093 |
0.401 |
9.7% |
0.136 |
3.3% |
13% |
False |
True |
66,013 |
10 |
4.690 |
4.093 |
0.597 |
14.4% |
0.135 |
3.3% |
9% |
False |
True |
50,709 |
20 |
5.006 |
4.093 |
0.913 |
22.0% |
0.134 |
3.2% |
6% |
False |
True |
38,131 |
40 |
5.754 |
4.093 |
1.661 |
40.1% |
0.162 |
3.9% |
3% |
False |
True |
32,327 |
60 |
5.956 |
4.093 |
1.863 |
44.9% |
0.176 |
4.2% |
3% |
False |
True |
24,934 |
80 |
5.956 |
4.093 |
1.863 |
44.9% |
0.191 |
4.6% |
3% |
False |
True |
20,228 |
100 |
5.956 |
4.093 |
1.863 |
44.9% |
0.184 |
4.4% |
3% |
False |
True |
16,930 |
120 |
6.200 |
4.093 |
2.107 |
50.8% |
0.182 |
4.4% |
2% |
False |
True |
14,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.818 |
2.618 |
4.592 |
1.618 |
4.454 |
1.000 |
4.369 |
0.618 |
4.316 |
HIGH |
4.231 |
0.618 |
4.178 |
0.500 |
4.162 |
0.382 |
4.146 |
LOW |
4.093 |
0.618 |
4.008 |
1.000 |
3.955 |
1.618 |
3.870 |
2.618 |
3.732 |
4.250 |
3.507 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.162 |
4.225 |
PP |
4.156 |
4.198 |
S1 |
4.151 |
4.172 |
|