NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.198 |
4.140 |
-0.058 |
-1.4% |
4.443 |
High |
4.198 |
4.160 |
-0.038 |
-0.9% |
4.521 |
Low |
4.110 |
3.989 |
-0.121 |
-2.9% |
4.114 |
Close |
4.154 |
4.029 |
-0.125 |
-3.0% |
4.228 |
Range |
0.088 |
0.171 |
0.083 |
94.3% |
0.407 |
ATR |
0.143 |
0.145 |
0.002 |
1.4% |
0.000 |
Volume |
46,531 |
53,638 |
7,107 |
15.3% |
314,514 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.572 |
4.472 |
4.123 |
|
R3 |
4.401 |
4.301 |
4.076 |
|
R2 |
4.230 |
4.230 |
4.060 |
|
R1 |
4.130 |
4.130 |
4.045 |
4.095 |
PP |
4.059 |
4.059 |
4.059 |
4.042 |
S1 |
3.959 |
3.959 |
4.013 |
3.924 |
S2 |
3.888 |
3.888 |
3.998 |
|
S3 |
3.717 |
3.788 |
3.982 |
|
S4 |
3.546 |
3.617 |
3.935 |
|
|
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 |
4.234 |
3.989 |
0.245 |
6.1% |
0.124 |
3.1% |
16% |
False |
True |
56,723 |
10 |
4.534 |
3.989 |
0.545 |
13.5% |
0.124 |
3.1% |
7% |
False |
True |
55,450 |
20 |
4.931 |
3.989 |
0.942 |
23.4% |
0.132 |
3.3% |
4% |
False |
True |
42,035 |
40 |
5.683 |
3.989 |
1.694 |
42.0% |
0.155 |
3.9% |
2% |
False |
True |
35,056 |
60 |
5.956 |
3.989 |
1.967 |
48.8% |
0.173 |
4.3% |
2% |
False |
True |
27,116 |
80 |
5.956 |
3.989 |
1.967 |
48.8% |
0.184 |
4.6% |
2% |
False |
True |
21,951 |
100 |
5.956 |
3.989 |
1.967 |
48.8% |
0.184 |
4.6% |
2% |
False |
True |
18,323 |
120 |
6.200 |
3.989 |
2.211 |
54.9% |
0.180 |
4.5% |
2% |
False |
True |
15,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.887 |
2.618 |
4.608 |
1.618 |
4.437 |
1.000 |
4.331 |
0.618 |
4.266 |
HIGH |
4.160 |
0.618 |
4.095 |
0.500 |
4.075 |
0.382 |
4.054 |
LOW |
3.989 |
0.618 |
3.883 |
1.000 |
3.818 |
1.618 |
3.712 |
2.618 |
3.541 |
4.250 |
3.262 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.075 |
4.103 |
PP |
4.059 |
4.078 |
S1 |
4.044 |
4.054 |
|