NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.885 |
-0.035 |
-0.9% |
4.218 |
| High |
4.024 |
4.015 |
-0.009 |
-0.2% |
4.231 |
| Low |
3.900 |
3.847 |
-0.053 |
-1.4% |
3.923 |
| Close |
3.916 |
3.973 |
0.057 |
1.5% |
3.930 |
| Range |
0.124 |
0.168 |
0.044 |
35.5% |
0.308 |
| ATR |
0.142 |
0.144 |
0.002 |
1.3% |
0.000 |
| Volume |
61,914 |
87,640 |
25,726 |
41.6% |
268,250 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.449 |
4.379 |
4.065 |
|
| R3 |
4.281 |
4.211 |
4.019 |
|
| R2 |
4.113 |
4.113 |
4.004 |
|
| R1 |
4.043 |
4.043 |
3.988 |
4.078 |
| PP |
3.945 |
3.945 |
3.945 |
3.963 |
| S1 |
3.875 |
3.875 |
3.958 |
3.910 |
| S2 |
3.777 |
3.777 |
3.942 |
|
| S3 |
3.609 |
3.707 |
3.927 |
|
| S4 |
3.441 |
3.539 |
3.881 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.952 |
4.749 |
4.099 |
|
| R3 |
4.644 |
4.441 |
4.015 |
|
| R2 |
4.336 |
4.336 |
3.986 |
|
| R1 |
4.133 |
4.133 |
3.958 |
4.081 |
| PP |
4.028 |
4.028 |
4.028 |
4.002 |
| S1 |
3.825 |
3.825 |
3.902 |
3.773 |
| S2 |
3.720 |
3.720 |
3.874 |
|
| S3 |
3.412 |
3.517 |
3.845 |
|
| S4 |
3.104 |
3.209 |
3.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.198 |
3.847 |
0.351 |
8.8% |
0.135 |
3.4% |
36% |
False |
True |
65,038 |
| 10 |
4.440 |
3.847 |
0.593 |
14.9% |
0.136 |
3.4% |
21% |
False |
True |
64,413 |
| 20 |
4.854 |
3.847 |
1.007 |
25.3% |
0.132 |
3.3% |
13% |
False |
True |
49,588 |
| 40 |
5.683 |
3.847 |
1.836 |
46.2% |
0.152 |
3.8% |
7% |
False |
True |
39,603 |
| 60 |
5.956 |
3.847 |
2.109 |
53.1% |
0.168 |
4.2% |
6% |
False |
True |
30,587 |
| 80 |
5.956 |
3.847 |
2.109 |
53.1% |
0.180 |
4.5% |
6% |
False |
True |
24,600 |
| 100 |
5.956 |
3.847 |
2.109 |
53.1% |
0.182 |
4.6% |
6% |
False |
True |
20,424 |
| 120 |
6.200 |
3.847 |
2.353 |
59.2% |
0.179 |
4.5% |
5% |
False |
True |
17,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.729 |
|
2.618 |
4.455 |
|
1.618 |
4.287 |
|
1.000 |
4.183 |
|
0.618 |
4.119 |
|
HIGH |
4.015 |
|
0.618 |
3.951 |
|
0.500 |
3.931 |
|
0.382 |
3.911 |
|
LOW |
3.847 |
|
0.618 |
3.743 |
|
1.000 |
3.679 |
|
1.618 |
3.575 |
|
2.618 |
3.407 |
|
4.250 |
3.133 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
3.964 |
| PP |
3.945 |
3.955 |
| S1 |
3.931 |
3.947 |
|