NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
4.003 |
0.118 |
3.0% |
4.218 |
| High |
4.015 |
4.079 |
0.064 |
1.6% |
4.231 |
| Low |
3.847 |
3.860 |
0.013 |
0.3% |
3.923 |
| Close |
3.973 |
3.869 |
-0.104 |
-2.6% |
3.930 |
| Range |
0.168 |
0.219 |
0.051 |
30.4% |
0.308 |
| ATR |
0.144 |
0.150 |
0.005 |
3.7% |
0.000 |
| Volume |
87,640 |
80,173 |
-7,467 |
-8.5% |
268,250 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.593 |
4.450 |
3.989 |
|
| R3 |
4.374 |
4.231 |
3.929 |
|
| R2 |
4.155 |
4.155 |
3.909 |
|
| R1 |
4.012 |
4.012 |
3.889 |
3.974 |
| PP |
3.936 |
3.936 |
3.936 |
3.917 |
| S1 |
3.793 |
3.793 |
3.849 |
3.755 |
| S2 |
3.717 |
3.717 |
3.829 |
|
| S3 |
3.498 |
3.574 |
3.809 |
|
| S4 |
3.279 |
3.355 |
3.749 |
|
|
| 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 |
4.160 |
3.847 |
0.313 |
8.1% |
0.161 |
4.2% |
7% |
False |
False |
71,767 |
| 10 |
4.357 |
3.847 |
0.510 |
13.2% |
0.149 |
3.9% |
4% |
False |
False |
64,713 |
| 20 |
4.847 |
3.847 |
1.000 |
25.8% |
0.138 |
3.6% |
2% |
False |
False |
52,067 |
| 40 |
5.683 |
3.847 |
1.836 |
47.5% |
0.154 |
4.0% |
1% |
False |
False |
41,225 |
| 60 |
5.956 |
3.847 |
2.109 |
54.5% |
0.170 |
4.4% |
1% |
False |
False |
31,825 |
| 80 |
5.956 |
3.847 |
2.109 |
54.5% |
0.181 |
4.7% |
1% |
False |
False |
25,526 |
| 100 |
5.956 |
3.847 |
2.109 |
54.5% |
0.182 |
4.7% |
1% |
False |
False |
21,190 |
| 120 |
6.200 |
3.847 |
2.353 |
60.8% |
0.180 |
4.6% |
1% |
False |
False |
18,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.010 |
|
2.618 |
4.652 |
|
1.618 |
4.433 |
|
1.000 |
4.298 |
|
0.618 |
4.214 |
|
HIGH |
4.079 |
|
0.618 |
3.995 |
|
0.500 |
3.970 |
|
0.382 |
3.944 |
|
LOW |
3.860 |
|
0.618 |
3.725 |
|
1.000 |
3.641 |
|
1.618 |
3.506 |
|
2.618 |
3.287 |
|
4.250 |
2.929 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.970 |
3.963 |
| PP |
3.936 |
3.932 |
| S1 |
3.903 |
3.900 |
|