NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.776 |
4.711 |
-0.065 |
-1.4% |
4.912 |
High |
4.812 |
4.815 |
0.003 |
0.1% |
5.085 |
Low |
4.693 |
4.668 |
-0.025 |
-0.5% |
4.777 |
Close |
4.735 |
4.789 |
0.054 |
1.1% |
4.820 |
Range |
0.119 |
0.147 |
0.028 |
23.5% |
0.308 |
ATR |
0.147 |
0.147 |
0.000 |
0.0% |
0.000 |
Volume |
9,236 |
13,176 |
3,940 |
42.7% |
44,526 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.198 |
5.141 |
4.870 |
|
R3 |
5.051 |
4.994 |
4.829 |
|
R2 |
4.904 |
4.904 |
4.816 |
|
R1 |
4.847 |
4.847 |
4.802 |
4.876 |
PP |
4.757 |
4.757 |
4.757 |
4.772 |
S1 |
4.700 |
4.700 |
4.776 |
4.729 |
S2 |
4.610 |
4.610 |
4.762 |
|
S3 |
4.463 |
4.553 |
4.749 |
|
S4 |
4.316 |
4.406 |
4.708 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.818 |
5.627 |
4.989 |
|
R3 |
5.510 |
5.319 |
4.905 |
|
R2 |
5.202 |
5.202 |
4.876 |
|
R1 |
5.011 |
5.011 |
4.848 |
4.953 |
PP |
4.894 |
4.894 |
4.894 |
4.865 |
S1 |
4.703 |
4.703 |
4.792 |
4.645 |
S2 |
4.586 |
4.586 |
4.764 |
|
S3 |
4.278 |
4.395 |
4.735 |
|
S4 |
3.970 |
4.087 |
4.651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.987 |
4.668 |
0.319 |
6.7% |
0.127 |
2.6% |
38% |
False |
True |
11,261 |
10 |
5.085 |
4.668 |
0.417 |
8.7% |
0.119 |
2.5% |
29% |
False |
True |
8,960 |
20 |
5.703 |
4.668 |
1.035 |
21.6% |
0.129 |
2.7% |
12% |
False |
True |
7,795 |
40 |
5.900 |
4.668 |
1.232 |
25.7% |
0.153 |
3.2% |
10% |
False |
True |
6,071 |
60 |
6.075 |
4.668 |
1.407 |
29.4% |
0.163 |
3.4% |
9% |
False |
True |
4,909 |
80 |
6.075 |
4.668 |
1.407 |
29.4% |
0.171 |
3.6% |
9% |
False |
True |
4,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.440 |
2.618 |
5.200 |
1.618 |
5.053 |
1.000 |
4.962 |
0.618 |
4.906 |
HIGH |
4.815 |
0.618 |
4.759 |
0.500 |
4.742 |
0.382 |
4.724 |
LOW |
4.668 |
0.618 |
4.577 |
1.000 |
4.521 |
1.618 |
4.430 |
2.618 |
4.283 |
4.250 |
4.043 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.773 |
4.773 |
PP |
4.757 |
4.757 |
S1 |
4.742 |
4.742 |
|