NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.711 |
4.786 |
0.075 |
1.6% |
4.912 |
High |
4.815 |
4.789 |
-0.026 |
-0.5% |
5.085 |
Low |
4.668 |
4.656 |
-0.012 |
-0.3% |
4.777 |
Close |
4.789 |
4.672 |
-0.117 |
-2.4% |
4.820 |
Range |
0.147 |
0.133 |
-0.014 |
-9.5% |
0.308 |
ATR |
0.147 |
0.146 |
-0.001 |
-0.7% |
0.000 |
Volume |
13,176 |
22,191 |
9,015 |
68.4% |
44,526 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.105 |
5.021 |
4.745 |
|
R3 |
4.972 |
4.888 |
4.709 |
|
R2 |
4.839 |
4.839 |
4.696 |
|
R1 |
4.755 |
4.755 |
4.684 |
4.731 |
PP |
4.706 |
4.706 |
4.706 |
4.693 |
S1 |
4.622 |
4.622 |
4.660 |
4.598 |
S2 |
4.573 |
4.573 |
4.648 |
|
S3 |
4.440 |
4.489 |
4.635 |
|
S4 |
4.307 |
4.356 |
4.599 |
|
|
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 |
4.843 |
4.656 |
0.187 |
4.0% |
0.111 |
2.4% |
9% |
False |
True |
13,790 |
10 |
5.085 |
4.656 |
0.429 |
9.2% |
0.123 |
2.6% |
4% |
False |
True |
10,649 |
20 |
5.703 |
4.656 |
1.047 |
22.4% |
0.130 |
2.8% |
2% |
False |
True |
8,502 |
40 |
5.900 |
4.656 |
1.244 |
26.6% |
0.152 |
3.3% |
1% |
False |
True |
6,493 |
60 |
6.075 |
4.656 |
1.419 |
30.4% |
0.161 |
3.5% |
1% |
False |
True |
5,224 |
80 |
6.075 |
4.656 |
1.419 |
30.4% |
0.171 |
3.7% |
1% |
False |
True |
4,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.354 |
2.618 |
5.137 |
1.618 |
5.004 |
1.000 |
4.922 |
0.618 |
4.871 |
HIGH |
4.789 |
0.618 |
4.738 |
0.500 |
4.723 |
0.382 |
4.707 |
LOW |
4.656 |
0.618 |
4.574 |
1.000 |
4.523 |
1.618 |
4.441 |
2.618 |
4.308 |
4.250 |
4.091 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.723 |
4.736 |
PP |
4.706 |
4.714 |
S1 |
4.689 |
4.693 |
|