NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.686 |
4.600 |
-0.086 |
-1.8% |
4.770 |
High |
4.694 |
4.681 |
-0.013 |
-0.3% |
4.815 |
Low |
4.608 |
4.577 |
-0.031 |
-0.7% |
4.608 |
Close |
4.632 |
4.636 |
0.004 |
0.1% |
4.632 |
Range |
0.086 |
0.104 |
0.018 |
20.9% |
0.207 |
ATR |
0.142 |
0.139 |
-0.003 |
-1.9% |
0.000 |
Volume |
11,959 |
8,783 |
-3,176 |
-26.6% |
69,102 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.943 |
4.894 |
4.693 |
|
R3 |
4.839 |
4.790 |
4.665 |
|
R2 |
4.735 |
4.735 |
4.655 |
|
R1 |
4.686 |
4.686 |
4.646 |
4.711 |
PP |
4.631 |
4.631 |
4.631 |
4.644 |
S1 |
4.582 |
4.582 |
4.626 |
4.607 |
S2 |
4.527 |
4.527 |
4.617 |
|
S3 |
4.423 |
4.478 |
4.607 |
|
S4 |
4.319 |
4.374 |
4.579 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.306 |
5.176 |
4.746 |
|
R3 |
5.099 |
4.969 |
4.689 |
|
R2 |
4.892 |
4.892 |
4.670 |
|
R1 |
4.762 |
4.762 |
4.651 |
4.724 |
PP |
4.685 |
4.685 |
4.685 |
4.666 |
S1 |
4.555 |
4.555 |
4.613 |
4.517 |
S2 |
4.478 |
4.478 |
4.594 |
|
S3 |
4.271 |
4.348 |
4.575 |
|
S4 |
4.064 |
4.141 |
4.518 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.815 |
4.577 |
0.238 |
5.1% |
0.118 |
2.5% |
25% |
False |
True |
13,069 |
10 |
5.000 |
4.577 |
0.423 |
9.1% |
0.113 |
2.4% |
14% |
False |
True |
11,606 |
20 |
5.703 |
4.577 |
1.126 |
24.3% |
0.123 |
2.7% |
5% |
False |
True |
8,894 |
40 |
5.894 |
4.577 |
1.317 |
28.4% |
0.144 |
3.1% |
4% |
False |
True |
6,743 |
60 |
6.075 |
4.577 |
1.498 |
32.3% |
0.160 |
3.5% |
4% |
False |
True |
5,487 |
80 |
6.075 |
4.577 |
1.498 |
32.3% |
0.170 |
3.7% |
4% |
False |
True |
4,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.123 |
2.618 |
4.953 |
1.618 |
4.849 |
1.000 |
4.785 |
0.618 |
4.745 |
HIGH |
4.681 |
0.618 |
4.641 |
0.500 |
4.629 |
0.382 |
4.617 |
LOW |
4.577 |
0.618 |
4.513 |
1.000 |
4.473 |
1.618 |
4.409 |
2.618 |
4.305 |
4.250 |
4.135 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.634 |
4.683 |
PP |
4.631 |
4.667 |
S1 |
4.629 |
4.652 |
|