NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.600 |
4.587 |
-0.013 |
-0.3% |
4.770 |
High |
4.681 |
4.652 |
-0.029 |
-0.6% |
4.815 |
Low |
4.577 |
4.570 |
-0.007 |
-0.2% |
4.608 |
Close |
4.636 |
4.587 |
-0.049 |
-1.1% |
4.632 |
Range |
0.104 |
0.082 |
-0.022 |
-21.2% |
0.207 |
ATR |
0.139 |
0.135 |
-0.004 |
-2.9% |
0.000 |
Volume |
8,783 |
7,260 |
-1,523 |
-17.3% |
69,102 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.800 |
4.632 |
|
R3 |
4.767 |
4.718 |
4.610 |
|
R2 |
4.685 |
4.685 |
4.602 |
|
R1 |
4.636 |
4.636 |
4.595 |
4.628 |
PP |
4.603 |
4.603 |
4.603 |
4.599 |
S1 |
4.554 |
4.554 |
4.579 |
4.546 |
S2 |
4.521 |
4.521 |
4.572 |
|
S3 |
4.439 |
4.472 |
4.564 |
|
S4 |
4.357 |
4.390 |
4.542 |
|
|
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 |
4.570 |
0.245 |
5.3% |
0.110 |
2.4% |
7% |
False |
True |
12,673 |
10 |
5.000 |
4.570 |
0.430 |
9.4% |
0.113 |
2.5% |
4% |
False |
True |
11,577 |
20 |
5.571 |
4.570 |
1.001 |
21.8% |
0.118 |
2.6% |
2% |
False |
True |
8,823 |
40 |
5.894 |
4.570 |
1.324 |
28.9% |
0.141 |
3.1% |
1% |
False |
True |
6,768 |
60 |
6.075 |
4.570 |
1.505 |
32.8% |
0.159 |
3.5% |
1% |
False |
True |
5,564 |
80 |
6.075 |
4.570 |
1.505 |
32.8% |
0.169 |
3.7% |
1% |
False |
True |
4,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.001 |
2.618 |
4.867 |
1.618 |
4.785 |
1.000 |
4.734 |
0.618 |
4.703 |
HIGH |
4.652 |
0.618 |
4.621 |
0.500 |
4.611 |
0.382 |
4.601 |
LOW |
4.570 |
0.618 |
4.519 |
1.000 |
4.488 |
1.618 |
4.437 |
2.618 |
4.355 |
4.250 |
4.222 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.611 |
4.632 |
PP |
4.603 |
4.617 |
S1 |
4.595 |
4.602 |
|