NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.587 |
4.533 |
-0.054 |
-1.2% |
4.770 |
High |
4.652 |
4.595 |
-0.057 |
-1.2% |
4.815 |
Low |
4.570 |
4.515 |
-0.055 |
-1.2% |
4.608 |
Close |
4.587 |
4.533 |
-0.054 |
-1.2% |
4.632 |
Range |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.207 |
ATR |
0.135 |
0.131 |
-0.004 |
-2.9% |
0.000 |
Volume |
7,260 |
9,741 |
2,481 |
34.2% |
69,102 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.788 |
4.740 |
4.577 |
|
R3 |
4.708 |
4.660 |
4.555 |
|
R2 |
4.628 |
4.628 |
4.548 |
|
R1 |
4.580 |
4.580 |
4.540 |
4.573 |
PP |
4.548 |
4.548 |
4.548 |
4.544 |
S1 |
4.500 |
4.500 |
4.526 |
4.493 |
S2 |
4.468 |
4.468 |
4.518 |
|
S3 |
4.388 |
4.420 |
4.511 |
|
S4 |
4.308 |
4.340 |
4.489 |
|
|
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 |
4.789 |
4.515 |
0.274 |
6.0% |
0.097 |
2.1% |
7% |
False |
True |
11,986 |
10 |
4.987 |
4.515 |
0.472 |
10.4% |
0.112 |
2.5% |
4% |
False |
True |
11,624 |
20 |
5.524 |
4.515 |
1.009 |
22.3% |
0.117 |
2.6% |
2% |
False |
True |
9,053 |
40 |
5.894 |
4.515 |
1.379 |
30.4% |
0.139 |
3.1% |
1% |
False |
True |
6,901 |
60 |
6.075 |
4.515 |
1.560 |
34.4% |
0.156 |
3.4% |
1% |
False |
True |
5,695 |
80 |
6.075 |
4.515 |
1.560 |
34.4% |
0.167 |
3.7% |
1% |
False |
True |
4,793 |
100 |
6.194 |
4.515 |
1.679 |
37.0% |
0.163 |
3.6% |
1% |
False |
True |
4,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.935 |
2.618 |
4.804 |
1.618 |
4.724 |
1.000 |
4.675 |
0.618 |
4.644 |
HIGH |
4.595 |
0.618 |
4.564 |
0.500 |
4.555 |
0.382 |
4.546 |
LOW |
4.515 |
0.618 |
4.466 |
1.000 |
4.435 |
1.618 |
4.386 |
2.618 |
4.306 |
4.250 |
4.175 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.555 |
4.598 |
PP |
4.548 |
4.576 |
S1 |
4.540 |
4.555 |
|