NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.533 |
4.321 |
-0.212 |
-4.7% |
4.770 |
High |
4.595 |
4.509 |
-0.086 |
-1.9% |
4.815 |
Low |
4.515 |
4.289 |
-0.226 |
-5.0% |
4.608 |
Close |
4.533 |
4.321 |
-0.212 |
-4.7% |
4.632 |
Range |
0.080 |
0.220 |
0.140 |
175.0% |
0.207 |
ATR |
0.131 |
0.139 |
0.008 |
6.2% |
0.000 |
Volume |
9,741 |
8,650 |
-1,091 |
-11.2% |
69,102 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.033 |
4.897 |
4.442 |
|
R3 |
4.813 |
4.677 |
4.382 |
|
R2 |
4.593 |
4.593 |
4.361 |
|
R1 |
4.457 |
4.457 |
4.341 |
4.431 |
PP |
4.373 |
4.373 |
4.373 |
4.360 |
S1 |
4.237 |
4.237 |
4.301 |
4.211 |
S2 |
4.153 |
4.153 |
4.281 |
|
S3 |
3.933 |
4.017 |
4.261 |
|
S4 |
3.713 |
3.797 |
4.200 |
|
|
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 |
4.694 |
4.289 |
0.405 |
9.4% |
0.114 |
2.6% |
8% |
False |
True |
9,278 |
10 |
4.843 |
4.289 |
0.554 |
12.8% |
0.113 |
2.6% |
6% |
False |
True |
11,534 |
20 |
5.330 |
4.289 |
1.041 |
24.1% |
0.119 |
2.8% |
3% |
False |
True |
9,244 |
40 |
5.894 |
4.289 |
1.605 |
37.1% |
0.141 |
3.3% |
2% |
False |
True |
7,002 |
60 |
6.075 |
4.289 |
1.786 |
41.3% |
0.157 |
3.6% |
2% |
False |
True |
5,775 |
80 |
6.075 |
4.289 |
1.786 |
41.3% |
0.168 |
3.9% |
2% |
False |
True |
4,881 |
100 |
6.152 |
4.289 |
1.863 |
43.1% |
0.163 |
3.8% |
2% |
False |
True |
4,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.444 |
2.618 |
5.085 |
1.618 |
4.865 |
1.000 |
4.729 |
0.618 |
4.645 |
HIGH |
4.509 |
0.618 |
4.425 |
0.500 |
4.399 |
0.382 |
4.373 |
LOW |
4.289 |
0.618 |
4.153 |
1.000 |
4.069 |
1.618 |
3.933 |
2.618 |
3.713 |
4.250 |
3.354 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.399 |
4.471 |
PP |
4.373 |
4.421 |
S1 |
4.347 |
4.371 |
|