NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.321 |
4.321 |
0.000 |
0.0% |
4.600 |
High |
4.509 |
4.387 |
-0.122 |
-2.7% |
4.681 |
Low |
4.289 |
4.282 |
-0.007 |
-0.2% |
4.282 |
Close |
4.321 |
4.387 |
0.066 |
1.5% |
4.387 |
Range |
0.220 |
0.105 |
-0.115 |
-52.3% |
0.399 |
ATR |
0.139 |
0.137 |
-0.002 |
-1.7% |
0.000 |
Volume |
8,650 |
16,396 |
7,746 |
89.5% |
50,830 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.667 |
4.632 |
4.445 |
|
R3 |
4.562 |
4.527 |
4.416 |
|
R2 |
4.457 |
4.457 |
4.406 |
|
R1 |
4.422 |
4.422 |
4.397 |
4.440 |
PP |
4.352 |
4.352 |
4.352 |
4.361 |
S1 |
4.317 |
4.317 |
4.377 |
4.335 |
S2 |
4.247 |
4.247 |
4.368 |
|
S3 |
4.142 |
4.212 |
4.358 |
|
S4 |
4.037 |
4.107 |
4.329 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.647 |
5.416 |
4.606 |
|
R3 |
5.248 |
5.017 |
4.497 |
|
R2 |
4.849 |
4.849 |
4.460 |
|
R1 |
4.618 |
4.618 |
4.424 |
4.534 |
PP |
4.450 |
4.450 |
4.450 |
4.408 |
S1 |
4.219 |
4.219 |
4.350 |
4.135 |
S2 |
4.051 |
4.051 |
4.314 |
|
S3 |
3.652 |
3.820 |
4.277 |
|
S4 |
3.253 |
3.421 |
4.168 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.681 |
4.282 |
0.399 |
9.1% |
0.118 |
2.7% |
26% |
False |
True |
10,166 |
10 |
4.815 |
4.282 |
0.533 |
12.1% |
0.117 |
2.7% |
20% |
False |
True |
11,993 |
20 |
5.216 |
4.282 |
0.934 |
21.3% |
0.119 |
2.7% |
11% |
False |
True |
9,692 |
40 |
5.894 |
4.282 |
1.612 |
36.7% |
0.140 |
3.2% |
7% |
False |
True |
7,373 |
60 |
6.075 |
4.282 |
1.793 |
40.9% |
0.154 |
3.5% |
6% |
False |
True |
6,009 |
80 |
6.075 |
4.282 |
1.793 |
40.9% |
0.167 |
3.8% |
6% |
False |
True |
5,073 |
100 |
6.075 |
4.282 |
1.793 |
40.9% |
0.162 |
3.7% |
6% |
False |
True |
4,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.833 |
2.618 |
4.662 |
1.618 |
4.557 |
1.000 |
4.492 |
0.618 |
4.452 |
HIGH |
4.387 |
0.618 |
4.347 |
0.500 |
4.335 |
0.382 |
4.322 |
LOW |
4.282 |
0.618 |
4.217 |
1.000 |
4.177 |
1.618 |
4.112 |
2.618 |
4.007 |
4.250 |
3.836 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.370 |
4.439 |
PP |
4.352 |
4.421 |
S1 |
4.335 |
4.404 |
|