NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.304 |
4.318 |
0.014 |
0.3% |
4.600 |
High |
4.373 |
4.374 |
0.001 |
0.0% |
4.681 |
Low |
4.255 |
4.270 |
0.015 |
0.4% |
4.282 |
Close |
4.304 |
4.352 |
0.048 |
1.1% |
4.387 |
Range |
0.118 |
0.104 |
-0.014 |
-11.9% |
0.399 |
ATR |
0.136 |
0.134 |
-0.002 |
-1.7% |
0.000 |
Volume |
11,782 |
10,164 |
-1,618 |
-13.7% |
50,830 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.644 |
4.602 |
4.409 |
|
R3 |
4.540 |
4.498 |
4.381 |
|
R2 |
4.436 |
4.436 |
4.371 |
|
R1 |
4.394 |
4.394 |
4.362 |
4.415 |
PP |
4.332 |
4.332 |
4.332 |
4.343 |
S1 |
4.290 |
4.290 |
4.342 |
4.311 |
S2 |
4.228 |
4.228 |
4.333 |
|
S3 |
4.124 |
4.186 |
4.323 |
|
S4 |
4.020 |
4.082 |
4.295 |
|
|
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 |
4.595 |
4.255 |
0.340 |
7.8% |
0.125 |
2.9% |
29% |
False |
False |
11,346 |
10 |
4.815 |
4.255 |
0.560 |
12.9% |
0.118 |
2.7% |
17% |
False |
False |
12,010 |
20 |
5.148 |
4.255 |
0.893 |
20.5% |
0.117 |
2.7% |
11% |
False |
False |
10,117 |
40 |
5.810 |
4.255 |
1.555 |
35.7% |
0.138 |
3.2% |
6% |
False |
False |
7,797 |
60 |
6.075 |
4.255 |
1.820 |
41.8% |
0.151 |
3.5% |
5% |
False |
False |
6,284 |
80 |
6.075 |
4.255 |
1.820 |
41.8% |
0.166 |
3.8% |
5% |
False |
False |
5,309 |
100 |
6.075 |
4.255 |
1.820 |
41.8% |
0.163 |
3.7% |
5% |
False |
False |
4,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.816 |
2.618 |
4.646 |
1.618 |
4.542 |
1.000 |
4.478 |
0.618 |
4.438 |
HIGH |
4.374 |
0.618 |
4.334 |
0.500 |
4.322 |
0.382 |
4.310 |
LOW |
4.270 |
0.618 |
4.206 |
1.000 |
4.166 |
1.618 |
4.102 |
2.618 |
3.998 |
4.250 |
3.828 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.342 |
4.342 |
PP |
4.332 |
4.331 |
S1 |
4.322 |
4.321 |
|