NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.338 |
4.310 |
-0.028 |
-0.6% |
4.600 |
High |
4.343 |
4.313 |
-0.030 |
-0.7% |
4.681 |
Low |
4.270 |
4.154 |
-0.116 |
-2.7% |
4.282 |
Close |
4.313 |
4.196 |
-0.117 |
-2.7% |
4.387 |
Range |
0.073 |
0.159 |
0.086 |
117.8% |
0.399 |
ATR |
0.130 |
0.132 |
0.002 |
1.6% |
0.000 |
Volume |
11,678 |
8,932 |
-2,746 |
-23.5% |
50,830 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.698 |
4.606 |
4.283 |
|
R3 |
4.539 |
4.447 |
4.240 |
|
R2 |
4.380 |
4.380 |
4.225 |
|
R1 |
4.288 |
4.288 |
4.211 |
4.255 |
PP |
4.221 |
4.221 |
4.221 |
4.204 |
S1 |
4.129 |
4.129 |
4.181 |
4.096 |
S2 |
4.062 |
4.062 |
4.167 |
|
S3 |
3.903 |
3.970 |
4.152 |
|
S4 |
3.744 |
3.811 |
4.109 |
|
|
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 |
4.387 |
4.154 |
0.233 |
5.6% |
0.112 |
2.7% |
18% |
False |
True |
11,790 |
10 |
4.694 |
4.154 |
0.540 |
12.9% |
0.113 |
2.7% |
8% |
False |
True |
10,534 |
20 |
5.085 |
4.154 |
0.931 |
22.2% |
0.118 |
2.8% |
5% |
False |
True |
10,592 |
40 |
5.810 |
4.154 |
1.656 |
39.5% |
0.135 |
3.2% |
3% |
False |
True |
8,181 |
60 |
6.075 |
4.154 |
1.921 |
45.8% |
0.151 |
3.6% |
2% |
False |
True |
6,566 |
80 |
6.075 |
4.154 |
1.921 |
45.8% |
0.162 |
3.9% |
2% |
False |
True |
5,521 |
100 |
6.075 |
4.154 |
1.921 |
45.8% |
0.162 |
3.9% |
2% |
False |
True |
4,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.989 |
2.618 |
4.729 |
1.618 |
4.570 |
1.000 |
4.472 |
0.618 |
4.411 |
HIGH |
4.313 |
0.618 |
4.252 |
0.500 |
4.234 |
0.382 |
4.215 |
LOW |
4.154 |
0.618 |
4.056 |
1.000 |
3.995 |
1.618 |
3.897 |
2.618 |
3.738 |
4.250 |
3.478 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.234 |
4.264 |
PP |
4.221 |
4.241 |
S1 |
4.209 |
4.219 |
|