NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.114 |
4.070 |
-0.044 |
-1.1% |
4.304 |
High |
4.202 |
4.178 |
-0.024 |
-0.6% |
4.374 |
Low |
4.085 |
4.035 |
-0.050 |
-1.2% |
4.098 |
Close |
4.101 |
4.166 |
0.065 |
1.6% |
4.104 |
Range |
0.117 |
0.143 |
0.026 |
22.2% |
0.276 |
ATR |
0.129 |
0.130 |
0.001 |
0.8% |
0.000 |
Volume |
12,095 |
14,153 |
2,058 |
17.0% |
56,935 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.555 |
4.504 |
4.245 |
|
R3 |
4.412 |
4.361 |
4.205 |
|
R2 |
4.269 |
4.269 |
4.192 |
|
R1 |
4.218 |
4.218 |
4.179 |
4.244 |
PP |
4.126 |
4.126 |
4.126 |
4.139 |
S1 |
4.075 |
4.075 |
4.153 |
4.101 |
S2 |
3.983 |
3.983 |
4.140 |
|
S3 |
3.840 |
3.932 |
4.127 |
|
S4 |
3.697 |
3.789 |
4.087 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.020 |
4.838 |
4.256 |
|
R3 |
4.744 |
4.562 |
4.180 |
|
R2 |
4.468 |
4.468 |
4.155 |
|
R1 |
4.286 |
4.286 |
4.129 |
4.239 |
PP |
4.192 |
4.192 |
4.192 |
4.169 |
S1 |
4.010 |
4.010 |
4.079 |
3.963 |
S2 |
3.916 |
3.916 |
4.053 |
|
S3 |
3.640 |
3.734 |
4.028 |
|
S4 |
3.364 |
3.458 |
3.952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.343 |
4.035 |
0.308 |
7.4% |
0.119 |
2.8% |
43% |
False |
True |
12,247 |
10 |
4.595 |
4.035 |
0.560 |
13.4% |
0.122 |
2.9% |
23% |
False |
True |
11,797 |
20 |
5.000 |
4.035 |
0.965 |
23.2% |
0.118 |
2.8% |
14% |
False |
True |
11,687 |
40 |
5.810 |
4.035 |
1.775 |
42.6% |
0.131 |
3.2% |
7% |
False |
True |
8,874 |
60 |
6.050 |
4.035 |
2.015 |
48.4% |
0.146 |
3.5% |
7% |
False |
True |
7,150 |
80 |
6.075 |
4.035 |
2.040 |
49.0% |
0.158 |
3.8% |
6% |
False |
True |
5,970 |
100 |
6.075 |
4.035 |
2.040 |
49.0% |
0.160 |
3.8% |
6% |
False |
True |
5,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.552 |
1.618 |
4.409 |
1.000 |
4.321 |
0.618 |
4.266 |
HIGH |
4.178 |
0.618 |
4.123 |
0.500 |
4.107 |
0.382 |
4.090 |
LOW |
4.035 |
0.618 |
3.947 |
1.000 |
3.892 |
1.618 |
3.804 |
2.618 |
3.661 |
4.250 |
3.427 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.146 |
4.150 |
PP |
4.126 |
4.134 |
S1 |
4.107 |
4.119 |
|