NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.906 |
4.856 |
-0.050 |
-1.0% |
5.016 |
High |
4.936 |
4.900 |
-0.036 |
-0.7% |
5.167 |
Low |
4.888 |
4.793 |
-0.095 |
-1.9% |
4.879 |
Close |
4.923 |
4.856 |
-0.067 |
-1.4% |
4.923 |
Range |
0.048 |
0.107 |
0.059 |
122.9% |
0.288 |
ATR |
0.140 |
0.139 |
-0.001 |
-0.5% |
0.000 |
Volume |
4,945 |
5,064 |
119 |
2.4% |
16,283 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.171 |
5.120 |
4.915 |
|
R3 |
5.064 |
5.013 |
4.885 |
|
R2 |
4.957 |
4.957 |
4.876 |
|
R1 |
4.906 |
4.906 |
4.866 |
4.910 |
PP |
4.850 |
4.850 |
4.850 |
4.851 |
S1 |
4.799 |
4.799 |
4.846 |
4.803 |
S2 |
4.743 |
4.743 |
4.836 |
|
S3 |
4.636 |
4.692 |
4.827 |
|
S4 |
4.529 |
4.585 |
4.797 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.854 |
5.676 |
5.081 |
|
R3 |
5.566 |
5.388 |
5.002 |
|
R2 |
5.278 |
5.278 |
4.976 |
|
R1 |
5.100 |
5.100 |
4.949 |
5.045 |
PP |
4.990 |
4.990 |
4.990 |
4.962 |
S1 |
4.812 |
4.812 |
4.897 |
4.757 |
S2 |
4.702 |
4.702 |
4.870 |
|
S3 |
4.414 |
4.524 |
4.844 |
|
S4 |
4.126 |
4.236 |
4.765 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.096 |
4.793 |
0.303 |
6.2% |
0.105 |
2.2% |
21% |
False |
True |
3,780 |
10 |
5.250 |
4.793 |
0.457 |
9.4% |
0.110 |
2.3% |
14% |
False |
True |
3,434 |
20 |
5.884 |
4.793 |
1.091 |
22.5% |
0.129 |
2.7% |
6% |
False |
True |
3,251 |
40 |
5.990 |
4.793 |
1.197 |
24.6% |
0.136 |
2.8% |
5% |
False |
True |
2,502 |
60 |
6.160 |
4.793 |
1.367 |
28.2% |
0.148 |
3.0% |
5% |
False |
True |
2,416 |
80 |
6.160 |
4.793 |
1.367 |
28.2% |
0.148 |
3.0% |
5% |
False |
True |
2,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.355 |
2.618 |
5.180 |
1.618 |
5.073 |
1.000 |
5.007 |
0.618 |
4.966 |
HIGH |
4.900 |
0.618 |
4.859 |
0.500 |
4.847 |
0.382 |
4.834 |
LOW |
4.793 |
0.618 |
4.727 |
1.000 |
4.686 |
1.618 |
4.620 |
2.618 |
4.513 |
4.250 |
4.338 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.937 |
PP |
4.850 |
4.910 |
S1 |
4.847 |
4.883 |
|