NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.857 |
4.838 |
-0.019 |
-0.4% |
5.016 |
High |
4.914 |
4.910 |
-0.004 |
-0.1% |
5.167 |
Low |
4.796 |
4.767 |
-0.029 |
-0.6% |
4.879 |
Close |
4.836 |
4.886 |
0.050 |
1.0% |
4.923 |
Range |
0.118 |
0.143 |
0.025 |
21.2% |
0.288 |
ATR |
0.138 |
0.138 |
0.000 |
0.3% |
0.000 |
Volume |
4,506 |
6,527 |
2,021 |
44.9% |
16,283 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.283 |
5.228 |
4.965 |
|
R3 |
5.140 |
5.085 |
4.925 |
|
R2 |
4.997 |
4.997 |
4.912 |
|
R1 |
4.942 |
4.942 |
4.899 |
4.970 |
PP |
4.854 |
4.854 |
4.854 |
4.868 |
S1 |
4.799 |
4.799 |
4.873 |
4.827 |
S2 |
4.711 |
4.711 |
4.860 |
|
S3 |
4.568 |
4.656 |
4.847 |
|
S4 |
4.425 |
4.513 |
4.807 |
|
|
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 |
5.081 |
4.767 |
0.314 |
6.4% |
0.124 |
2.5% |
38% |
False |
True |
4,928 |
10 |
5.180 |
4.767 |
0.413 |
8.5% |
0.112 |
2.3% |
29% |
False |
True |
3,767 |
20 |
5.789 |
4.767 |
1.022 |
20.9% |
0.123 |
2.5% |
12% |
False |
True |
3,520 |
40 |
5.990 |
4.767 |
1.223 |
25.0% |
0.136 |
2.8% |
10% |
False |
True |
2,715 |
60 |
6.160 |
4.767 |
1.393 |
28.5% |
0.143 |
2.9% |
9% |
False |
True |
2,516 |
80 |
6.160 |
4.767 |
1.393 |
28.5% |
0.149 |
3.0% |
9% |
False |
True |
2,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.518 |
2.618 |
5.284 |
1.618 |
5.141 |
1.000 |
5.053 |
0.618 |
4.998 |
HIGH |
4.910 |
0.618 |
4.855 |
0.500 |
4.839 |
0.382 |
4.822 |
LOW |
4.767 |
0.618 |
4.679 |
1.000 |
4.624 |
1.618 |
4.536 |
2.618 |
4.393 |
4.250 |
4.159 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.870 |
4.871 |
PP |
4.854 |
4.856 |
S1 |
4.839 |
4.841 |
|