NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.838 |
4.850 |
0.012 |
0.2% |
5.016 |
High |
4.910 |
4.890 |
-0.020 |
-0.4% |
5.167 |
Low |
4.767 |
4.750 |
-0.017 |
-0.4% |
4.879 |
Close |
4.886 |
4.778 |
-0.108 |
-2.2% |
4.923 |
Range |
0.143 |
0.140 |
-0.003 |
-2.1% |
0.288 |
ATR |
0.138 |
0.138 |
0.000 |
0.1% |
0.000 |
Volume |
6,527 |
12,405 |
5,878 |
90.1% |
16,283 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.226 |
5.142 |
4.855 |
|
R3 |
5.086 |
5.002 |
4.817 |
|
R2 |
4.946 |
4.946 |
4.804 |
|
R1 |
4.862 |
4.862 |
4.791 |
4.834 |
PP |
4.806 |
4.806 |
4.806 |
4.792 |
S1 |
4.722 |
4.722 |
4.765 |
4.694 |
S2 |
4.666 |
4.666 |
4.752 |
|
S3 |
4.526 |
4.582 |
4.740 |
|
S4 |
4.386 |
4.442 |
4.701 |
|
|
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 |
4.936 |
4.750 |
0.186 |
3.9% |
0.111 |
2.3% |
15% |
False |
True |
6,689 |
10 |
5.170 |
4.750 |
0.420 |
8.8% |
0.115 |
2.4% |
7% |
False |
True |
4,802 |
20 |
5.789 |
4.750 |
1.039 |
21.7% |
0.125 |
2.6% |
3% |
False |
True |
3,907 |
40 |
5.990 |
4.750 |
1.240 |
26.0% |
0.137 |
2.9% |
2% |
False |
True |
2,971 |
60 |
6.160 |
4.750 |
1.410 |
29.5% |
0.142 |
3.0% |
2% |
False |
True |
2,688 |
80 |
6.160 |
4.750 |
1.410 |
29.5% |
0.150 |
3.1% |
2% |
False |
True |
2,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.485 |
2.618 |
5.257 |
1.618 |
5.117 |
1.000 |
5.030 |
0.618 |
4.977 |
HIGH |
4.890 |
0.618 |
4.837 |
0.500 |
4.820 |
0.382 |
4.803 |
LOW |
4.750 |
0.618 |
4.663 |
1.000 |
4.610 |
1.618 |
4.523 |
2.618 |
4.383 |
4.250 |
4.155 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.820 |
4.832 |
PP |
4.806 |
4.814 |
S1 |
4.792 |
4.796 |
|