NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.850 |
4.783 |
-0.067 |
-1.4% |
4.856 |
High |
4.890 |
4.800 |
-0.090 |
-1.8% |
4.914 |
Low |
4.750 |
4.717 |
-0.033 |
-0.7% |
4.717 |
Close |
4.778 |
4.740 |
-0.038 |
-0.8% |
4.740 |
Range |
0.140 |
0.083 |
-0.057 |
-40.7% |
0.197 |
ATR |
0.138 |
0.134 |
-0.004 |
-2.9% |
0.000 |
Volume |
12,405 |
8,994 |
-3,411 |
-27.5% |
37,496 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.001 |
4.954 |
4.786 |
|
R3 |
4.918 |
4.871 |
4.763 |
|
R2 |
4.835 |
4.835 |
4.755 |
|
R1 |
4.788 |
4.788 |
4.748 |
4.770 |
PP |
4.752 |
4.752 |
4.752 |
4.744 |
S1 |
4.705 |
4.705 |
4.732 |
4.687 |
S2 |
4.669 |
4.669 |
4.725 |
|
S3 |
4.586 |
4.622 |
4.717 |
|
S4 |
4.503 |
4.539 |
4.694 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.381 |
5.258 |
4.848 |
|
R3 |
5.184 |
5.061 |
4.794 |
|
R2 |
4.987 |
4.987 |
4.776 |
|
R1 |
4.864 |
4.864 |
4.758 |
4.827 |
PP |
4.790 |
4.790 |
4.790 |
4.772 |
S1 |
4.667 |
4.667 |
4.722 |
4.630 |
S2 |
4.593 |
4.593 |
4.704 |
|
S3 |
4.396 |
4.470 |
4.686 |
|
S4 |
4.199 |
4.273 |
4.632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.914 |
4.717 |
0.197 |
4.2% |
0.118 |
2.5% |
12% |
False |
True |
7,499 |
10 |
5.167 |
4.717 |
0.450 |
9.5% |
0.117 |
2.5% |
5% |
False |
True |
5,377 |
20 |
5.789 |
4.717 |
1.072 |
22.6% |
0.125 |
2.6% |
2% |
False |
True |
4,213 |
40 |
5.990 |
4.717 |
1.273 |
26.9% |
0.132 |
2.8% |
2% |
False |
True |
3,163 |
60 |
6.160 |
4.717 |
1.443 |
30.4% |
0.140 |
3.0% |
2% |
False |
True |
2,816 |
80 |
6.160 |
4.717 |
1.443 |
30.4% |
0.150 |
3.2% |
2% |
False |
True |
2,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.153 |
2.618 |
5.017 |
1.618 |
4.934 |
1.000 |
4.883 |
0.618 |
4.851 |
HIGH |
4.800 |
0.618 |
4.768 |
0.500 |
4.759 |
0.382 |
4.749 |
LOW |
4.717 |
0.618 |
4.666 |
1.000 |
4.634 |
1.618 |
4.583 |
2.618 |
4.500 |
4.250 |
4.364 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.759 |
4.814 |
PP |
4.752 |
4.789 |
S1 |
4.746 |
4.765 |
|