NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.783 |
4.700 |
-0.083 |
-1.7% |
4.856 |
High |
4.800 |
4.779 |
-0.021 |
-0.4% |
4.914 |
Low |
4.717 |
4.690 |
-0.027 |
-0.6% |
4.717 |
Close |
4.740 |
4.741 |
0.001 |
0.0% |
4.740 |
Range |
0.083 |
0.089 |
0.006 |
7.2% |
0.197 |
ATR |
0.134 |
0.131 |
-0.003 |
-2.4% |
0.000 |
Volume |
8,994 |
2,688 |
-6,306 |
-70.1% |
37,496 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.004 |
4.961 |
4.790 |
|
R3 |
4.915 |
4.872 |
4.765 |
|
R2 |
4.826 |
4.826 |
4.757 |
|
R1 |
4.783 |
4.783 |
4.749 |
4.805 |
PP |
4.737 |
4.737 |
4.737 |
4.747 |
S1 |
4.694 |
4.694 |
4.733 |
4.716 |
S2 |
4.648 |
4.648 |
4.725 |
|
S3 |
4.559 |
4.605 |
4.717 |
|
S4 |
4.470 |
4.516 |
4.692 |
|
|
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 |
4.690 |
0.224 |
4.7% |
0.115 |
2.4% |
23% |
False |
True |
7,024 |
10 |
5.096 |
4.690 |
0.406 |
8.6% |
0.110 |
2.3% |
13% |
False |
True |
5,402 |
20 |
5.789 |
4.690 |
1.099 |
23.2% |
0.119 |
2.5% |
5% |
False |
True |
4,259 |
40 |
5.987 |
4.690 |
1.297 |
27.4% |
0.128 |
2.7% |
4% |
False |
True |
3,184 |
60 |
6.160 |
4.690 |
1.470 |
31.0% |
0.140 |
3.0% |
3% |
False |
True |
2,838 |
80 |
6.160 |
4.690 |
1.470 |
31.0% |
0.148 |
3.1% |
3% |
False |
True |
2,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.157 |
2.618 |
5.012 |
1.618 |
4.923 |
1.000 |
4.868 |
0.618 |
4.834 |
HIGH |
4.779 |
0.618 |
4.745 |
0.500 |
4.735 |
0.382 |
4.724 |
LOW |
4.690 |
0.618 |
4.635 |
1.000 |
4.601 |
1.618 |
4.546 |
2.618 |
4.457 |
4.250 |
4.312 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.739 |
4.790 |
PP |
4.737 |
4.774 |
S1 |
4.735 |
4.757 |
|