NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.700 |
4.693 |
-0.007 |
-0.1% |
4.856 |
High |
4.779 |
4.753 |
-0.026 |
-0.5% |
4.914 |
Low |
4.690 |
4.675 |
-0.015 |
-0.3% |
4.717 |
Close |
4.741 |
4.693 |
-0.048 |
-1.0% |
4.740 |
Range |
0.089 |
0.078 |
-0.011 |
-12.4% |
0.197 |
ATR |
0.131 |
0.127 |
-0.004 |
-2.9% |
0.000 |
Volume |
2,688 |
2,875 |
187 |
7.0% |
37,496 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.941 |
4.895 |
4.736 |
|
R3 |
4.863 |
4.817 |
4.714 |
|
R2 |
4.785 |
4.785 |
4.707 |
|
R1 |
4.739 |
4.739 |
4.700 |
4.732 |
PP |
4.707 |
4.707 |
4.707 |
4.704 |
S1 |
4.661 |
4.661 |
4.686 |
4.654 |
S2 |
4.629 |
4.629 |
4.679 |
|
S3 |
4.551 |
4.583 |
4.672 |
|
S4 |
4.473 |
4.505 |
4.650 |
|
|
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 |
4.910 |
4.675 |
0.235 |
5.0% |
0.107 |
2.3% |
8% |
False |
True |
6,697 |
10 |
5.096 |
4.675 |
0.421 |
9.0% |
0.110 |
2.3% |
4% |
False |
True |
5,478 |
20 |
5.656 |
4.675 |
0.981 |
20.9% |
0.113 |
2.4% |
2% |
False |
True |
4,205 |
40 |
5.987 |
4.675 |
1.312 |
28.0% |
0.128 |
2.7% |
1% |
False |
True |
3,221 |
60 |
6.160 |
4.675 |
1.485 |
31.6% |
0.139 |
3.0% |
1% |
False |
True |
2,855 |
80 |
6.160 |
4.675 |
1.485 |
31.6% |
0.148 |
3.1% |
1% |
False |
True |
2,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.085 |
2.618 |
4.957 |
1.618 |
4.879 |
1.000 |
4.831 |
0.618 |
4.801 |
HIGH |
4.753 |
0.618 |
4.723 |
0.500 |
4.714 |
0.382 |
4.705 |
LOW |
4.675 |
0.618 |
4.627 |
1.000 |
4.597 |
1.618 |
4.549 |
2.618 |
4.471 |
4.250 |
4.344 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.714 |
4.738 |
PP |
4.707 |
4.723 |
S1 |
4.700 |
4.708 |
|