NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.693 |
4.660 |
-0.033 |
-0.7% |
4.856 |
High |
4.753 |
4.667 |
-0.086 |
-1.8% |
4.914 |
Low |
4.675 |
4.624 |
-0.051 |
-1.1% |
4.717 |
Close |
4.693 |
4.640 |
-0.053 |
-1.1% |
4.740 |
Range |
0.078 |
0.043 |
-0.035 |
-44.9% |
0.197 |
ATR |
0.127 |
0.123 |
-0.004 |
-3.3% |
0.000 |
Volume |
2,875 |
3,188 |
313 |
10.9% |
37,496 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.773 |
4.749 |
4.664 |
|
R3 |
4.730 |
4.706 |
4.652 |
|
R2 |
4.687 |
4.687 |
4.648 |
|
R1 |
4.663 |
4.663 |
4.644 |
4.654 |
PP |
4.644 |
4.644 |
4.644 |
4.639 |
S1 |
4.620 |
4.620 |
4.636 |
4.611 |
S2 |
4.601 |
4.601 |
4.632 |
|
S3 |
4.558 |
4.577 |
4.628 |
|
S4 |
4.515 |
4.534 |
4.616 |
|
|
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 |
4.890 |
4.624 |
0.266 |
5.7% |
0.087 |
1.9% |
6% |
False |
True |
6,030 |
10 |
5.081 |
4.624 |
0.457 |
9.8% |
0.105 |
2.3% |
4% |
False |
True |
5,479 |
20 |
5.613 |
4.624 |
0.989 |
21.3% |
0.111 |
2.4% |
2% |
False |
True |
4,212 |
40 |
5.987 |
4.624 |
1.363 |
29.4% |
0.124 |
2.7% |
1% |
False |
True |
3,263 |
60 |
6.160 |
4.624 |
1.536 |
33.1% |
0.136 |
2.9% |
1% |
False |
True |
2,868 |
80 |
6.160 |
4.624 |
1.536 |
33.1% |
0.146 |
3.2% |
1% |
False |
True |
2,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.850 |
2.618 |
4.780 |
1.618 |
4.737 |
1.000 |
4.710 |
0.618 |
4.694 |
HIGH |
4.667 |
0.618 |
4.651 |
0.500 |
4.646 |
0.382 |
4.640 |
LOW |
4.624 |
0.618 |
4.597 |
1.000 |
4.581 |
1.618 |
4.554 |
2.618 |
4.511 |
4.250 |
4.441 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.646 |
4.702 |
PP |
4.644 |
4.681 |
S1 |
4.642 |
4.661 |
|