NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.660 |
4.432 |
-0.228 |
-4.9% |
4.856 |
High |
4.667 |
4.601 |
-0.066 |
-1.4% |
4.914 |
Low |
4.624 |
4.409 |
-0.215 |
-4.6% |
4.717 |
Close |
4.640 |
4.432 |
-0.208 |
-4.5% |
4.740 |
Range |
0.043 |
0.192 |
0.149 |
346.5% |
0.197 |
ATR |
0.123 |
0.131 |
0.008 |
6.3% |
0.000 |
Volume |
3,188 |
2,833 |
-355 |
-11.1% |
37,496 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.057 |
4.936 |
4.538 |
|
R3 |
4.865 |
4.744 |
4.485 |
|
R2 |
4.673 |
4.673 |
4.467 |
|
R1 |
4.552 |
4.552 |
4.450 |
4.528 |
PP |
4.481 |
4.481 |
4.481 |
4.469 |
S1 |
4.360 |
4.360 |
4.414 |
4.336 |
S2 |
4.289 |
4.289 |
4.397 |
|
S3 |
4.097 |
4.168 |
4.379 |
|
S4 |
3.905 |
3.976 |
4.326 |
|
|
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 |
4.800 |
4.409 |
0.391 |
8.8% |
0.097 |
2.2% |
6% |
False |
True |
4,115 |
10 |
4.936 |
4.409 |
0.527 |
11.9% |
0.104 |
2.3% |
4% |
False |
True |
5,402 |
20 |
5.419 |
4.409 |
1.010 |
22.8% |
0.111 |
2.5% |
2% |
False |
True |
4,225 |
40 |
5.987 |
4.409 |
1.578 |
35.6% |
0.128 |
2.9% |
1% |
False |
True |
3,296 |
60 |
6.160 |
4.409 |
1.751 |
39.5% |
0.137 |
3.1% |
1% |
False |
True |
2,851 |
80 |
6.160 |
4.409 |
1.751 |
39.5% |
0.147 |
3.3% |
1% |
False |
True |
2,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.417 |
2.618 |
5.104 |
1.618 |
4.912 |
1.000 |
4.793 |
0.618 |
4.720 |
HIGH |
4.601 |
0.618 |
4.528 |
0.500 |
4.505 |
0.382 |
4.482 |
LOW |
4.409 |
0.618 |
4.290 |
1.000 |
4.217 |
1.618 |
4.098 |
2.618 |
3.906 |
4.250 |
3.593 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.505 |
4.581 |
PP |
4.481 |
4.531 |
S1 |
4.456 |
4.482 |
|