NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.432 |
4.440 |
0.008 |
0.2% |
4.700 |
High |
4.601 |
4.504 |
-0.097 |
-2.1% |
4.779 |
Low |
4.409 |
4.394 |
-0.015 |
-0.3% |
4.394 |
Close |
4.432 |
4.501 |
0.069 |
1.6% |
4.501 |
Range |
0.192 |
0.110 |
-0.082 |
-42.7% |
0.385 |
ATR |
0.131 |
0.129 |
-0.001 |
-1.1% |
0.000 |
Volume |
2,833 |
7,649 |
4,816 |
170.0% |
19,233 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.796 |
4.759 |
4.562 |
|
R3 |
4.686 |
4.649 |
4.531 |
|
R2 |
4.576 |
4.576 |
4.521 |
|
R1 |
4.539 |
4.539 |
4.511 |
4.558 |
PP |
4.466 |
4.466 |
4.466 |
4.476 |
S1 |
4.429 |
4.429 |
4.491 |
4.448 |
S2 |
4.356 |
4.356 |
4.481 |
|
S3 |
4.246 |
4.319 |
4.471 |
|
S4 |
4.136 |
4.209 |
4.441 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.713 |
5.492 |
4.713 |
|
R3 |
5.328 |
5.107 |
4.607 |
|
R2 |
4.943 |
4.943 |
4.572 |
|
R1 |
4.722 |
4.722 |
4.536 |
4.640 |
PP |
4.558 |
4.558 |
4.558 |
4.517 |
S1 |
4.337 |
4.337 |
4.466 |
4.255 |
S2 |
4.173 |
4.173 |
4.430 |
|
S3 |
3.788 |
3.952 |
4.395 |
|
S4 |
3.403 |
3.567 |
4.289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.779 |
4.394 |
0.385 |
8.6% |
0.102 |
2.3% |
28% |
False |
True |
3,846 |
10 |
4.914 |
4.394 |
0.520 |
11.6% |
0.110 |
2.5% |
21% |
False |
True |
5,672 |
20 |
5.300 |
4.394 |
0.906 |
20.1% |
0.111 |
2.5% |
12% |
False |
True |
4,469 |
40 |
5.987 |
4.394 |
1.593 |
35.4% |
0.128 |
2.8% |
7% |
False |
True |
3,413 |
60 |
6.160 |
4.394 |
1.766 |
39.2% |
0.138 |
3.1% |
6% |
False |
True |
2,888 |
80 |
6.160 |
4.394 |
1.766 |
39.2% |
0.146 |
3.2% |
6% |
False |
True |
2,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.972 |
2.618 |
4.792 |
1.618 |
4.682 |
1.000 |
4.614 |
0.618 |
4.572 |
HIGH |
4.504 |
0.618 |
4.462 |
0.500 |
4.449 |
0.382 |
4.436 |
LOW |
4.394 |
0.618 |
4.326 |
1.000 |
4.284 |
1.618 |
4.216 |
2.618 |
4.106 |
4.250 |
3.927 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.484 |
4.531 |
PP |
4.466 |
4.521 |
S1 |
4.449 |
4.511 |
|