NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.440 |
4.417 |
-0.023 |
-0.5% |
4.700 |
High |
4.504 |
4.485 |
-0.019 |
-0.4% |
4.779 |
Low |
4.394 |
4.378 |
-0.016 |
-0.4% |
4.394 |
Close |
4.501 |
4.417 |
-0.084 |
-1.9% |
4.501 |
Range |
0.110 |
0.107 |
-0.003 |
-2.7% |
0.385 |
ATR |
0.129 |
0.129 |
0.000 |
-0.3% |
0.000 |
Volume |
7,649 |
4,599 |
-3,050 |
-39.9% |
19,233 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.748 |
4.689 |
4.476 |
|
R3 |
4.641 |
4.582 |
4.446 |
|
R2 |
4.534 |
4.534 |
4.437 |
|
R1 |
4.475 |
4.475 |
4.427 |
4.471 |
PP |
4.427 |
4.427 |
4.427 |
4.424 |
S1 |
4.368 |
4.368 |
4.407 |
4.364 |
S2 |
4.320 |
4.320 |
4.397 |
|
S3 |
4.213 |
4.261 |
4.388 |
|
S4 |
4.106 |
4.154 |
4.358 |
|
|
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 |
4.753 |
4.378 |
0.375 |
8.5% |
0.106 |
2.4% |
10% |
False |
True |
4,228 |
10 |
4.914 |
4.378 |
0.536 |
12.1% |
0.110 |
2.5% |
7% |
False |
True |
5,626 |
20 |
5.250 |
4.378 |
0.872 |
19.7% |
0.110 |
2.5% |
4% |
False |
True |
4,530 |
40 |
5.971 |
4.378 |
1.593 |
36.1% |
0.128 |
2.9% |
2% |
False |
True |
3,481 |
60 |
6.160 |
4.378 |
1.782 |
40.3% |
0.136 |
3.1% |
2% |
False |
True |
2,942 |
80 |
6.160 |
4.378 |
1.782 |
40.3% |
0.146 |
3.3% |
2% |
False |
True |
2,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.940 |
2.618 |
4.765 |
1.618 |
4.658 |
1.000 |
4.592 |
0.618 |
4.551 |
HIGH |
4.485 |
0.618 |
4.444 |
0.500 |
4.432 |
0.382 |
4.419 |
LOW |
4.378 |
0.618 |
4.312 |
1.000 |
4.271 |
1.618 |
4.205 |
2.618 |
4.098 |
4.250 |
3.923 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.432 |
4.490 |
PP |
4.427 |
4.465 |
S1 |
4.422 |
4.441 |
|