NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.417 |
4.448 |
0.031 |
0.7% |
4.700 |
High |
4.485 |
4.476 |
-0.009 |
-0.2% |
4.779 |
Low |
4.378 |
4.380 |
0.002 |
0.0% |
4.394 |
Close |
4.417 |
4.459 |
0.042 |
1.0% |
4.501 |
Range |
0.107 |
0.096 |
-0.011 |
-10.3% |
0.385 |
ATR |
0.129 |
0.126 |
-0.002 |
-1.8% |
0.000 |
Volume |
4,599 |
4,501 |
-98 |
-2.1% |
19,233 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.726 |
4.689 |
4.512 |
|
R3 |
4.630 |
4.593 |
4.485 |
|
R2 |
4.534 |
4.534 |
4.477 |
|
R1 |
4.497 |
4.497 |
4.468 |
4.516 |
PP |
4.438 |
4.438 |
4.438 |
4.448 |
S1 |
4.401 |
4.401 |
4.450 |
4.420 |
S2 |
4.342 |
4.342 |
4.441 |
|
S3 |
4.246 |
4.305 |
4.433 |
|
S4 |
4.150 |
4.209 |
4.406 |
|
|
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 |
4.667 |
4.378 |
0.289 |
6.5% |
0.110 |
2.5% |
28% |
False |
False |
4,554 |
10 |
4.910 |
4.378 |
0.532 |
11.9% |
0.108 |
2.4% |
15% |
False |
False |
5,625 |
20 |
5.229 |
4.378 |
0.851 |
19.1% |
0.108 |
2.4% |
10% |
False |
False |
4,511 |
40 |
5.884 |
4.378 |
1.506 |
33.8% |
0.128 |
2.9% |
5% |
False |
False |
3,563 |
60 |
6.160 |
4.378 |
1.782 |
40.0% |
0.135 |
3.0% |
5% |
False |
False |
2,974 |
80 |
6.160 |
4.378 |
1.782 |
40.0% |
0.145 |
3.3% |
5% |
False |
False |
2,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.884 |
2.618 |
4.727 |
1.618 |
4.631 |
1.000 |
4.572 |
0.618 |
4.535 |
HIGH |
4.476 |
0.618 |
4.439 |
0.500 |
4.428 |
0.382 |
4.417 |
LOW |
4.380 |
0.618 |
4.321 |
1.000 |
4.284 |
1.618 |
4.225 |
2.618 |
4.129 |
4.250 |
3.972 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.449 |
4.453 |
PP |
4.438 |
4.447 |
S1 |
4.428 |
4.441 |
|