NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.390 |
4.384 |
-0.006 |
-0.1% |
4.700 |
High |
4.441 |
4.392 |
-0.049 |
-1.1% |
4.779 |
Low |
4.379 |
4.254 |
-0.125 |
-2.9% |
4.394 |
Close |
4.414 |
4.297 |
-0.117 |
-2.7% |
4.501 |
Range |
0.062 |
0.138 |
0.076 |
122.6% |
0.385 |
ATR |
0.123 |
0.126 |
0.003 |
2.1% |
0.000 |
Volume |
3,531 |
5,054 |
1,523 |
43.1% |
19,233 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.651 |
4.373 |
|
R3 |
4.590 |
4.513 |
4.335 |
|
R2 |
4.452 |
4.452 |
4.322 |
|
R1 |
4.375 |
4.375 |
4.310 |
4.345 |
PP |
4.314 |
4.314 |
4.314 |
4.299 |
S1 |
4.237 |
4.237 |
4.284 |
4.207 |
S2 |
4.176 |
4.176 |
4.272 |
|
S3 |
4.038 |
4.099 |
4.259 |
|
S4 |
3.900 |
3.961 |
4.221 |
|
|
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 |
4.504 |
4.254 |
0.250 |
5.8% |
0.103 |
2.4% |
17% |
False |
True |
5,066 |
10 |
4.800 |
4.254 |
0.546 |
12.7% |
0.100 |
2.3% |
8% |
False |
True |
4,591 |
20 |
5.170 |
4.254 |
0.916 |
21.3% |
0.108 |
2.5% |
5% |
False |
True |
4,697 |
40 |
5.884 |
4.254 |
1.630 |
37.9% |
0.126 |
2.9% |
3% |
False |
True |
3,686 |
60 |
6.160 |
4.254 |
1.906 |
44.4% |
0.134 |
3.1% |
2% |
False |
True |
3,047 |
80 |
6.160 |
4.254 |
1.906 |
44.4% |
0.140 |
3.3% |
2% |
False |
True |
2,909 |
100 |
6.160 |
4.254 |
1.906 |
44.4% |
0.142 |
3.3% |
2% |
False |
True |
2,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.979 |
2.618 |
4.753 |
1.618 |
4.615 |
1.000 |
4.530 |
0.618 |
4.477 |
HIGH |
4.392 |
0.618 |
4.339 |
0.500 |
4.323 |
0.382 |
4.307 |
LOW |
4.254 |
0.618 |
4.169 |
1.000 |
4.116 |
1.618 |
4.031 |
2.618 |
3.893 |
4.250 |
3.668 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.323 |
4.365 |
PP |
4.314 |
4.342 |
S1 |
4.306 |
4.320 |
|