NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.384 |
4.280 |
-0.104 |
-2.4% |
4.417 |
High |
4.392 |
4.306 |
-0.086 |
-2.0% |
4.485 |
Low |
4.254 |
4.205 |
-0.049 |
-1.2% |
4.205 |
Close |
4.297 |
4.207 |
-0.090 |
-2.1% |
4.207 |
Range |
0.138 |
0.101 |
-0.037 |
-26.8% |
0.280 |
ATR |
0.126 |
0.124 |
-0.002 |
-1.4% |
0.000 |
Volume |
5,054 |
7,786 |
2,732 |
54.1% |
25,471 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.542 |
4.476 |
4.263 |
|
R3 |
4.441 |
4.375 |
4.235 |
|
R2 |
4.340 |
4.340 |
4.226 |
|
R1 |
4.274 |
4.274 |
4.216 |
4.257 |
PP |
4.239 |
4.239 |
4.239 |
4.231 |
S1 |
4.173 |
4.173 |
4.198 |
4.156 |
S2 |
4.138 |
4.138 |
4.188 |
|
S3 |
4.037 |
4.072 |
4.179 |
|
S4 |
3.936 |
3.971 |
4.151 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.139 |
4.953 |
4.361 |
|
R3 |
4.859 |
4.673 |
4.284 |
|
R2 |
4.579 |
4.579 |
4.258 |
|
R1 |
4.393 |
4.393 |
4.233 |
4.346 |
PP |
4.299 |
4.299 |
4.299 |
4.276 |
S1 |
4.113 |
4.113 |
4.181 |
4.066 |
S2 |
4.019 |
4.019 |
4.156 |
|
S3 |
3.739 |
3.833 |
4.130 |
|
S4 |
3.459 |
3.553 |
4.053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.485 |
4.205 |
0.280 |
6.7% |
0.101 |
2.4% |
1% |
False |
True |
5,094 |
10 |
4.779 |
4.205 |
0.574 |
13.6% |
0.102 |
2.4% |
0% |
False |
True |
4,470 |
20 |
5.167 |
4.205 |
0.962 |
22.9% |
0.109 |
2.6% |
0% |
False |
True |
4,924 |
40 |
5.884 |
4.205 |
1.679 |
39.9% |
0.125 |
3.0% |
0% |
False |
True |
3,848 |
60 |
6.160 |
4.205 |
1.955 |
46.5% |
0.134 |
3.2% |
0% |
False |
True |
3,145 |
80 |
6.160 |
4.205 |
1.955 |
46.5% |
0.140 |
3.3% |
0% |
False |
True |
3,001 |
100 |
6.160 |
4.205 |
1.955 |
46.5% |
0.141 |
3.3% |
0% |
False |
True |
2,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.735 |
2.618 |
4.570 |
1.618 |
4.469 |
1.000 |
4.407 |
0.618 |
4.368 |
HIGH |
4.306 |
0.618 |
4.267 |
0.500 |
4.256 |
0.382 |
4.244 |
LOW |
4.205 |
0.618 |
4.143 |
1.000 |
4.104 |
1.618 |
4.042 |
2.618 |
3.941 |
4.250 |
3.776 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.256 |
4.323 |
PP |
4.239 |
4.284 |
S1 |
4.223 |
4.246 |
|