NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.280 |
4.217 |
-0.063 |
-1.5% |
4.417 |
High |
4.306 |
4.303 |
-0.003 |
-0.1% |
4.485 |
Low |
4.205 |
4.189 |
-0.016 |
-0.4% |
4.205 |
Close |
4.207 |
4.212 |
0.005 |
0.1% |
4.207 |
Range |
0.101 |
0.114 |
0.013 |
12.9% |
0.280 |
ATR |
0.124 |
0.123 |
-0.001 |
-0.6% |
0.000 |
Volume |
7,786 |
5,172 |
-2,614 |
-33.6% |
25,471 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.577 |
4.508 |
4.275 |
|
R3 |
4.463 |
4.394 |
4.243 |
|
R2 |
4.349 |
4.349 |
4.233 |
|
R1 |
4.280 |
4.280 |
4.222 |
4.258 |
PP |
4.235 |
4.235 |
4.235 |
4.223 |
S1 |
4.166 |
4.166 |
4.202 |
4.144 |
S2 |
4.121 |
4.121 |
4.191 |
|
S3 |
4.007 |
4.052 |
4.181 |
|
S4 |
3.893 |
3.938 |
4.149 |
|
|
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 |
4.476 |
4.189 |
0.287 |
6.8% |
0.102 |
2.4% |
8% |
False |
True |
5,208 |
10 |
4.753 |
4.189 |
0.564 |
13.4% |
0.104 |
2.5% |
4% |
False |
True |
4,718 |
20 |
5.096 |
4.189 |
0.907 |
21.5% |
0.107 |
2.5% |
3% |
False |
True |
5,060 |
40 |
5.884 |
4.189 |
1.695 |
40.2% |
0.124 |
2.9% |
1% |
False |
True |
3,900 |
60 |
6.160 |
4.189 |
1.971 |
46.8% |
0.133 |
3.1% |
1% |
False |
True |
3,212 |
80 |
6.160 |
4.189 |
1.971 |
46.8% |
0.140 |
3.3% |
1% |
False |
True |
3,050 |
100 |
6.160 |
4.189 |
1.971 |
46.8% |
0.140 |
3.3% |
1% |
False |
True |
2,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.788 |
2.618 |
4.601 |
1.618 |
4.487 |
1.000 |
4.417 |
0.618 |
4.373 |
HIGH |
4.303 |
0.618 |
4.259 |
0.500 |
4.246 |
0.382 |
4.233 |
LOW |
4.189 |
0.618 |
4.119 |
1.000 |
4.075 |
1.618 |
4.005 |
2.618 |
3.891 |
4.250 |
3.705 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.246 |
4.291 |
PP |
4.235 |
4.264 |
S1 |
4.223 |
4.238 |
|