NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.217 |
4.202 |
-0.015 |
-0.4% |
4.417 |
High |
4.303 |
4.293 |
-0.010 |
-0.2% |
4.485 |
Low |
4.189 |
4.145 |
-0.044 |
-1.1% |
4.205 |
Close |
4.212 |
4.282 |
0.070 |
1.7% |
4.207 |
Range |
0.114 |
0.148 |
0.034 |
29.8% |
0.280 |
ATR |
0.123 |
0.125 |
0.002 |
1.4% |
0.000 |
Volume |
5,172 |
6,597 |
1,425 |
27.6% |
25,471 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.684 |
4.631 |
4.363 |
|
R3 |
4.536 |
4.483 |
4.323 |
|
R2 |
4.388 |
4.388 |
4.309 |
|
R1 |
4.335 |
4.335 |
4.296 |
4.362 |
PP |
4.240 |
4.240 |
4.240 |
4.253 |
S1 |
4.187 |
4.187 |
4.268 |
4.214 |
S2 |
4.092 |
4.092 |
4.255 |
|
S3 |
3.944 |
4.039 |
4.241 |
|
S4 |
3.796 |
3.891 |
4.201 |
|
|
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 |
4.441 |
4.145 |
0.296 |
6.9% |
0.113 |
2.6% |
46% |
False |
True |
5,628 |
10 |
4.667 |
4.145 |
0.522 |
12.2% |
0.111 |
2.6% |
26% |
False |
True |
5,091 |
20 |
5.096 |
4.145 |
0.951 |
22.2% |
0.110 |
2.6% |
14% |
False |
True |
5,284 |
40 |
5.884 |
4.145 |
1.739 |
40.6% |
0.124 |
2.9% |
8% |
False |
True |
4,026 |
60 |
6.160 |
4.145 |
2.015 |
47.1% |
0.131 |
3.1% |
7% |
False |
True |
3,297 |
80 |
6.160 |
4.145 |
2.015 |
47.1% |
0.140 |
3.3% |
7% |
False |
True |
3,113 |
100 |
6.160 |
4.145 |
2.015 |
47.1% |
0.141 |
3.3% |
7% |
False |
True |
2,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.922 |
2.618 |
4.680 |
1.618 |
4.532 |
1.000 |
4.441 |
0.618 |
4.384 |
HIGH |
4.293 |
0.618 |
4.236 |
0.500 |
4.219 |
0.382 |
4.202 |
LOW |
4.145 |
0.618 |
4.054 |
1.000 |
3.997 |
1.618 |
3.906 |
2.618 |
3.758 |
4.250 |
3.516 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.261 |
4.263 |
PP |
4.240 |
4.244 |
S1 |
4.219 |
4.226 |
|