NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.202 |
4.318 |
0.116 |
2.8% |
4.417 |
High |
4.293 |
4.386 |
0.093 |
2.2% |
4.485 |
Low |
4.145 |
4.209 |
0.064 |
1.5% |
4.205 |
Close |
4.282 |
4.213 |
-0.069 |
-1.6% |
4.207 |
Range |
0.148 |
0.177 |
0.029 |
19.6% |
0.280 |
ATR |
0.125 |
0.129 |
0.004 |
3.0% |
0.000 |
Volume |
6,597 |
6,453 |
-144 |
-2.2% |
25,471 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.800 |
4.684 |
4.310 |
|
R3 |
4.623 |
4.507 |
4.262 |
|
R2 |
4.446 |
4.446 |
4.245 |
|
R1 |
4.330 |
4.330 |
4.229 |
4.300 |
PP |
4.269 |
4.269 |
4.269 |
4.254 |
S1 |
4.153 |
4.153 |
4.197 |
4.123 |
S2 |
4.092 |
4.092 |
4.181 |
|
S3 |
3.915 |
3.976 |
4.164 |
|
S4 |
3.738 |
3.799 |
4.116 |
|
|
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 |
4.392 |
4.145 |
0.247 |
5.9% |
0.136 |
3.2% |
28% |
False |
False |
6,212 |
10 |
4.601 |
4.145 |
0.456 |
10.8% |
0.125 |
3.0% |
15% |
False |
False |
5,417 |
20 |
5.081 |
4.145 |
0.936 |
22.2% |
0.115 |
2.7% |
7% |
False |
False |
5,448 |
40 |
5.884 |
4.145 |
1.739 |
41.3% |
0.125 |
3.0% |
4% |
False |
False |
4,152 |
60 |
6.160 |
4.145 |
2.015 |
47.8% |
0.132 |
3.1% |
3% |
False |
False |
3,353 |
80 |
6.160 |
4.145 |
2.015 |
47.8% |
0.140 |
3.3% |
3% |
False |
False |
3,129 |
100 |
6.160 |
4.145 |
2.015 |
47.8% |
0.141 |
3.4% |
3% |
False |
False |
2,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.138 |
2.618 |
4.849 |
1.618 |
4.672 |
1.000 |
4.563 |
0.618 |
4.495 |
HIGH |
4.386 |
0.618 |
4.318 |
0.500 |
4.298 |
0.382 |
4.277 |
LOW |
4.209 |
0.618 |
4.100 |
1.000 |
4.032 |
1.618 |
3.923 |
2.618 |
3.746 |
4.250 |
3.457 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.298 |
4.266 |
PP |
4.269 |
4.248 |
S1 |
4.241 |
4.231 |
|