NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.318 |
4.223 |
-0.095 |
-2.2% |
4.417 |
High |
4.386 |
4.468 |
0.082 |
1.9% |
4.485 |
Low |
4.209 |
4.168 |
-0.041 |
-1.0% |
4.205 |
Close |
4.213 |
4.416 |
0.203 |
4.8% |
4.207 |
Range |
0.177 |
0.300 |
0.123 |
69.5% |
0.280 |
ATR |
0.129 |
0.141 |
0.012 |
9.5% |
0.000 |
Volume |
6,453 |
9,154 |
2,701 |
41.9% |
25,471 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.251 |
5.133 |
4.581 |
|
R3 |
4.951 |
4.833 |
4.499 |
|
R2 |
4.651 |
4.651 |
4.471 |
|
R1 |
4.533 |
4.533 |
4.444 |
4.592 |
PP |
4.351 |
4.351 |
4.351 |
4.380 |
S1 |
4.233 |
4.233 |
4.389 |
4.292 |
S2 |
4.051 |
4.051 |
4.361 |
|
S3 |
3.751 |
3.933 |
4.334 |
|
S4 |
3.451 |
3.633 |
4.251 |
|
|
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 |
4.468 |
4.145 |
0.323 |
7.3% |
0.168 |
3.8% |
84% |
True |
False |
7,032 |
10 |
4.504 |
4.145 |
0.359 |
8.1% |
0.135 |
3.1% |
75% |
False |
False |
6,049 |
20 |
4.936 |
4.145 |
0.791 |
17.9% |
0.120 |
2.7% |
34% |
False |
False |
5,726 |
40 |
5.884 |
4.145 |
1.739 |
39.4% |
0.130 |
2.9% |
16% |
False |
False |
4,335 |
60 |
6.160 |
4.145 |
2.015 |
45.6% |
0.134 |
3.0% |
13% |
False |
False |
3,486 |
80 |
6.160 |
4.145 |
2.015 |
45.6% |
0.142 |
3.2% |
13% |
False |
False |
3,157 |
100 |
6.160 |
4.145 |
2.015 |
45.6% |
0.143 |
3.2% |
13% |
False |
False |
2,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.743 |
2.618 |
5.253 |
1.618 |
4.953 |
1.000 |
4.768 |
0.618 |
4.653 |
HIGH |
4.468 |
0.618 |
4.353 |
0.500 |
4.318 |
0.382 |
4.283 |
LOW |
4.168 |
0.618 |
3.983 |
1.000 |
3.868 |
1.618 |
3.683 |
2.618 |
3.383 |
4.250 |
2.893 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.383 |
4.380 |
PP |
4.351 |
4.343 |
S1 |
4.318 |
4.307 |
|