NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.819 |
4.860 |
0.041 |
0.9% |
5.050 |
High |
4.853 |
4.875 |
0.022 |
0.5% |
5.139 |
Low |
4.757 |
4.755 |
-0.002 |
0.0% |
4.840 |
Close |
4.814 |
4.797 |
-0.017 |
-0.4% |
4.883 |
Range |
0.096 |
0.120 |
0.024 |
25.0% |
0.299 |
ATR |
0.139 |
0.138 |
-0.001 |
-1.0% |
0.000 |
Volume |
5,023 |
4,967 |
-56 |
-1.1% |
21,000 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.169 |
5.103 |
4.863 |
|
R3 |
5.049 |
4.983 |
4.830 |
|
R2 |
4.929 |
4.929 |
4.819 |
|
R1 |
4.863 |
4.863 |
4.808 |
4.836 |
PP |
4.809 |
4.809 |
4.809 |
4.796 |
S1 |
4.743 |
4.743 |
4.786 |
4.716 |
S2 |
4.689 |
4.689 |
4.775 |
|
S3 |
4.569 |
4.623 |
4.764 |
|
S4 |
4.449 |
4.503 |
4.731 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.851 |
5.666 |
5.047 |
|
R3 |
5.552 |
5.367 |
4.965 |
|
R2 |
5.253 |
5.253 |
4.938 |
|
R1 |
5.068 |
5.068 |
4.910 |
5.011 |
PP |
4.954 |
4.954 |
4.954 |
4.926 |
S1 |
4.769 |
4.769 |
4.856 |
4.712 |
S2 |
4.655 |
4.655 |
4.828 |
|
S3 |
4.356 |
4.470 |
4.801 |
|
S4 |
4.057 |
4.171 |
4.719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.058 |
4.755 |
0.303 |
6.3% |
0.114 |
2.4% |
14% |
False |
True |
4,794 |
10 |
5.199 |
4.755 |
0.444 |
9.3% |
0.111 |
2.3% |
9% |
False |
True |
3,946 |
20 |
5.752 |
4.755 |
0.997 |
20.8% |
0.115 |
2.4% |
4% |
False |
True |
3,913 |
40 |
5.960 |
4.755 |
1.205 |
25.1% |
0.132 |
2.8% |
3% |
False |
True |
3,081 |
60 |
6.111 |
4.755 |
1.356 |
28.3% |
0.149 |
3.1% |
3% |
False |
True |
3,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.385 |
2.618 |
5.189 |
1.618 |
5.069 |
1.000 |
4.995 |
0.618 |
4.949 |
HIGH |
4.875 |
0.618 |
4.829 |
0.500 |
4.815 |
0.382 |
4.801 |
LOW |
4.755 |
0.618 |
4.681 |
1.000 |
4.635 |
1.618 |
4.561 |
2.618 |
4.441 |
4.250 |
4.245 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.815 |
4.833 |
PP |
4.809 |
4.821 |
S1 |
4.803 |
4.809 |
|