NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.860 |
4.765 |
-0.095 |
-2.0% |
5.050 |
High |
4.875 |
4.875 |
0.000 |
0.0% |
5.139 |
Low |
4.755 |
4.731 |
-0.024 |
-0.5% |
4.840 |
Close |
4.797 |
4.851 |
0.054 |
1.1% |
4.883 |
Range |
0.120 |
0.144 |
0.024 |
20.0% |
0.299 |
ATR |
0.138 |
0.138 |
0.000 |
0.3% |
0.000 |
Volume |
4,967 |
5,316 |
349 |
7.0% |
21,000 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.251 |
5.195 |
4.930 |
|
R3 |
5.107 |
5.051 |
4.891 |
|
R2 |
4.963 |
4.963 |
4.877 |
|
R1 |
4.907 |
4.907 |
4.864 |
4.935 |
PP |
4.819 |
4.819 |
4.819 |
4.833 |
S1 |
4.763 |
4.763 |
4.838 |
4.791 |
S2 |
4.675 |
4.675 |
4.825 |
|
S3 |
4.531 |
4.619 |
4.811 |
|
S4 |
4.387 |
4.475 |
4.772 |
|
|
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 |
5.050 |
4.731 |
0.319 |
6.6% |
0.126 |
2.6% |
38% |
False |
True |
5,110 |
10 |
5.146 |
4.731 |
0.415 |
8.6% |
0.114 |
2.3% |
29% |
False |
True |
4,181 |
20 |
5.752 |
4.731 |
1.021 |
21.0% |
0.114 |
2.4% |
12% |
False |
True |
4,052 |
40 |
5.960 |
4.731 |
1.229 |
25.3% |
0.131 |
2.7% |
10% |
False |
True |
3,180 |
60 |
6.111 |
4.731 |
1.380 |
28.4% |
0.145 |
3.0% |
9% |
False |
True |
3,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.487 |
2.618 |
5.252 |
1.618 |
5.108 |
1.000 |
5.019 |
0.618 |
4.964 |
HIGH |
4.875 |
0.618 |
4.820 |
0.500 |
4.803 |
0.382 |
4.786 |
LOW |
4.731 |
0.618 |
4.642 |
1.000 |
4.587 |
1.618 |
4.498 |
2.618 |
4.354 |
4.250 |
4.119 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.835 |
4.835 |
PP |
4.819 |
4.819 |
S1 |
4.803 |
4.803 |
|