NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.765 |
4.827 |
0.062 |
1.3% |
5.050 |
High |
4.875 |
4.827 |
-0.048 |
-1.0% |
5.139 |
Low |
4.731 |
4.717 |
-0.014 |
-0.3% |
4.840 |
Close |
4.851 |
4.740 |
-0.111 |
-2.3% |
4.883 |
Range |
0.144 |
0.110 |
-0.034 |
-23.6% |
0.299 |
ATR |
0.138 |
0.138 |
0.000 |
-0.2% |
0.000 |
Volume |
5,316 |
13,262 |
7,946 |
149.5% |
21,000 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.091 |
5.026 |
4.801 |
|
R3 |
4.981 |
4.916 |
4.770 |
|
R2 |
4.871 |
4.871 |
4.760 |
|
R1 |
4.806 |
4.806 |
4.750 |
4.784 |
PP |
4.761 |
4.761 |
4.761 |
4.750 |
S1 |
4.696 |
4.696 |
4.730 |
4.674 |
S2 |
4.651 |
4.651 |
4.720 |
|
S3 |
4.541 |
4.586 |
4.710 |
|
S4 |
4.431 |
4.476 |
4.680 |
|
|
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 |
4.910 |
4.717 |
0.193 |
4.1% |
0.108 |
2.3% |
12% |
False |
True |
7,012 |
10 |
5.139 |
4.717 |
0.422 |
8.9% |
0.114 |
2.4% |
5% |
False |
True |
5,253 |
20 |
5.752 |
4.717 |
1.035 |
21.8% |
0.115 |
2.4% |
2% |
False |
True |
4,487 |
40 |
5.960 |
4.717 |
1.243 |
26.2% |
0.132 |
2.8% |
2% |
False |
True |
3,440 |
60 |
6.111 |
4.717 |
1.394 |
29.4% |
0.144 |
3.0% |
2% |
False |
True |
3,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.295 |
2.618 |
5.115 |
1.618 |
5.005 |
1.000 |
4.937 |
0.618 |
4.895 |
HIGH |
4.827 |
0.618 |
4.785 |
0.500 |
4.772 |
0.382 |
4.759 |
LOW |
4.717 |
0.618 |
4.649 |
1.000 |
4.607 |
1.618 |
4.539 |
2.618 |
4.429 |
4.250 |
4.250 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.772 |
4.796 |
PP |
4.761 |
4.777 |
S1 |
4.751 |
4.759 |
|