NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.827 |
4.753 |
-0.074 |
-1.5% |
4.819 |
High |
4.827 |
4.753 |
-0.074 |
-1.5% |
4.875 |
Low |
4.717 |
4.684 |
-0.033 |
-0.7% |
4.684 |
Close |
4.740 |
4.702 |
-0.038 |
-0.8% |
4.702 |
Range |
0.110 |
0.069 |
-0.041 |
-37.3% |
0.191 |
ATR |
0.138 |
0.133 |
-0.005 |
-3.6% |
0.000 |
Volume |
13,262 |
8,177 |
-5,085 |
-38.3% |
36,745 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.920 |
4.880 |
4.740 |
|
R3 |
4.851 |
4.811 |
4.721 |
|
R2 |
4.782 |
4.782 |
4.715 |
|
R1 |
4.742 |
4.742 |
4.708 |
4.728 |
PP |
4.713 |
4.713 |
4.713 |
4.706 |
S1 |
4.673 |
4.673 |
4.696 |
4.659 |
S2 |
4.644 |
4.644 |
4.689 |
|
S3 |
4.575 |
4.604 |
4.683 |
|
S4 |
4.506 |
4.535 |
4.664 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.327 |
5.205 |
4.807 |
|
R3 |
5.136 |
5.014 |
4.755 |
|
R2 |
4.945 |
4.945 |
4.737 |
|
R1 |
4.823 |
4.823 |
4.720 |
4.789 |
PP |
4.754 |
4.754 |
4.754 |
4.736 |
S1 |
4.632 |
4.632 |
4.684 |
4.598 |
S2 |
4.563 |
4.563 |
4.667 |
|
S3 |
4.372 |
4.441 |
4.649 |
|
S4 |
4.181 |
4.250 |
4.597 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.875 |
4.684 |
0.191 |
4.1% |
0.108 |
2.3% |
9% |
False |
True |
7,349 |
10 |
5.139 |
4.684 |
0.455 |
9.7% |
0.114 |
2.4% |
4% |
False |
True |
5,774 |
20 |
5.752 |
4.684 |
1.068 |
22.7% |
0.115 |
2.4% |
2% |
False |
True |
4,701 |
40 |
5.960 |
4.684 |
1.276 |
27.1% |
0.127 |
2.7% |
1% |
False |
True |
3,603 |
60 |
6.111 |
4.684 |
1.427 |
30.3% |
0.142 |
3.0% |
1% |
False |
True |
3,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.046 |
2.618 |
4.934 |
1.618 |
4.865 |
1.000 |
4.822 |
0.618 |
4.796 |
HIGH |
4.753 |
0.618 |
4.727 |
0.500 |
4.719 |
0.382 |
4.710 |
LOW |
4.684 |
0.618 |
4.641 |
1.000 |
4.615 |
1.618 |
4.572 |
2.618 |
4.503 |
4.250 |
4.391 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.719 |
4.780 |
PP |
4.713 |
4.754 |
S1 |
4.708 |
4.728 |
|