NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.753 |
4.650 |
-0.103 |
-2.2% |
4.819 |
High |
4.753 |
4.750 |
-0.003 |
-0.1% |
4.875 |
Low |
4.684 |
4.650 |
-0.034 |
-0.7% |
4.684 |
Close |
4.702 |
4.703 |
0.001 |
0.0% |
4.702 |
Range |
0.069 |
0.100 |
0.031 |
44.9% |
0.191 |
ATR |
0.133 |
0.131 |
-0.002 |
-1.8% |
0.000 |
Volume |
8,177 |
4,919 |
-3,258 |
-39.8% |
36,745 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.001 |
4.952 |
4.758 |
|
R3 |
4.901 |
4.852 |
4.731 |
|
R2 |
4.801 |
4.801 |
4.721 |
|
R1 |
4.752 |
4.752 |
4.712 |
4.777 |
PP |
4.701 |
4.701 |
4.701 |
4.713 |
S1 |
4.652 |
4.652 |
4.694 |
4.677 |
S2 |
4.601 |
4.601 |
4.685 |
|
S3 |
4.501 |
4.552 |
4.676 |
|
S4 |
4.401 |
4.452 |
4.648 |
|
|
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 |
4.650 |
0.225 |
4.8% |
0.109 |
2.3% |
24% |
False |
True |
7,328 |
10 |
5.058 |
4.650 |
0.408 |
8.7% |
0.106 |
2.3% |
13% |
False |
True |
5,997 |
20 |
5.752 |
4.650 |
1.102 |
23.4% |
0.111 |
2.4% |
5% |
False |
True |
4,847 |
40 |
5.951 |
4.650 |
1.301 |
27.7% |
0.124 |
2.6% |
4% |
False |
True |
3,681 |
60 |
6.111 |
4.650 |
1.461 |
31.1% |
0.143 |
3.0% |
4% |
False |
True |
3,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.175 |
2.618 |
5.012 |
1.618 |
4.912 |
1.000 |
4.850 |
0.618 |
4.812 |
HIGH |
4.750 |
0.618 |
4.712 |
0.500 |
4.700 |
0.382 |
4.688 |
LOW |
4.650 |
0.618 |
4.588 |
1.000 |
4.550 |
1.618 |
4.488 |
2.618 |
4.388 |
4.250 |
4.225 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.702 |
4.739 |
PP |
4.701 |
4.727 |
S1 |
4.700 |
4.715 |
|