NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.650 |
4.655 |
0.005 |
0.1% |
4.819 |
High |
4.750 |
4.715 |
-0.035 |
-0.7% |
4.875 |
Low |
4.650 |
4.635 |
-0.015 |
-0.3% |
4.684 |
Close |
4.703 |
4.655 |
-0.048 |
-1.0% |
4.702 |
Range |
0.100 |
0.080 |
-0.020 |
-20.0% |
0.191 |
ATR |
0.131 |
0.127 |
-0.004 |
-2.8% |
0.000 |
Volume |
4,919 |
3,424 |
-1,495 |
-30.4% |
36,745 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.908 |
4.862 |
4.699 |
|
R3 |
4.828 |
4.782 |
4.677 |
|
R2 |
4.748 |
4.748 |
4.670 |
|
R1 |
4.702 |
4.702 |
4.662 |
4.695 |
PP |
4.668 |
4.668 |
4.668 |
4.665 |
S1 |
4.622 |
4.622 |
4.648 |
4.615 |
S2 |
4.588 |
4.588 |
4.640 |
|
S3 |
4.508 |
4.542 |
4.633 |
|
S4 |
4.428 |
4.462 |
4.611 |
|
|
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 |
4.635 |
0.240 |
5.2% |
0.101 |
2.2% |
8% |
False |
True |
7,019 |
10 |
5.058 |
4.635 |
0.423 |
9.1% |
0.108 |
2.3% |
5% |
False |
True |
5,907 |
20 |
5.626 |
4.635 |
0.991 |
21.3% |
0.106 |
2.3% |
2% |
False |
True |
4,794 |
40 |
5.951 |
4.635 |
1.316 |
28.3% |
0.124 |
2.7% |
2% |
False |
True |
3,714 |
60 |
6.111 |
4.635 |
1.476 |
31.7% |
0.142 |
3.0% |
1% |
False |
True |
3,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.055 |
2.618 |
4.924 |
1.618 |
4.844 |
1.000 |
4.795 |
0.618 |
4.764 |
HIGH |
4.715 |
0.618 |
4.684 |
0.500 |
4.675 |
0.382 |
4.666 |
LOW |
4.635 |
0.618 |
4.586 |
1.000 |
4.555 |
1.618 |
4.506 |
2.618 |
4.426 |
4.250 |
4.295 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.675 |
4.694 |
PP |
4.668 |
4.681 |
S1 |
4.662 |
4.668 |
|