NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.655 |
4.641 |
-0.014 |
-0.3% |
4.819 |
High |
4.715 |
4.643 |
-0.072 |
-1.5% |
4.875 |
Low |
4.635 |
4.590 |
-0.045 |
-1.0% |
4.684 |
Close |
4.655 |
4.603 |
-0.052 |
-1.1% |
4.702 |
Range |
0.080 |
0.053 |
-0.027 |
-33.8% |
0.191 |
ATR |
0.127 |
0.122 |
-0.004 |
-3.5% |
0.000 |
Volume |
3,424 |
3,445 |
21 |
0.6% |
36,745 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.771 |
4.740 |
4.632 |
|
R3 |
4.718 |
4.687 |
4.618 |
|
R2 |
4.665 |
4.665 |
4.613 |
|
R1 |
4.634 |
4.634 |
4.608 |
4.623 |
PP |
4.612 |
4.612 |
4.612 |
4.607 |
S1 |
4.581 |
4.581 |
4.598 |
4.570 |
S2 |
4.559 |
4.559 |
4.593 |
|
S3 |
4.506 |
4.528 |
4.588 |
|
S4 |
4.453 |
4.475 |
4.574 |
|
|
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 |
4.827 |
4.590 |
0.237 |
5.1% |
0.082 |
1.8% |
5% |
False |
True |
6,645 |
10 |
5.050 |
4.590 |
0.460 |
10.0% |
0.104 |
2.3% |
3% |
False |
True |
5,878 |
20 |
5.580 |
4.590 |
0.990 |
21.5% |
0.103 |
2.2% |
1% |
False |
True |
4,829 |
40 |
5.951 |
4.590 |
1.361 |
29.6% |
0.122 |
2.6% |
1% |
False |
True |
3,753 |
60 |
6.111 |
4.590 |
1.521 |
33.0% |
0.138 |
3.0% |
1% |
False |
True |
3,451 |
80 |
6.111 |
4.590 |
1.521 |
33.0% |
0.152 |
3.3% |
1% |
False |
True |
3,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.868 |
2.618 |
4.782 |
1.618 |
4.729 |
1.000 |
4.696 |
0.618 |
4.676 |
HIGH |
4.643 |
0.618 |
4.623 |
0.500 |
4.617 |
0.382 |
4.610 |
LOW |
4.590 |
0.618 |
4.557 |
1.000 |
4.537 |
1.618 |
4.504 |
2.618 |
4.451 |
4.250 |
4.365 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.617 |
4.670 |
PP |
4.612 |
4.648 |
S1 |
4.608 |
4.625 |
|