NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.641 |
4.394 |
-0.247 |
-5.3% |
4.819 |
High |
4.643 |
4.567 |
-0.076 |
-1.6% |
4.875 |
Low |
4.590 |
4.371 |
-0.219 |
-4.8% |
4.684 |
Close |
4.603 |
4.394 |
-0.209 |
-4.5% |
4.702 |
Range |
0.053 |
0.196 |
0.143 |
269.8% |
0.191 |
ATR |
0.122 |
0.130 |
0.008 |
6.4% |
0.000 |
Volume |
3,445 |
2,959 |
-486 |
-14.1% |
36,745 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.032 |
4.909 |
4.502 |
|
R3 |
4.836 |
4.713 |
4.448 |
|
R2 |
4.640 |
4.640 |
4.430 |
|
R1 |
4.517 |
4.517 |
4.412 |
4.492 |
PP |
4.444 |
4.444 |
4.444 |
4.432 |
S1 |
4.321 |
4.321 |
4.376 |
4.296 |
S2 |
4.248 |
4.248 |
4.358 |
|
S3 |
4.052 |
4.125 |
4.340 |
|
S4 |
3.856 |
3.929 |
4.286 |
|
|
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 |
4.753 |
4.371 |
0.382 |
8.7% |
0.100 |
2.3% |
6% |
False |
True |
4,584 |
10 |
4.910 |
4.371 |
0.539 |
12.3% |
0.104 |
2.4% |
4% |
False |
True |
5,798 |
20 |
5.360 |
4.371 |
0.989 |
22.5% |
0.104 |
2.4% |
2% |
False |
True |
4,729 |
40 |
5.951 |
4.371 |
1.580 |
36.0% |
0.124 |
2.8% |
1% |
False |
True |
3,780 |
60 |
6.111 |
4.371 |
1.740 |
39.6% |
0.139 |
3.2% |
1% |
False |
True |
3,386 |
80 |
6.111 |
4.371 |
1.740 |
39.6% |
0.152 |
3.5% |
1% |
False |
True |
3,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.400 |
2.618 |
5.080 |
1.618 |
4.884 |
1.000 |
4.763 |
0.618 |
4.688 |
HIGH |
4.567 |
0.618 |
4.492 |
0.500 |
4.469 |
0.382 |
4.446 |
LOW |
4.371 |
0.618 |
4.250 |
1.000 |
4.175 |
1.618 |
4.054 |
2.618 |
3.858 |
4.250 |
3.538 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.469 |
4.543 |
PP |
4.444 |
4.493 |
S1 |
4.419 |
4.444 |
|