NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.394 |
4.404 |
0.010 |
0.2% |
4.650 |
High |
4.567 |
4.480 |
-0.087 |
-1.9% |
4.750 |
Low |
4.371 |
4.359 |
-0.012 |
-0.3% |
4.359 |
Close |
4.394 |
4.462 |
0.068 |
1.5% |
4.462 |
Range |
0.196 |
0.121 |
-0.075 |
-38.3% |
0.391 |
ATR |
0.130 |
0.130 |
-0.001 |
-0.5% |
0.000 |
Volume |
2,959 |
12,164 |
9,205 |
311.1% |
26,911 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.797 |
4.750 |
4.529 |
|
R3 |
4.676 |
4.629 |
4.495 |
|
R2 |
4.555 |
4.555 |
4.484 |
|
R1 |
4.508 |
4.508 |
4.473 |
4.532 |
PP |
4.434 |
4.434 |
4.434 |
4.445 |
S1 |
4.387 |
4.387 |
4.451 |
4.411 |
S2 |
4.313 |
4.313 |
4.440 |
|
S3 |
4.192 |
4.266 |
4.429 |
|
S4 |
4.071 |
4.145 |
4.395 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.697 |
5.470 |
4.677 |
|
R3 |
5.306 |
5.079 |
4.570 |
|
R2 |
4.915 |
4.915 |
4.534 |
|
R1 |
4.688 |
4.688 |
4.498 |
4.606 |
PP |
4.524 |
4.524 |
4.524 |
4.483 |
S1 |
4.297 |
4.297 |
4.426 |
4.215 |
S2 |
4.133 |
4.133 |
4.390 |
|
S3 |
3.742 |
3.906 |
4.354 |
|
S4 |
3.351 |
3.515 |
4.247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.750 |
4.359 |
0.391 |
8.8% |
0.110 |
2.5% |
26% |
False |
True |
5,382 |
10 |
4.875 |
4.359 |
0.516 |
11.6% |
0.109 |
2.4% |
20% |
False |
True |
6,365 |
20 |
5.210 |
4.359 |
0.851 |
19.1% |
0.107 |
2.4% |
12% |
False |
True |
5,003 |
40 |
5.951 |
4.359 |
1.592 |
35.7% |
0.124 |
2.8% |
6% |
False |
True |
4,046 |
60 |
6.111 |
4.359 |
1.752 |
39.3% |
0.137 |
3.1% |
6% |
False |
True |
3,551 |
80 |
6.111 |
4.359 |
1.752 |
39.3% |
0.152 |
3.4% |
6% |
False |
True |
3,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.994 |
2.618 |
4.797 |
1.618 |
4.676 |
1.000 |
4.601 |
0.618 |
4.555 |
HIGH |
4.480 |
0.618 |
4.434 |
0.500 |
4.420 |
0.382 |
4.405 |
LOW |
4.359 |
0.618 |
4.284 |
1.000 |
4.238 |
1.618 |
4.163 |
2.618 |
4.042 |
4.250 |
3.845 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.448 |
4.501 |
PP |
4.434 |
4.488 |
S1 |
4.420 |
4.475 |
|