NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.379 |
4.402 |
0.023 |
0.5% |
4.650 |
High |
4.438 |
4.441 |
0.003 |
0.1% |
4.750 |
Low |
4.337 |
4.358 |
0.021 |
0.5% |
4.359 |
Close |
4.379 |
4.423 |
0.044 |
1.0% |
4.462 |
Range |
0.101 |
0.083 |
-0.018 |
-17.8% |
0.391 |
ATR |
0.129 |
0.126 |
-0.003 |
-2.6% |
0.000 |
Volume |
4,036 |
4,318 |
282 |
7.0% |
26,911 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.656 |
4.623 |
4.469 |
|
R3 |
4.573 |
4.540 |
4.446 |
|
R2 |
4.490 |
4.490 |
4.438 |
|
R1 |
4.457 |
4.457 |
4.431 |
4.474 |
PP |
4.407 |
4.407 |
4.407 |
4.416 |
S1 |
4.374 |
4.374 |
4.415 |
4.391 |
S2 |
4.324 |
4.324 |
4.408 |
|
S3 |
4.241 |
4.291 |
4.400 |
|
S4 |
4.158 |
4.208 |
4.377 |
|
|
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 |
4.643 |
4.337 |
0.306 |
6.9% |
0.111 |
2.5% |
28% |
False |
False |
5,384 |
10 |
4.875 |
4.337 |
0.538 |
12.2% |
0.106 |
2.4% |
16% |
False |
False |
6,202 |
20 |
5.199 |
4.337 |
0.862 |
19.5% |
0.108 |
2.4% |
10% |
False |
False |
5,074 |
40 |
5.864 |
4.337 |
1.527 |
34.5% |
0.122 |
2.8% |
6% |
False |
False |
4,130 |
60 |
6.111 |
4.337 |
1.774 |
40.1% |
0.133 |
3.0% |
5% |
False |
False |
3,627 |
80 |
6.111 |
4.337 |
1.774 |
40.1% |
0.151 |
3.4% |
5% |
False |
False |
3,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.794 |
2.618 |
4.658 |
1.618 |
4.575 |
1.000 |
4.524 |
0.618 |
4.492 |
HIGH |
4.441 |
0.618 |
4.409 |
0.500 |
4.400 |
0.382 |
4.390 |
LOW |
4.358 |
0.618 |
4.307 |
1.000 |
4.275 |
1.618 |
4.224 |
2.618 |
4.141 |
4.250 |
4.005 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.415 |
4.418 |
PP |
4.407 |
4.413 |
S1 |
4.400 |
4.409 |
|