NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.402 |
4.366 |
-0.036 |
-0.8% |
4.650 |
High |
4.441 |
4.411 |
-0.030 |
-0.7% |
4.750 |
Low |
4.358 |
4.349 |
-0.009 |
-0.2% |
4.359 |
Close |
4.423 |
4.379 |
-0.044 |
-1.0% |
4.462 |
Range |
0.083 |
0.062 |
-0.021 |
-25.3% |
0.391 |
ATR |
0.126 |
0.122 |
-0.004 |
-2.9% |
0.000 |
Volume |
4,318 |
3,908 |
-410 |
-9.5% |
26,911 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.566 |
4.534 |
4.413 |
|
R3 |
4.504 |
4.472 |
4.396 |
|
R2 |
4.442 |
4.442 |
4.390 |
|
R1 |
4.410 |
4.410 |
4.385 |
4.426 |
PP |
4.380 |
4.380 |
4.380 |
4.388 |
S1 |
4.348 |
4.348 |
4.373 |
4.364 |
S2 |
4.318 |
4.318 |
4.368 |
|
S3 |
4.256 |
4.286 |
4.362 |
|
S4 |
4.194 |
4.224 |
4.345 |
|
|
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 |
4.567 |
4.337 |
0.230 |
5.3% |
0.113 |
2.6% |
18% |
False |
False |
5,477 |
10 |
4.827 |
4.337 |
0.490 |
11.2% |
0.098 |
2.2% |
9% |
False |
False |
6,061 |
20 |
5.146 |
4.337 |
0.809 |
18.5% |
0.106 |
2.4% |
5% |
False |
False |
5,121 |
40 |
5.864 |
4.337 |
1.527 |
34.9% |
0.120 |
2.7% |
3% |
False |
False |
4,185 |
60 |
6.111 |
4.337 |
1.774 |
40.5% |
0.131 |
3.0% |
2% |
False |
False |
3,649 |
80 |
6.111 |
4.337 |
1.774 |
40.5% |
0.148 |
3.4% |
2% |
False |
False |
3,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.675 |
2.618 |
4.573 |
1.618 |
4.511 |
1.000 |
4.473 |
0.618 |
4.449 |
HIGH |
4.411 |
0.618 |
4.387 |
0.500 |
4.380 |
0.382 |
4.373 |
LOW |
4.349 |
0.618 |
4.311 |
1.000 |
4.287 |
1.618 |
4.249 |
2.618 |
4.187 |
4.250 |
4.086 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.380 |
4.389 |
PP |
4.380 |
4.386 |
S1 |
4.379 |
4.382 |
|