NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.366 |
4.261 |
-0.105 |
-2.4% |
4.650 |
High |
4.411 |
4.380 |
-0.031 |
-0.7% |
4.750 |
Low |
4.349 |
4.217 |
-0.132 |
-3.0% |
4.359 |
Close |
4.379 |
4.261 |
-0.118 |
-2.7% |
4.462 |
Range |
0.062 |
0.163 |
0.101 |
162.9% |
0.391 |
ATR |
0.122 |
0.125 |
0.003 |
2.4% |
0.000 |
Volume |
3,908 |
3,922 |
14 |
0.4% |
26,911 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.775 |
4.681 |
4.351 |
|
R3 |
4.612 |
4.518 |
4.306 |
|
R2 |
4.449 |
4.449 |
4.291 |
|
R1 |
4.355 |
4.355 |
4.276 |
4.343 |
PP |
4.286 |
4.286 |
4.286 |
4.280 |
S1 |
4.192 |
4.192 |
4.246 |
4.180 |
S2 |
4.123 |
4.123 |
4.231 |
|
S3 |
3.960 |
4.029 |
4.216 |
|
S4 |
3.797 |
3.866 |
4.171 |
|
|
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 |
4.480 |
4.217 |
0.263 |
6.2% |
0.106 |
2.5% |
17% |
False |
True |
5,669 |
10 |
4.753 |
4.217 |
0.536 |
12.6% |
0.103 |
2.4% |
8% |
False |
True |
5,127 |
20 |
5.139 |
4.217 |
0.922 |
21.6% |
0.109 |
2.5% |
5% |
False |
True |
5,190 |
40 |
5.864 |
4.217 |
1.647 |
38.7% |
0.120 |
2.8% |
3% |
False |
True |
4,224 |
60 |
6.111 |
4.217 |
1.894 |
44.4% |
0.133 |
3.1% |
2% |
False |
True |
3,660 |
80 |
6.111 |
4.217 |
1.894 |
44.4% |
0.145 |
3.4% |
2% |
False |
True |
3,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.073 |
2.618 |
4.807 |
1.618 |
4.644 |
1.000 |
4.543 |
0.618 |
4.481 |
HIGH |
4.380 |
0.618 |
4.318 |
0.500 |
4.299 |
0.382 |
4.279 |
LOW |
4.217 |
0.618 |
4.116 |
1.000 |
4.054 |
1.618 |
3.953 |
2.618 |
3.790 |
4.250 |
3.524 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.299 |
4.329 |
PP |
4.286 |
4.306 |
S1 |
4.274 |
4.284 |
|