NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.261 |
4.255 |
-0.006 |
-0.1% |
4.379 |
High |
4.380 |
4.266 |
-0.114 |
-2.6% |
4.441 |
Low |
4.217 |
4.177 |
-0.040 |
-0.9% |
4.177 |
Close |
4.261 |
4.171 |
-0.090 |
-2.1% |
4.171 |
Range |
0.163 |
0.089 |
-0.074 |
-45.4% |
0.264 |
ATR |
0.125 |
0.123 |
-0.003 |
-2.1% |
0.000 |
Volume |
3,922 |
5,750 |
1,828 |
46.6% |
21,934 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.472 |
4.410 |
4.220 |
|
R3 |
4.383 |
4.321 |
4.195 |
|
R2 |
4.294 |
4.294 |
4.187 |
|
R1 |
4.232 |
4.232 |
4.179 |
4.219 |
PP |
4.205 |
4.205 |
4.205 |
4.198 |
S1 |
4.143 |
4.143 |
4.163 |
4.130 |
S2 |
4.116 |
4.116 |
4.155 |
|
S3 |
4.027 |
4.054 |
4.147 |
|
S4 |
3.938 |
3.965 |
4.122 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
4.877 |
4.316 |
|
R3 |
4.791 |
4.613 |
4.244 |
|
R2 |
4.527 |
4.527 |
4.219 |
|
R1 |
4.349 |
4.349 |
4.195 |
4.306 |
PP |
4.263 |
4.263 |
4.263 |
4.242 |
S1 |
4.085 |
4.085 |
4.147 |
4.042 |
S2 |
3.999 |
3.999 |
4.123 |
|
S3 |
3.735 |
3.821 |
4.098 |
|
S4 |
3.471 |
3.557 |
4.026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.441 |
4.177 |
0.264 |
6.3% |
0.100 |
2.4% |
-2% |
False |
True |
4,386 |
10 |
4.750 |
4.177 |
0.573 |
13.7% |
0.105 |
2.5% |
-1% |
False |
True |
4,884 |
20 |
5.139 |
4.177 |
0.962 |
23.1% |
0.109 |
2.6% |
-1% |
False |
True |
5,329 |
40 |
5.864 |
4.177 |
1.687 |
40.4% |
0.119 |
2.9% |
0% |
False |
True |
4,290 |
60 |
6.111 |
4.177 |
1.934 |
46.4% |
0.132 |
3.2% |
0% |
False |
True |
3,697 |
80 |
6.111 |
4.177 |
1.934 |
46.4% |
0.144 |
3.5% |
0% |
False |
True |
3,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.644 |
2.618 |
4.499 |
1.618 |
4.410 |
1.000 |
4.355 |
0.618 |
4.321 |
HIGH |
4.266 |
0.618 |
4.232 |
0.500 |
4.222 |
0.382 |
4.211 |
LOW |
4.177 |
0.618 |
4.122 |
1.000 |
4.088 |
1.618 |
4.033 |
2.618 |
3.944 |
4.250 |
3.799 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.222 |
4.294 |
PP |
4.205 |
4.253 |
S1 |
4.188 |
4.212 |
|