NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.255 |
4.160 |
-0.095 |
-2.2% |
4.379 |
High |
4.266 |
4.268 |
0.002 |
0.0% |
4.441 |
Low |
4.177 |
4.160 |
-0.017 |
-0.4% |
4.177 |
Close |
4.171 |
4.174 |
0.003 |
0.1% |
4.171 |
Range |
0.089 |
0.108 |
0.019 |
21.3% |
0.264 |
ATR |
0.123 |
0.122 |
-0.001 |
-0.9% |
0.000 |
Volume |
5,750 |
4,143 |
-1,607 |
-27.9% |
21,934 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.525 |
4.457 |
4.233 |
|
R3 |
4.417 |
4.349 |
4.204 |
|
R2 |
4.309 |
4.309 |
4.194 |
|
R1 |
4.241 |
4.241 |
4.184 |
4.275 |
PP |
4.201 |
4.201 |
4.201 |
4.218 |
S1 |
4.133 |
4.133 |
4.164 |
4.167 |
S2 |
4.093 |
4.093 |
4.154 |
|
S3 |
3.985 |
4.025 |
4.144 |
|
S4 |
3.877 |
3.917 |
4.115 |
|
|
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 |
4.160 |
0.281 |
6.7% |
0.101 |
2.4% |
5% |
False |
True |
4,408 |
10 |
4.715 |
4.160 |
0.555 |
13.3% |
0.106 |
2.5% |
3% |
False |
True |
4,806 |
20 |
5.058 |
4.160 |
0.898 |
21.5% |
0.106 |
2.5% |
2% |
False |
True |
5,402 |
40 |
5.864 |
4.160 |
1.704 |
40.8% |
0.119 |
2.8% |
1% |
False |
True |
4,330 |
60 |
6.111 |
4.160 |
1.951 |
46.7% |
0.131 |
3.1% |
1% |
False |
True |
3,728 |
80 |
6.111 |
4.160 |
1.951 |
46.7% |
0.144 |
3.4% |
1% |
False |
True |
3,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.727 |
2.618 |
4.551 |
1.618 |
4.443 |
1.000 |
4.376 |
0.618 |
4.335 |
HIGH |
4.268 |
0.618 |
4.227 |
0.500 |
4.214 |
0.382 |
4.201 |
LOW |
4.160 |
0.618 |
4.093 |
1.000 |
4.052 |
1.618 |
3.985 |
2.618 |
3.877 |
4.250 |
3.701 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.214 |
4.270 |
PP |
4.201 |
4.238 |
S1 |
4.187 |
4.206 |
|