NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.165 |
0.005 |
0.1% |
4.379 |
High |
4.268 |
4.254 |
-0.014 |
-0.3% |
4.441 |
Low |
4.160 |
4.117 |
-0.043 |
-1.0% |
4.177 |
Close |
4.174 |
4.242 |
0.068 |
1.6% |
4.171 |
Range |
0.108 |
0.137 |
0.029 |
26.9% |
0.264 |
ATR |
0.122 |
0.123 |
0.001 |
0.9% |
0.000 |
Volume |
4,143 |
7,086 |
2,943 |
71.0% |
21,934 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.615 |
4.566 |
4.317 |
|
R3 |
4.478 |
4.429 |
4.280 |
|
R2 |
4.341 |
4.341 |
4.267 |
|
R1 |
4.292 |
4.292 |
4.255 |
4.317 |
PP |
4.204 |
4.204 |
4.204 |
4.217 |
S1 |
4.155 |
4.155 |
4.229 |
4.180 |
S2 |
4.067 |
4.067 |
4.217 |
|
S3 |
3.930 |
4.018 |
4.204 |
|
S4 |
3.793 |
3.881 |
4.167 |
|
|
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 |
4.411 |
4.117 |
0.294 |
6.9% |
0.112 |
2.6% |
43% |
False |
True |
4,961 |
10 |
4.643 |
4.117 |
0.526 |
12.4% |
0.111 |
2.6% |
24% |
False |
True |
5,173 |
20 |
5.058 |
4.117 |
0.941 |
22.2% |
0.109 |
2.6% |
13% |
False |
True |
5,540 |
40 |
5.864 |
4.117 |
1.747 |
41.2% |
0.118 |
2.8% |
7% |
False |
True |
4,461 |
60 |
6.111 |
4.117 |
1.994 |
47.0% |
0.129 |
3.0% |
6% |
False |
True |
3,816 |
80 |
6.111 |
4.117 |
1.994 |
47.0% |
0.143 |
3.4% |
6% |
False |
True |
3,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.836 |
2.618 |
4.613 |
1.618 |
4.476 |
1.000 |
4.391 |
0.618 |
4.339 |
HIGH |
4.254 |
0.618 |
4.202 |
0.500 |
4.186 |
0.382 |
4.169 |
LOW |
4.117 |
0.618 |
4.032 |
1.000 |
3.980 |
1.618 |
3.895 |
2.618 |
3.758 |
4.250 |
3.535 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.223 |
4.226 |
PP |
4.204 |
4.209 |
S1 |
4.186 |
4.193 |
|