NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.269 |
4.200 |
-0.069 |
-1.6% |
4.379 |
High |
4.345 |
4.417 |
0.072 |
1.7% |
4.441 |
Low |
4.153 |
4.120 |
-0.033 |
-0.8% |
4.177 |
Close |
4.163 |
4.370 |
0.207 |
5.0% |
4.171 |
Range |
0.192 |
0.297 |
0.105 |
54.7% |
0.264 |
ATR |
0.128 |
0.140 |
0.012 |
9.5% |
0.000 |
Volume |
5,442 |
10,453 |
5,011 |
92.1% |
21,934 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.193 |
5.079 |
4.533 |
|
R3 |
4.896 |
4.782 |
4.452 |
|
R2 |
4.599 |
4.599 |
4.424 |
|
R1 |
4.485 |
4.485 |
4.397 |
4.542 |
PP |
4.302 |
4.302 |
4.302 |
4.331 |
S1 |
4.188 |
4.188 |
4.343 |
4.245 |
S2 |
4.005 |
4.005 |
4.316 |
|
S3 |
3.708 |
3.891 |
4.288 |
|
S4 |
3.411 |
3.594 |
4.207 |
|
|
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 |
4.417 |
4.117 |
0.300 |
6.9% |
0.165 |
3.8% |
84% |
True |
False |
6,574 |
10 |
4.480 |
4.117 |
0.363 |
8.3% |
0.135 |
3.1% |
70% |
False |
False |
6,122 |
20 |
4.910 |
4.117 |
0.793 |
18.1% |
0.120 |
2.7% |
32% |
False |
False |
5,960 |
40 |
5.864 |
4.117 |
1.747 |
40.0% |
0.124 |
2.8% |
14% |
False |
False |
4,744 |
60 |
6.111 |
4.117 |
1.994 |
45.6% |
0.132 |
3.0% |
13% |
False |
False |
3,980 |
80 |
6.111 |
4.117 |
1.994 |
45.6% |
0.146 |
3.3% |
13% |
False |
False |
3,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.679 |
2.618 |
5.195 |
1.618 |
4.898 |
1.000 |
4.714 |
0.618 |
4.601 |
HIGH |
4.417 |
0.618 |
4.304 |
0.500 |
4.269 |
0.382 |
4.233 |
LOW |
4.120 |
0.618 |
3.936 |
1.000 |
3.823 |
1.618 |
3.639 |
2.618 |
3.342 |
4.250 |
2.858 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.336 |
4.336 |
PP |
4.302 |
4.301 |
S1 |
4.269 |
4.267 |
|