NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.363 |
5.414 |
0.051 |
1.0% |
5.522 |
High |
5.470 |
5.435 |
-0.035 |
-0.6% |
5.590 |
Low |
5.334 |
5.352 |
0.018 |
0.3% |
5.298 |
Close |
5.465 |
5.363 |
-0.102 |
-1.9% |
5.465 |
Range |
0.136 |
0.083 |
-0.053 |
-39.0% |
0.292 |
ATR |
0.117 |
0.117 |
0.000 |
-0.2% |
0.000 |
Volume |
4,321 |
3,386 |
-935 |
-21.6% |
10,052 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.632 |
5.581 |
5.409 |
|
R3 |
5.549 |
5.498 |
5.386 |
|
R2 |
5.466 |
5.466 |
5.378 |
|
R1 |
5.415 |
5.415 |
5.371 |
5.399 |
PP |
5.383 |
5.383 |
5.383 |
5.376 |
S1 |
5.332 |
5.332 |
5.355 |
5.316 |
S2 |
5.300 |
5.300 |
5.348 |
|
S3 |
5.217 |
5.249 |
5.340 |
|
S4 |
5.134 |
5.166 |
5.317 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.327 |
6.188 |
5.626 |
|
R3 |
6.035 |
5.896 |
5.545 |
|
R2 |
5.743 |
5.743 |
5.519 |
|
R1 |
5.604 |
5.604 |
5.492 |
5.528 |
PP |
5.451 |
5.451 |
5.451 |
5.413 |
S1 |
5.312 |
5.312 |
5.438 |
5.236 |
S2 |
5.159 |
5.159 |
5.411 |
|
S3 |
4.867 |
5.020 |
5.385 |
|
S4 |
4.575 |
4.728 |
5.304 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.788 |
2.618 |
5.652 |
1.618 |
5.569 |
1.000 |
5.518 |
0.618 |
5.486 |
HIGH |
5.435 |
0.618 |
5.403 |
0.500 |
5.394 |
0.382 |
5.384 |
LOW |
5.352 |
0.618 |
5.301 |
1.000 |
5.269 |
1.618 |
5.218 |
2.618 |
5.135 |
4.250 |
4.999 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.394 |
5.384 |
PP |
5.383 |
5.377 |
S1 |
5.373 |
5.370 |
|