NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
3.972 |
4.105 |
0.133 |
3.3% |
4.244 |
High |
4.077 |
4.164 |
0.087 |
2.1% |
4.285 |
Low |
3.934 |
3.956 |
0.022 |
0.6% |
4.001 |
Close |
4.062 |
3.965 |
-0.097 |
-2.4% |
4.007 |
Range |
0.143 |
0.208 |
0.065 |
45.5% |
0.284 |
ATR |
0.135 |
0.140 |
0.005 |
3.8% |
0.000 |
Volume |
20,416 |
20,497 |
81 |
0.4% |
82,806 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.652 |
4.517 |
4.079 |
|
R3 |
4.444 |
4.309 |
4.022 |
|
R2 |
4.236 |
4.236 |
4.003 |
|
R1 |
4.101 |
4.101 |
3.984 |
4.065 |
PP |
4.028 |
4.028 |
4.028 |
4.010 |
S1 |
3.893 |
3.893 |
3.946 |
3.857 |
S2 |
3.820 |
3.820 |
3.927 |
|
S3 |
3.612 |
3.685 |
3.908 |
|
S4 |
3.404 |
3.477 |
3.851 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.950 |
4.762 |
4.163 |
|
R3 |
4.666 |
4.478 |
4.085 |
|
R2 |
4.382 |
4.382 |
4.059 |
|
R1 |
4.194 |
4.194 |
4.033 |
4.146 |
PP |
4.098 |
4.098 |
4.098 |
4.074 |
S1 |
3.910 |
3.910 |
3.981 |
3.862 |
S2 |
3.814 |
3.814 |
3.955 |
|
S3 |
3.530 |
3.626 |
3.929 |
|
S4 |
3.246 |
3.342 |
3.851 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.225 |
3.934 |
0.291 |
7.3% |
0.150 |
3.8% |
11% |
False |
False |
19,832 |
10 |
4.429 |
3.934 |
0.495 |
12.5% |
0.141 |
3.5% |
6% |
False |
False |
17,915 |
20 |
4.910 |
3.934 |
0.976 |
24.6% |
0.129 |
3.3% |
3% |
False |
False |
16,774 |
40 |
5.738 |
3.934 |
1.804 |
45.5% |
0.142 |
3.6% |
2% |
False |
False |
13,325 |
60 |
6.010 |
3.934 |
2.076 |
52.4% |
0.160 |
4.0% |
1% |
False |
False |
10,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.048 |
2.618 |
4.709 |
1.618 |
4.501 |
1.000 |
4.372 |
0.618 |
4.293 |
HIGH |
4.164 |
0.618 |
4.085 |
0.500 |
4.060 |
0.382 |
4.035 |
LOW |
3.956 |
0.618 |
3.827 |
1.000 |
3.748 |
1.618 |
3.619 |
2.618 |
3.411 |
4.250 |
3.072 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.060 |
4.049 |
PP |
4.028 |
4.021 |
S1 |
3.997 |
3.993 |
|