NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.693 |
4.720 |
0.027 |
0.6% |
4.960 |
| High |
4.755 |
4.790 |
0.035 |
0.7% |
5.000 |
| Low |
4.655 |
4.680 |
0.025 |
0.5% |
4.739 |
| Close |
4.708 |
4.757 |
0.049 |
1.0% |
4.813 |
| Range |
0.100 |
0.110 |
0.010 |
10.0% |
0.261 |
| ATR |
0.185 |
0.179 |
-0.005 |
-2.9% |
0.000 |
| Volume |
89,836 |
85,649 |
-4,187 |
-4.7% |
396,842 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.072 |
5.025 |
4.818 |
|
| R3 |
4.962 |
4.915 |
4.787 |
|
| R2 |
4.852 |
4.852 |
4.777 |
|
| R1 |
4.805 |
4.805 |
4.767 |
4.829 |
| PP |
4.742 |
4.742 |
4.742 |
4.754 |
| S1 |
4.695 |
4.695 |
4.747 |
4.719 |
| S2 |
4.632 |
4.632 |
4.737 |
|
| S3 |
4.522 |
4.585 |
4.727 |
|
| S4 |
4.412 |
4.475 |
4.697 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.634 |
5.484 |
4.957 |
|
| R3 |
5.373 |
5.223 |
4.885 |
|
| R2 |
5.112 |
5.112 |
4.861 |
|
| R1 |
4.962 |
4.962 |
4.837 |
4.907 |
| PP |
4.851 |
4.851 |
4.851 |
4.823 |
| S1 |
4.701 |
4.701 |
4.789 |
4.646 |
| S2 |
4.590 |
4.590 |
4.765 |
|
| S3 |
4.329 |
4.440 |
4.741 |
|
| S4 |
4.068 |
4.179 |
4.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.894 |
4.655 |
0.239 |
5.0% |
0.137 |
2.9% |
43% |
False |
False |
83,783 |
| 10 |
5.395 |
4.655 |
0.740 |
15.6% |
0.152 |
3.2% |
14% |
False |
False |
76,047 |
| 20 |
5.638 |
4.655 |
0.983 |
20.7% |
0.175 |
3.7% |
10% |
False |
False |
69,006 |
| 40 |
5.930 |
4.655 |
1.275 |
26.8% |
0.198 |
4.2% |
8% |
False |
False |
47,691 |
| 60 |
5.940 |
4.655 |
1.285 |
27.0% |
0.207 |
4.4% |
8% |
False |
False |
37,939 |
| 80 |
5.940 |
4.595 |
1.345 |
28.3% |
0.207 |
4.3% |
12% |
False |
False |
31,216 |
| 100 |
6.180 |
4.595 |
1.585 |
33.3% |
0.204 |
4.3% |
10% |
False |
False |
26,549 |
| 120 |
6.180 |
4.595 |
1.585 |
33.3% |
0.205 |
4.3% |
10% |
False |
False |
23,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.258 |
|
2.618 |
5.078 |
|
1.618 |
4.968 |
|
1.000 |
4.900 |
|
0.618 |
4.858 |
|
HIGH |
4.790 |
|
0.618 |
4.748 |
|
0.500 |
4.735 |
|
0.382 |
4.722 |
|
LOW |
4.680 |
|
0.618 |
4.612 |
|
1.000 |
4.570 |
|
1.618 |
4.502 |
|
2.618 |
4.392 |
|
4.250 |
4.213 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.750 |
4.762 |
| PP |
4.742 |
4.760 |
| S1 |
4.735 |
4.759 |
|