NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.576 |
4.415 |
-0.161 |
-3.5% |
4.537 |
| High |
4.593 |
4.469 |
-0.124 |
-2.7% |
4.603 |
| Low |
4.415 |
4.377 |
-0.038 |
-0.9% |
4.377 |
| Close |
4.440 |
4.400 |
-0.040 |
-0.9% |
4.400 |
| Range |
0.178 |
0.092 |
-0.086 |
-48.3% |
0.226 |
| ATR |
0.169 |
0.163 |
-0.005 |
-3.2% |
0.000 |
| Volume |
95,843 |
98,139 |
2,296 |
2.4% |
401,586 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.691 |
4.638 |
4.451 |
|
| R3 |
4.599 |
4.546 |
4.425 |
|
| R2 |
4.507 |
4.507 |
4.417 |
|
| R1 |
4.454 |
4.454 |
4.408 |
4.435 |
| PP |
4.415 |
4.415 |
4.415 |
4.406 |
| S1 |
4.362 |
4.362 |
4.392 |
4.343 |
| S2 |
4.323 |
4.323 |
4.383 |
|
| S3 |
4.231 |
4.270 |
4.375 |
|
| S4 |
4.139 |
4.178 |
4.349 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.138 |
4.995 |
4.524 |
|
| R3 |
4.912 |
4.769 |
4.462 |
|
| R2 |
4.686 |
4.686 |
4.441 |
|
| R1 |
4.543 |
4.543 |
4.421 |
4.502 |
| PP |
4.460 |
4.460 |
4.460 |
4.439 |
| S1 |
4.317 |
4.317 |
4.379 |
4.276 |
| S2 |
4.234 |
4.234 |
4.359 |
|
| S3 |
4.008 |
4.091 |
4.338 |
|
| S4 |
3.782 |
3.865 |
4.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.603 |
4.377 |
0.226 |
5.1% |
0.132 |
3.0% |
10% |
False |
True |
80,317 |
| 10 |
4.869 |
4.377 |
0.492 |
11.2% |
0.140 |
3.2% |
5% |
False |
True |
81,484 |
| 20 |
5.531 |
4.377 |
1.154 |
26.2% |
0.154 |
3.5% |
2% |
False |
True |
78,876 |
| 40 |
5.738 |
4.377 |
1.361 |
30.9% |
0.177 |
4.0% |
2% |
False |
True |
57,397 |
| 60 |
5.940 |
4.377 |
1.563 |
35.5% |
0.194 |
4.4% |
1% |
False |
True |
44,873 |
| 80 |
5.940 |
4.377 |
1.563 |
35.5% |
0.206 |
4.7% |
1% |
False |
True |
37,477 |
| 100 |
6.180 |
4.377 |
1.803 |
41.0% |
0.199 |
4.5% |
1% |
False |
True |
31,738 |
| 120 |
6.180 |
4.377 |
1.803 |
41.0% |
0.196 |
4.5% |
1% |
False |
True |
27,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.860 |
|
2.618 |
4.710 |
|
1.618 |
4.618 |
|
1.000 |
4.561 |
|
0.618 |
4.526 |
|
HIGH |
4.469 |
|
0.618 |
4.434 |
|
0.500 |
4.423 |
|
0.382 |
4.412 |
|
LOW |
4.377 |
|
0.618 |
4.320 |
|
1.000 |
4.285 |
|
1.618 |
4.228 |
|
2.618 |
4.136 |
|
4.250 |
3.986 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.423 |
4.486 |
| PP |
4.415 |
4.457 |
| S1 |
4.408 |
4.429 |
|