NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.334 |
4.289 |
-0.045 |
-1.0% |
4.537 |
| High |
4.368 |
4.292 |
-0.076 |
-1.7% |
4.603 |
| Low |
4.280 |
4.054 |
-0.226 |
-5.3% |
4.377 |
| Close |
4.303 |
4.085 |
-0.218 |
-5.1% |
4.400 |
| Range |
0.088 |
0.238 |
0.150 |
170.5% |
0.226 |
| ATR |
0.151 |
0.158 |
0.007 |
4.7% |
0.000 |
| Volume |
106,939 |
80,233 |
-26,706 |
-25.0% |
401,586 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.858 |
4.709 |
4.216 |
|
| R3 |
4.620 |
4.471 |
4.150 |
|
| R2 |
4.382 |
4.382 |
4.129 |
|
| R1 |
4.233 |
4.233 |
4.107 |
4.189 |
| PP |
4.144 |
4.144 |
4.144 |
4.121 |
| S1 |
3.995 |
3.995 |
4.063 |
3.951 |
| S2 |
3.906 |
3.906 |
4.041 |
|
| S3 |
3.668 |
3.757 |
4.020 |
|
| S4 |
3.430 |
3.519 |
3.954 |
|
|
| 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 |
4.469 |
4.054 |
0.415 |
10.2% |
0.126 |
3.1% |
7% |
False |
True |
88,676 |
| 10 |
4.626 |
4.054 |
0.572 |
14.0% |
0.128 |
3.1% |
5% |
False |
True |
84,920 |
| 20 |
5.157 |
4.054 |
1.103 |
27.0% |
0.138 |
3.4% |
3% |
False |
True |
81,295 |
| 40 |
5.738 |
4.054 |
1.684 |
41.2% |
0.170 |
4.2% |
2% |
False |
True |
63,363 |
| 60 |
5.940 |
4.054 |
1.886 |
46.2% |
0.191 |
4.7% |
2% |
False |
True |
49,162 |
| 80 |
5.940 |
4.054 |
1.886 |
46.2% |
0.202 |
4.9% |
2% |
False |
True |
41,280 |
| 100 |
5.971 |
4.054 |
1.917 |
46.9% |
0.198 |
4.9% |
2% |
False |
True |
34,842 |
| 120 |
6.180 |
4.054 |
2.126 |
52.0% |
0.196 |
4.8% |
1% |
False |
True |
30,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.304 |
|
2.618 |
4.915 |
|
1.618 |
4.677 |
|
1.000 |
4.530 |
|
0.618 |
4.439 |
|
HIGH |
4.292 |
|
0.618 |
4.201 |
|
0.500 |
4.173 |
|
0.382 |
4.145 |
|
LOW |
4.054 |
|
0.618 |
3.907 |
|
1.000 |
3.816 |
|
1.618 |
3.669 |
|
2.618 |
3.431 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.173 |
4.239 |
| PP |
4.144 |
4.187 |
| S1 |
4.114 |
4.136 |
|