NYMEX Natural Gas Future April 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 |
4.091 |
4.158 |
0.067 |
1.6% |
4.389 |
| High |
4.175 |
4.168 |
-0.007 |
-0.2% |
4.447 |
| Low |
4.050 |
4.036 |
-0.014 |
-0.3% |
4.050 |
| Close |
4.169 |
4.079 |
-0.090 |
-2.2% |
4.169 |
| Range |
0.125 |
0.132 |
0.007 |
5.6% |
0.397 |
| ATR |
0.155 |
0.154 |
-0.002 |
-1.0% |
0.000 |
| Volume |
153,905 |
74,118 |
-79,787 |
-51.8% |
499,149 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.490 |
4.417 |
4.152 |
|
| R3 |
4.358 |
4.285 |
4.115 |
|
| R2 |
4.226 |
4.226 |
4.103 |
|
| R1 |
4.153 |
4.153 |
4.091 |
4.124 |
| PP |
4.094 |
4.094 |
4.094 |
4.080 |
| S1 |
4.021 |
4.021 |
4.067 |
3.992 |
| S2 |
3.962 |
3.962 |
4.055 |
|
| S3 |
3.830 |
3.889 |
4.043 |
|
| S4 |
3.698 |
3.757 |
4.006 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.413 |
5.188 |
4.387 |
|
| R3 |
5.016 |
4.791 |
4.278 |
|
| R2 |
4.619 |
4.619 |
4.242 |
|
| R1 |
4.394 |
4.394 |
4.205 |
4.308 |
| PP |
4.222 |
4.222 |
4.222 |
4.179 |
| S1 |
3.997 |
3.997 |
4.133 |
3.911 |
| S2 |
3.825 |
3.825 |
4.096 |
|
| S3 |
3.428 |
3.600 |
4.060 |
|
| S4 |
3.031 |
3.203 |
3.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.423 |
4.036 |
0.387 |
9.5% |
0.137 |
3.3% |
11% |
False |
True |
103,271 |
| 10 |
4.603 |
4.036 |
0.567 |
13.9% |
0.134 |
3.3% |
8% |
False |
True |
90,998 |
| 20 |
4.946 |
4.036 |
0.910 |
22.3% |
0.137 |
3.4% |
5% |
False |
True |
85,703 |
| 40 |
5.724 |
4.036 |
1.688 |
41.4% |
0.166 |
4.1% |
3% |
False |
True |
67,954 |
| 60 |
5.940 |
4.036 |
1.904 |
46.7% |
0.187 |
4.6% |
2% |
False |
True |
52,445 |
| 80 |
5.940 |
4.036 |
1.904 |
46.7% |
0.201 |
4.9% |
2% |
False |
True |
43,862 |
| 100 |
5.940 |
4.036 |
1.904 |
46.7% |
0.196 |
4.8% |
2% |
False |
True |
36,969 |
| 120 |
6.180 |
4.036 |
2.144 |
52.6% |
0.196 |
4.8% |
2% |
False |
True |
32,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.729 |
|
2.618 |
4.514 |
|
1.618 |
4.382 |
|
1.000 |
4.300 |
|
0.618 |
4.250 |
|
HIGH |
4.168 |
|
0.618 |
4.118 |
|
0.500 |
4.102 |
|
0.382 |
4.086 |
|
LOW |
4.036 |
|
0.618 |
3.954 |
|
1.000 |
3.904 |
|
1.618 |
3.822 |
|
2.618 |
3.690 |
|
4.250 |
3.475 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.102 |
4.164 |
| PP |
4.094 |
4.136 |
| S1 |
4.087 |
4.107 |
|