NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.092 |
3.974 |
-0.118 |
-2.9% |
4.158 |
| High |
4.112 |
3.997 |
-0.115 |
-2.8% |
4.168 |
| Low |
3.940 |
3.863 |
-0.077 |
-2.0% |
3.863 |
| Close |
3.981 |
3.872 |
-0.109 |
-2.7% |
3.872 |
| Range |
0.172 |
0.134 |
-0.038 |
-22.1% |
0.305 |
| ATR |
0.148 |
0.147 |
-0.001 |
-0.7% |
0.000 |
| Volume |
75,399 |
86,751 |
11,352 |
15.1% |
394,392 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.226 |
3.946 |
|
| R3 |
4.179 |
4.092 |
3.909 |
|
| R2 |
4.045 |
4.045 |
3.897 |
|
| R1 |
3.958 |
3.958 |
3.884 |
3.935 |
| PP |
3.911 |
3.911 |
3.911 |
3.899 |
| S1 |
3.824 |
3.824 |
3.860 |
3.801 |
| S2 |
3.777 |
3.777 |
3.847 |
|
| S3 |
3.643 |
3.690 |
3.835 |
|
| S4 |
3.509 |
3.556 |
3.798 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.883 |
4.682 |
4.040 |
|
| R3 |
4.578 |
4.377 |
3.956 |
|
| R2 |
4.273 |
4.273 |
3.928 |
|
| R1 |
4.072 |
4.072 |
3.900 |
4.020 |
| PP |
3.968 |
3.968 |
3.968 |
3.942 |
| S1 |
3.767 |
3.767 |
3.844 |
3.715 |
| S2 |
3.663 |
3.663 |
3.816 |
|
| S3 |
3.358 |
3.462 |
3.788 |
|
| S4 |
3.053 |
3.157 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.168 |
3.863 |
0.305 |
7.9% |
0.126 |
3.3% |
3% |
False |
True |
78,878 |
| 10 |
4.447 |
3.863 |
0.584 |
15.1% |
0.129 |
3.3% |
2% |
False |
True |
89,354 |
| 20 |
4.869 |
3.863 |
1.006 |
26.0% |
0.134 |
3.5% |
1% |
False |
True |
85,419 |
| 40 |
5.638 |
3.863 |
1.775 |
45.8% |
0.157 |
4.1% |
1% |
False |
True |
73,262 |
| 60 |
5.930 |
3.863 |
2.067 |
53.4% |
0.181 |
4.7% |
0% |
False |
True |
56,823 |
| 80 |
5.940 |
3.863 |
2.077 |
53.6% |
0.191 |
4.9% |
0% |
False |
True |
47,304 |
| 100 |
5.940 |
3.863 |
2.077 |
53.6% |
0.194 |
5.0% |
0% |
False |
True |
39,843 |
| 120 |
6.180 |
3.863 |
2.317 |
59.8% |
0.193 |
5.0% |
0% |
False |
True |
34,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.567 |
|
2.618 |
4.348 |
|
1.618 |
4.214 |
|
1.000 |
4.131 |
|
0.618 |
4.080 |
|
HIGH |
3.997 |
|
0.618 |
3.946 |
|
0.500 |
3.930 |
|
0.382 |
3.914 |
|
LOW |
3.863 |
|
0.618 |
3.780 |
|
1.000 |
3.729 |
|
1.618 |
3.646 |
|
2.618 |
3.512 |
|
4.250 |
3.294 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.930 |
4.003 |
| PP |
3.911 |
3.959 |
| S1 |
3.891 |
3.916 |
|