NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.647 |
4.550 |
-0.097 |
-2.1% |
4.820 |
| High |
4.690 |
4.637 |
-0.053 |
-1.1% |
4.931 |
| Low |
4.612 |
4.525 |
-0.087 |
-1.9% |
4.612 |
| Close |
4.659 |
4.590 |
-0.069 |
-1.5% |
4.659 |
| Range |
0.078 |
0.112 |
0.034 |
43.6% |
0.319 |
| ATR |
0.169 |
0.167 |
-0.003 |
-1.5% |
0.000 |
| Volume |
30,041 |
28,412 |
-1,629 |
-5.4% |
135,063 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.920 |
4.867 |
4.652 |
|
| R3 |
4.808 |
4.755 |
4.621 |
|
| R2 |
4.696 |
4.696 |
4.611 |
|
| R1 |
4.643 |
4.643 |
4.600 |
4.670 |
| PP |
4.584 |
4.584 |
4.584 |
4.597 |
| S1 |
4.531 |
4.531 |
4.580 |
4.558 |
| S2 |
4.472 |
4.472 |
4.569 |
|
| S3 |
4.360 |
4.419 |
4.559 |
|
| S4 |
4.248 |
4.307 |
4.528 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.691 |
5.494 |
4.834 |
|
| R3 |
5.372 |
5.175 |
4.747 |
|
| R2 |
5.053 |
5.053 |
4.717 |
|
| R1 |
4.856 |
4.856 |
4.688 |
4.795 |
| PP |
4.734 |
4.734 |
4.734 |
4.704 |
| S1 |
4.537 |
4.537 |
4.630 |
4.476 |
| S2 |
4.415 |
4.415 |
4.601 |
|
| S3 |
4.096 |
4.218 |
4.571 |
|
| S4 |
3.777 |
3.899 |
4.484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.854 |
4.525 |
0.329 |
7.2% |
0.123 |
2.7% |
20% |
False |
True |
27,913 |
| 10 |
5.006 |
4.525 |
0.481 |
10.5% |
0.134 |
2.9% |
14% |
False |
True |
25,553 |
| 20 |
5.683 |
4.525 |
1.158 |
25.2% |
0.161 |
3.5% |
6% |
False |
True |
31,174 |
| 40 |
5.785 |
4.525 |
1.260 |
27.5% |
0.178 |
3.9% |
5% |
False |
True |
22,982 |
| 60 |
5.956 |
4.525 |
1.431 |
31.2% |
0.191 |
4.2% |
5% |
False |
True |
17,705 |
| 80 |
5.956 |
4.525 |
1.431 |
31.2% |
0.193 |
4.2% |
5% |
False |
True |
14,331 |
| 100 |
6.200 |
4.525 |
1.675 |
36.5% |
0.188 |
4.1% |
4% |
False |
True |
12,103 |
| 120 |
6.200 |
4.525 |
1.675 |
36.5% |
0.183 |
4.0% |
4% |
False |
True |
10,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.113 |
|
2.618 |
4.930 |
|
1.618 |
4.818 |
|
1.000 |
4.749 |
|
0.618 |
4.706 |
|
HIGH |
4.637 |
|
0.618 |
4.594 |
|
0.500 |
4.581 |
|
0.382 |
4.568 |
|
LOW |
4.525 |
|
0.618 |
4.456 |
|
1.000 |
4.413 |
|
1.618 |
4.344 |
|
2.618 |
4.232 |
|
4.250 |
4.049 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.587 |
4.686 |
| PP |
4.584 |
4.654 |
| S1 |
4.581 |
4.622 |
|