NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.443 |
4.460 |
0.017 |
0.4% |
4.550 |
High |
4.521 |
4.494 |
-0.027 |
-0.6% |
4.690 |
Low |
4.407 |
4.400 |
-0.007 |
-0.2% |
4.443 |
Close |
4.467 |
4.418 |
-0.049 |
-1.1% |
4.466 |
Range |
0.114 |
0.094 |
-0.020 |
-17.5% |
0.247 |
ATR |
0.156 |
0.152 |
-0.004 |
-2.8% |
0.000 |
Volume |
27,798 |
60,385 |
32,587 |
117.2% |
177,646 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.719 |
4.663 |
4.470 |
|
R3 |
4.625 |
4.569 |
4.444 |
|
R2 |
4.531 |
4.531 |
4.435 |
|
R1 |
4.475 |
4.475 |
4.427 |
4.456 |
PP |
4.437 |
4.437 |
4.437 |
4.428 |
S1 |
4.381 |
4.381 |
4.409 |
4.362 |
S2 |
4.343 |
4.343 |
4.401 |
|
S3 |
4.249 |
4.287 |
4.392 |
|
S4 |
4.155 |
4.193 |
4.366 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.274 |
5.117 |
4.602 |
|
R3 |
5.027 |
4.870 |
4.534 |
|
R2 |
4.780 |
4.780 |
4.511 |
|
R1 |
4.623 |
4.623 |
4.489 |
4.578 |
PP |
4.533 |
4.533 |
4.533 |
4.511 |
S1 |
4.376 |
4.376 |
4.443 |
4.331 |
S2 |
4.286 |
4.286 |
4.421 |
|
S3 |
4.039 |
4.129 |
4.398 |
|
S4 |
3.792 |
3.882 |
4.330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.657 |
4.400 |
0.257 |
5.8% |
0.122 |
2.8% |
7% |
False |
True |
41,908 |
10 |
4.854 |
4.400 |
0.454 |
10.3% |
0.129 |
2.9% |
4% |
False |
True |
34,763 |
20 |
5.444 |
4.400 |
1.044 |
23.6% |
0.138 |
3.1% |
2% |
False |
True |
29,625 |
40 |
5.767 |
4.400 |
1.367 |
30.9% |
0.162 |
3.7% |
1% |
False |
True |
26,779 |
60 |
5.956 |
4.400 |
1.556 |
35.2% |
0.182 |
4.1% |
1% |
False |
True |
20,993 |
80 |
5.956 |
4.400 |
1.556 |
35.2% |
0.192 |
4.4% |
1% |
False |
True |
17,014 |
100 |
6.200 |
4.400 |
1.800 |
40.7% |
0.186 |
4.2% |
1% |
False |
True |
14,364 |
120 |
6.200 |
4.400 |
1.800 |
40.7% |
0.181 |
4.1% |
1% |
False |
True |
12,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.894 |
2.618 |
4.740 |
1.618 |
4.646 |
1.000 |
4.588 |
0.618 |
4.552 |
HIGH |
4.494 |
0.618 |
4.458 |
0.500 |
4.447 |
0.382 |
4.436 |
LOW |
4.400 |
0.618 |
4.342 |
1.000 |
4.306 |
1.618 |
4.248 |
2.618 |
4.154 |
4.250 |
4.001 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.447 |
4.467 |
PP |
4.437 |
4.451 |
S1 |
4.428 |
4.434 |
|