NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.218 |
4.192 |
-0.026 |
-0.6% |
4.443 |
| High |
4.231 |
4.217 |
-0.014 |
-0.3% |
4.521 |
| Low |
4.093 |
4.115 |
0.022 |
0.5% |
4.114 |
| Close |
4.145 |
4.190 |
0.045 |
1.1% |
4.228 |
| Range |
0.138 |
0.102 |
-0.036 |
-26.1% |
0.407 |
| ATR |
0.151 |
0.148 |
-0.004 |
-2.3% |
0.000 |
| Volume |
43,351 |
49,260 |
5,909 |
13.6% |
314,514 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.480 |
4.437 |
4.246 |
|
| R3 |
4.378 |
4.335 |
4.218 |
|
| R2 |
4.276 |
4.276 |
4.209 |
|
| R1 |
4.233 |
4.233 |
4.199 |
4.204 |
| PP |
4.174 |
4.174 |
4.174 |
4.159 |
| S1 |
4.131 |
4.131 |
4.181 |
4.102 |
| S2 |
4.072 |
4.072 |
4.171 |
|
| S3 |
3.970 |
4.029 |
4.162 |
|
| S4 |
3.868 |
3.927 |
4.134 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.509 |
5.275 |
4.452 |
|
| R3 |
5.102 |
4.868 |
4.340 |
|
| R2 |
4.695 |
4.695 |
4.303 |
|
| R1 |
4.461 |
4.461 |
4.265 |
4.375 |
| PP |
4.288 |
4.288 |
4.288 |
4.244 |
| S1 |
4.054 |
4.054 |
4.191 |
3.968 |
| S2 |
3.881 |
3.881 |
4.153 |
|
| S3 |
3.474 |
3.647 |
4.116 |
|
| S4 |
3.067 |
3.240 |
4.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.440 |
4.093 |
0.347 |
8.3% |
0.137 |
3.3% |
28% |
False |
False |
63,788 |
| 10 |
4.657 |
4.093 |
0.564 |
13.5% |
0.130 |
3.1% |
17% |
False |
False |
52,848 |
| 20 |
4.993 |
4.093 |
0.900 |
21.5% |
0.133 |
3.2% |
11% |
False |
False |
39,320 |
| 40 |
5.683 |
4.093 |
1.590 |
37.9% |
0.160 |
3.8% |
6% |
False |
False |
33,103 |
| 60 |
5.956 |
4.093 |
1.863 |
44.5% |
0.174 |
4.2% |
5% |
False |
False |
25,638 |
| 80 |
5.956 |
4.093 |
1.863 |
44.5% |
0.190 |
4.5% |
5% |
False |
False |
20,813 |
| 100 |
5.956 |
4.093 |
1.863 |
44.5% |
0.184 |
4.4% |
5% |
False |
False |
17,397 |
| 120 |
6.200 |
4.093 |
2.107 |
50.3% |
0.180 |
4.3% |
5% |
False |
False |
14,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.651 |
|
2.618 |
4.484 |
|
1.618 |
4.382 |
|
1.000 |
4.319 |
|
0.618 |
4.280 |
|
HIGH |
4.217 |
|
0.618 |
4.178 |
|
0.500 |
4.166 |
|
0.382 |
4.154 |
|
LOW |
4.115 |
|
0.618 |
4.052 |
|
1.000 |
4.013 |
|
1.618 |
3.950 |
|
2.618 |
3.848 |
|
4.250 |
3.682 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.182 |
4.181 |
| PP |
4.174 |
4.172 |
| S1 |
4.166 |
4.164 |
|