NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.192 |
4.198 |
0.006 |
0.1% |
4.443 |
| High |
4.217 |
4.198 |
-0.019 |
-0.5% |
4.521 |
| Low |
4.115 |
4.110 |
-0.005 |
-0.1% |
4.114 |
| Close |
4.190 |
4.154 |
-0.036 |
-0.9% |
4.228 |
| Range |
0.102 |
0.088 |
-0.014 |
-13.7% |
0.407 |
| ATR |
0.148 |
0.143 |
-0.004 |
-2.9% |
0.000 |
| Volume |
49,260 |
46,531 |
-2,729 |
-5.5% |
314,514 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.374 |
4.202 |
|
| R3 |
4.330 |
4.286 |
4.178 |
|
| R2 |
4.242 |
4.242 |
4.170 |
|
| R1 |
4.198 |
4.198 |
4.162 |
4.176 |
| PP |
4.154 |
4.154 |
4.154 |
4.143 |
| S1 |
4.110 |
4.110 |
4.146 |
4.088 |
| S2 |
4.066 |
4.066 |
4.138 |
|
| S3 |
3.978 |
4.022 |
4.130 |
|
| S4 |
3.890 |
3.934 |
4.106 |
|
|
| 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 |
4.357 |
4.093 |
0.264 |
6.4% |
0.137 |
3.3% |
23% |
False |
False |
57,660 |
| 10 |
4.655 |
4.093 |
0.562 |
13.5% |
0.124 |
3.0% |
11% |
False |
False |
54,628 |
| 20 |
4.951 |
4.093 |
0.858 |
20.7% |
0.130 |
3.1% |
7% |
False |
False |
40,522 |
| 40 |
5.683 |
4.093 |
1.590 |
38.3% |
0.157 |
3.8% |
4% |
False |
False |
34,008 |
| 60 |
5.956 |
4.093 |
1.863 |
44.8% |
0.172 |
4.1% |
3% |
False |
False |
26,326 |
| 80 |
5.956 |
4.093 |
1.863 |
44.8% |
0.187 |
4.5% |
3% |
False |
False |
21,335 |
| 100 |
5.956 |
4.093 |
1.863 |
44.8% |
0.183 |
4.4% |
3% |
False |
False |
17,834 |
| 120 |
6.200 |
4.093 |
2.107 |
50.7% |
0.180 |
4.3% |
3% |
False |
False |
15,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.572 |
|
2.618 |
4.428 |
|
1.618 |
4.340 |
|
1.000 |
4.286 |
|
0.618 |
4.252 |
|
HIGH |
4.198 |
|
0.618 |
4.164 |
|
0.500 |
4.154 |
|
0.382 |
4.144 |
|
LOW |
4.110 |
|
0.618 |
4.056 |
|
1.000 |
4.022 |
|
1.618 |
3.968 |
|
2.618 |
3.880 |
|
4.250 |
3.736 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.154 |
4.162 |
| PP |
4.154 |
4.159 |
| S1 |
4.154 |
4.157 |
|