NYMEX Natural Gas Future May 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 |
4.140 |
4.014 |
-0.126 |
-3.0% |
4.218 |
| High |
4.160 |
4.046 |
-0.114 |
-2.7% |
4.231 |
| Low |
3.989 |
3.923 |
-0.066 |
-1.7% |
3.923 |
| Close |
4.029 |
3.930 |
-0.099 |
-2.5% |
3.930 |
| Range |
0.171 |
0.123 |
-0.048 |
-28.1% |
0.308 |
| ATR |
0.145 |
0.144 |
-0.002 |
-1.1% |
0.000 |
| Volume |
53,638 |
75,470 |
21,832 |
40.7% |
268,250 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.335 |
4.256 |
3.998 |
|
| R3 |
4.212 |
4.133 |
3.964 |
|
| R2 |
4.089 |
4.089 |
3.953 |
|
| R1 |
4.010 |
4.010 |
3.941 |
3.988 |
| PP |
3.966 |
3.966 |
3.966 |
3.956 |
| S1 |
3.887 |
3.887 |
3.919 |
3.865 |
| S2 |
3.843 |
3.843 |
3.907 |
|
| S3 |
3.720 |
3.764 |
3.896 |
|
| S4 |
3.597 |
3.641 |
3.862 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.952 |
4.749 |
4.099 |
|
| R3 |
4.644 |
4.441 |
4.015 |
|
| R2 |
4.336 |
4.336 |
3.986 |
|
| R1 |
4.133 |
4.133 |
3.958 |
4.081 |
| PP |
4.028 |
4.028 |
4.028 |
4.002 |
| S1 |
3.825 |
3.825 |
3.902 |
3.773 |
| S2 |
3.720 |
3.720 |
3.874 |
|
| S3 |
3.412 |
3.517 |
3.845 |
|
| S4 |
3.104 |
3.209 |
3.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.231 |
3.923 |
0.308 |
7.8% |
0.124 |
3.2% |
2% |
False |
True |
53,650 |
| 10 |
4.521 |
3.923 |
0.598 |
15.2% |
0.128 |
3.2% |
1% |
False |
True |
58,276 |
| 20 |
4.931 |
3.923 |
1.008 |
25.6% |
0.133 |
3.4% |
1% |
False |
True |
44,773 |
| 40 |
5.683 |
3.923 |
1.760 |
44.8% |
0.154 |
3.9% |
0% |
False |
True |
36,611 |
| 60 |
5.956 |
3.923 |
2.033 |
51.7% |
0.172 |
4.4% |
0% |
False |
True |
28,247 |
| 80 |
5.956 |
3.923 |
2.033 |
51.7% |
0.182 |
4.6% |
0% |
False |
True |
22,856 |
| 100 |
5.956 |
3.923 |
2.033 |
51.7% |
0.182 |
4.6% |
0% |
False |
True |
19,032 |
| 120 |
6.200 |
3.923 |
2.277 |
57.9% |
0.179 |
4.6% |
0% |
False |
True |
16,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
4.368 |
|
1.618 |
4.245 |
|
1.000 |
4.169 |
|
0.618 |
4.122 |
|
HIGH |
4.046 |
|
0.618 |
3.999 |
|
0.500 |
3.985 |
|
0.382 |
3.970 |
|
LOW |
3.923 |
|
0.618 |
3.847 |
|
1.000 |
3.800 |
|
1.618 |
3.724 |
|
2.618 |
3.601 |
|
4.250 |
3.400 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.985 |
4.061 |
| PP |
3.966 |
4.017 |
| S1 |
3.948 |
3.974 |
|