NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.014 |
3.920 |
-0.094 |
-2.3% |
4.218 |
| High |
4.046 |
4.024 |
-0.022 |
-0.5% |
4.231 |
| Low |
3.923 |
3.900 |
-0.023 |
-0.6% |
3.923 |
| Close |
3.930 |
3.916 |
-0.014 |
-0.4% |
3.930 |
| Range |
0.123 |
0.124 |
0.001 |
0.8% |
0.308 |
| ATR |
0.144 |
0.142 |
-0.001 |
-1.0% |
0.000 |
| Volume |
75,470 |
61,914 |
-13,556 |
-18.0% |
268,250 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.241 |
3.984 |
|
| R3 |
4.195 |
4.117 |
3.950 |
|
| R2 |
4.071 |
4.071 |
3.939 |
|
| R1 |
3.993 |
3.993 |
3.927 |
3.970 |
| PP |
3.947 |
3.947 |
3.947 |
3.935 |
| S1 |
3.869 |
3.869 |
3.905 |
3.846 |
| S2 |
3.823 |
3.823 |
3.893 |
|
| S3 |
3.699 |
3.745 |
3.882 |
|
| S4 |
3.575 |
3.621 |
3.848 |
|
|
| 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 |
4.217 |
3.900 |
0.317 |
8.1% |
0.122 |
3.1% |
5% |
False |
True |
57,362 |
| 10 |
4.494 |
3.900 |
0.594 |
15.2% |
0.129 |
3.3% |
3% |
False |
True |
61,688 |
| 20 |
4.854 |
3.900 |
0.954 |
24.4% |
0.129 |
3.3% |
2% |
False |
True |
46,673 |
| 40 |
5.683 |
3.900 |
1.783 |
45.5% |
0.153 |
3.9% |
1% |
False |
True |
37,778 |
| 60 |
5.956 |
3.900 |
2.056 |
52.5% |
0.171 |
4.4% |
1% |
False |
True |
29,220 |
| 80 |
5.956 |
3.900 |
2.056 |
52.5% |
0.182 |
4.6% |
1% |
False |
True |
23,574 |
| 100 |
5.956 |
3.900 |
2.056 |
52.5% |
0.181 |
4.6% |
1% |
False |
True |
19,616 |
| 120 |
6.200 |
3.900 |
2.300 |
58.7% |
0.179 |
4.6% |
1% |
False |
True |
16,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.551 |
|
2.618 |
4.349 |
|
1.618 |
4.225 |
|
1.000 |
4.148 |
|
0.618 |
4.101 |
|
HIGH |
4.024 |
|
0.618 |
3.977 |
|
0.500 |
3.962 |
|
0.382 |
3.947 |
|
LOW |
3.900 |
|
0.618 |
3.823 |
|
1.000 |
3.776 |
|
1.618 |
3.699 |
|
2.618 |
3.575 |
|
4.250 |
3.373 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
4.030 |
| PP |
3.947 |
3.992 |
| S1 |
3.931 |
3.954 |
|