NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.797 |
4.770 |
-0.027 |
-0.6% |
4.912 |
| High |
4.843 |
4.783 |
-0.060 |
-1.2% |
5.085 |
| Low |
4.779 |
4.689 |
-0.090 |
-1.9% |
4.777 |
| Close |
4.820 |
4.750 |
-0.070 |
-1.5% |
4.820 |
| Range |
0.064 |
0.094 |
0.030 |
46.9% |
0.308 |
| ATR |
0.150 |
0.149 |
-0.001 |
-0.9% |
0.000 |
| Volume |
11,808 |
12,540 |
732 |
6.2% |
44,526 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.023 |
4.980 |
4.802 |
|
| R3 |
4.929 |
4.886 |
4.776 |
|
| R2 |
4.835 |
4.835 |
4.767 |
|
| R1 |
4.792 |
4.792 |
4.759 |
4.767 |
| PP |
4.741 |
4.741 |
4.741 |
4.728 |
| S1 |
4.698 |
4.698 |
4.741 |
4.673 |
| S2 |
4.647 |
4.647 |
4.733 |
|
| S3 |
4.553 |
4.604 |
4.724 |
|
| S4 |
4.459 |
4.510 |
4.698 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.818 |
5.627 |
4.989 |
|
| R3 |
5.510 |
5.319 |
4.905 |
|
| R2 |
5.202 |
5.202 |
4.876 |
|
| R1 |
5.011 |
5.011 |
4.848 |
4.953 |
| PP |
4.894 |
4.894 |
4.894 |
4.865 |
| S1 |
4.703 |
4.703 |
4.792 |
4.645 |
| S2 |
4.586 |
4.586 |
4.764 |
|
| S3 |
4.278 |
4.395 |
4.735 |
|
| S4 |
3.970 |
4.087 |
4.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.000 |
4.689 |
0.311 |
6.5% |
0.108 |
2.3% |
20% |
False |
True |
10,143 |
| 10 |
5.155 |
4.689 |
0.466 |
9.8% |
0.117 |
2.5% |
13% |
False |
True |
7,951 |
| 20 |
5.810 |
4.689 |
1.121 |
23.6% |
0.136 |
2.9% |
5% |
False |
True |
7,393 |
| 40 |
5.900 |
4.689 |
1.211 |
25.5% |
0.154 |
3.2% |
5% |
False |
True |
5,701 |
| 60 |
6.075 |
4.689 |
1.386 |
29.2% |
0.167 |
3.5% |
4% |
False |
True |
4,609 |
| 80 |
6.075 |
4.689 |
1.386 |
29.2% |
0.170 |
3.6% |
4% |
False |
True |
3,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.183 |
|
2.618 |
5.029 |
|
1.618 |
4.935 |
|
1.000 |
4.877 |
|
0.618 |
4.841 |
|
HIGH |
4.783 |
|
0.618 |
4.747 |
|
0.500 |
4.736 |
|
0.382 |
4.725 |
|
LOW |
4.689 |
|
0.618 |
4.631 |
|
1.000 |
4.595 |
|
1.618 |
4.537 |
|
2.618 |
4.443 |
|
4.250 |
4.290 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.745 |
4.838 |
| PP |
4.741 |
4.809 |
| S1 |
4.736 |
4.779 |
|