NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.770 |
4.776 |
0.006 |
0.1% |
4.912 |
| High |
4.783 |
4.812 |
0.029 |
0.6% |
5.085 |
| Low |
4.689 |
4.693 |
0.004 |
0.1% |
4.777 |
| Close |
4.750 |
4.735 |
-0.015 |
-0.3% |
4.820 |
| Range |
0.094 |
0.119 |
0.025 |
26.6% |
0.308 |
| ATR |
0.149 |
0.147 |
-0.002 |
-1.4% |
0.000 |
| Volume |
12,540 |
9,236 |
-3,304 |
-26.3% |
44,526 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.104 |
5.038 |
4.800 |
|
| R3 |
4.985 |
4.919 |
4.768 |
|
| R2 |
4.866 |
4.866 |
4.757 |
|
| R1 |
4.800 |
4.800 |
4.746 |
4.774 |
| PP |
4.747 |
4.747 |
4.747 |
4.733 |
| S1 |
4.681 |
4.681 |
4.724 |
4.655 |
| S2 |
4.628 |
4.628 |
4.713 |
|
| S3 |
4.509 |
4.562 |
4.702 |
|
| S4 |
4.390 |
4.443 |
4.670 |
|
|
| 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 |
6.6% |
0.116 |
2.4% |
15% |
False |
False |
10,481 |
| 10 |
5.148 |
4.689 |
0.459 |
9.7% |
0.116 |
2.5% |
10% |
False |
False |
8,225 |
| 20 |
5.703 |
4.689 |
1.014 |
21.4% |
0.131 |
2.8% |
5% |
False |
False |
7,452 |
| 40 |
5.900 |
4.689 |
1.211 |
25.6% |
0.154 |
3.3% |
4% |
False |
False |
5,821 |
| 60 |
6.075 |
4.689 |
1.386 |
29.3% |
0.166 |
3.5% |
3% |
False |
False |
4,726 |
| 80 |
6.075 |
4.689 |
1.386 |
29.3% |
0.170 |
3.6% |
3% |
False |
False |
3,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.318 |
|
2.618 |
5.124 |
|
1.618 |
5.005 |
|
1.000 |
4.931 |
|
0.618 |
4.886 |
|
HIGH |
4.812 |
|
0.618 |
4.767 |
|
0.500 |
4.753 |
|
0.382 |
4.738 |
|
LOW |
4.693 |
|
0.618 |
4.619 |
|
1.000 |
4.574 |
|
1.618 |
4.500 |
|
2.618 |
4.381 |
|
4.250 |
4.187 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.753 |
4.766 |
| PP |
4.747 |
4.756 |
| S1 |
4.741 |
4.745 |
|