NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.776 |
4.711 |
-0.065 |
-1.4% |
4.912 |
| High |
4.812 |
4.815 |
0.003 |
0.1% |
5.085 |
| Low |
4.693 |
4.668 |
-0.025 |
-0.5% |
4.777 |
| Close |
4.735 |
4.789 |
0.054 |
1.1% |
4.820 |
| Range |
0.119 |
0.147 |
0.028 |
23.5% |
0.308 |
| ATR |
0.147 |
0.147 |
0.000 |
0.0% |
0.000 |
| Volume |
9,236 |
13,176 |
3,940 |
42.7% |
44,526 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.198 |
5.141 |
4.870 |
|
| R3 |
5.051 |
4.994 |
4.829 |
|
| R2 |
4.904 |
4.904 |
4.816 |
|
| R1 |
4.847 |
4.847 |
4.802 |
4.876 |
| PP |
4.757 |
4.757 |
4.757 |
4.772 |
| S1 |
4.700 |
4.700 |
4.776 |
4.729 |
| S2 |
4.610 |
4.610 |
4.762 |
|
| S3 |
4.463 |
4.553 |
4.749 |
|
| S4 |
4.316 |
4.406 |
4.708 |
|
|
| 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 |
4.987 |
4.668 |
0.319 |
6.7% |
0.127 |
2.6% |
38% |
False |
True |
11,261 |
| 10 |
5.085 |
4.668 |
0.417 |
8.7% |
0.119 |
2.5% |
29% |
False |
True |
8,960 |
| 20 |
5.703 |
4.668 |
1.035 |
21.6% |
0.129 |
2.7% |
12% |
False |
True |
7,795 |
| 40 |
5.900 |
4.668 |
1.232 |
25.7% |
0.153 |
3.2% |
10% |
False |
True |
6,071 |
| 60 |
6.075 |
4.668 |
1.407 |
29.4% |
0.163 |
3.4% |
9% |
False |
True |
4,909 |
| 80 |
6.075 |
4.668 |
1.407 |
29.4% |
0.171 |
3.6% |
9% |
False |
True |
4,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.440 |
|
2.618 |
5.200 |
|
1.618 |
5.053 |
|
1.000 |
4.962 |
|
0.618 |
4.906 |
|
HIGH |
4.815 |
|
0.618 |
4.759 |
|
0.500 |
4.742 |
|
0.382 |
4.724 |
|
LOW |
4.668 |
|
0.618 |
4.577 |
|
1.000 |
4.521 |
|
1.618 |
4.430 |
|
2.618 |
4.283 |
|
4.250 |
4.043 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.773 |
4.773 |
| PP |
4.757 |
4.757 |
| S1 |
4.742 |
4.742 |
|