NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.786 |
4.686 |
-0.100 |
-2.1% |
4.770 |
| High |
4.789 |
4.694 |
-0.095 |
-2.0% |
4.815 |
| Low |
4.656 |
4.608 |
-0.048 |
-1.0% |
4.608 |
| Close |
4.672 |
4.632 |
-0.040 |
-0.9% |
4.632 |
| Range |
0.133 |
0.086 |
-0.047 |
-35.3% |
0.207 |
| ATR |
0.146 |
0.142 |
-0.004 |
-2.9% |
0.000 |
| Volume |
22,191 |
11,959 |
-10,232 |
-46.1% |
69,102 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.903 |
4.853 |
4.679 |
|
| R3 |
4.817 |
4.767 |
4.656 |
|
| R2 |
4.731 |
4.731 |
4.648 |
|
| R1 |
4.681 |
4.681 |
4.640 |
4.663 |
| PP |
4.645 |
4.645 |
4.645 |
4.636 |
| S1 |
4.595 |
4.595 |
4.624 |
4.577 |
| S2 |
4.559 |
4.559 |
4.616 |
|
| S3 |
4.473 |
4.509 |
4.608 |
|
| S4 |
4.387 |
4.423 |
4.585 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.306 |
5.176 |
4.746 |
|
| R3 |
5.099 |
4.969 |
4.689 |
|
| R2 |
4.892 |
4.892 |
4.670 |
|
| R1 |
4.762 |
4.762 |
4.651 |
4.724 |
| PP |
4.685 |
4.685 |
4.685 |
4.666 |
| S1 |
4.555 |
4.555 |
4.613 |
4.517 |
| S2 |
4.478 |
4.478 |
4.594 |
|
| S3 |
4.271 |
4.348 |
4.575 |
|
| S4 |
4.064 |
4.141 |
4.518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.815 |
4.608 |
0.207 |
4.5% |
0.116 |
2.5% |
12% |
False |
True |
13,820 |
| 10 |
5.085 |
4.608 |
0.477 |
10.3% |
0.121 |
2.6% |
5% |
False |
True |
11,362 |
| 20 |
5.703 |
4.608 |
1.095 |
23.6% |
0.130 |
2.8% |
2% |
False |
True |
8,722 |
| 40 |
5.900 |
4.608 |
1.292 |
27.9% |
0.147 |
3.2% |
2% |
False |
True |
6,689 |
| 60 |
6.075 |
4.608 |
1.467 |
31.7% |
0.160 |
3.5% |
2% |
False |
True |
5,397 |
| 80 |
6.075 |
4.608 |
1.467 |
31.7% |
0.171 |
3.7% |
2% |
False |
True |
4,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.060 |
|
2.618 |
4.919 |
|
1.618 |
4.833 |
|
1.000 |
4.780 |
|
0.618 |
4.747 |
|
HIGH |
4.694 |
|
0.618 |
4.661 |
|
0.500 |
4.651 |
|
0.382 |
4.641 |
|
LOW |
4.608 |
|
0.618 |
4.555 |
|
1.000 |
4.522 |
|
1.618 |
4.469 |
|
2.618 |
4.383 |
|
4.250 |
4.243 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.651 |
4.712 |
| PP |
4.645 |
4.685 |
| S1 |
4.638 |
4.659 |
|