NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.686 |
4.600 |
-0.086 |
-1.8% |
4.770 |
| High |
4.694 |
4.681 |
-0.013 |
-0.3% |
4.815 |
| Low |
4.608 |
4.577 |
-0.031 |
-0.7% |
4.608 |
| Close |
4.632 |
4.636 |
0.004 |
0.1% |
4.632 |
| Range |
0.086 |
0.104 |
0.018 |
20.9% |
0.207 |
| ATR |
0.142 |
0.139 |
-0.003 |
-1.9% |
0.000 |
| Volume |
11,959 |
8,783 |
-3,176 |
-26.6% |
69,102 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.943 |
4.894 |
4.693 |
|
| R3 |
4.839 |
4.790 |
4.665 |
|
| R2 |
4.735 |
4.735 |
4.655 |
|
| R1 |
4.686 |
4.686 |
4.646 |
4.711 |
| PP |
4.631 |
4.631 |
4.631 |
4.644 |
| S1 |
4.582 |
4.582 |
4.626 |
4.607 |
| S2 |
4.527 |
4.527 |
4.617 |
|
| S3 |
4.423 |
4.478 |
4.607 |
|
| S4 |
4.319 |
4.374 |
4.579 |
|
|
| 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 |
4.577 |
0.238 |
5.1% |
0.118 |
2.5% |
25% |
False |
True |
13,069 |
| 10 |
5.000 |
4.577 |
0.423 |
9.1% |
0.113 |
2.4% |
14% |
False |
True |
11,606 |
| 20 |
5.703 |
4.577 |
1.126 |
24.3% |
0.123 |
2.7% |
5% |
False |
True |
8,894 |
| 40 |
5.894 |
4.577 |
1.317 |
28.4% |
0.144 |
3.1% |
4% |
False |
True |
6,743 |
| 60 |
6.075 |
4.577 |
1.498 |
32.3% |
0.160 |
3.5% |
4% |
False |
True |
5,487 |
| 80 |
6.075 |
4.577 |
1.498 |
32.3% |
0.170 |
3.7% |
4% |
False |
True |
4,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.123 |
|
2.618 |
4.953 |
|
1.618 |
4.849 |
|
1.000 |
4.785 |
|
0.618 |
4.745 |
|
HIGH |
4.681 |
|
0.618 |
4.641 |
|
0.500 |
4.629 |
|
0.382 |
4.617 |
|
LOW |
4.577 |
|
0.618 |
4.513 |
|
1.000 |
4.473 |
|
1.618 |
4.409 |
|
2.618 |
4.305 |
|
4.250 |
4.135 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.634 |
4.683 |
| PP |
4.631 |
4.667 |
| S1 |
4.629 |
4.652 |
|