NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.587 |
4.533 |
-0.054 |
-1.2% |
4.770 |
| High |
4.652 |
4.595 |
-0.057 |
-1.2% |
4.815 |
| Low |
4.570 |
4.515 |
-0.055 |
-1.2% |
4.608 |
| Close |
4.587 |
4.533 |
-0.054 |
-1.2% |
4.632 |
| Range |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.207 |
| ATR |
0.135 |
0.131 |
-0.004 |
-2.9% |
0.000 |
| Volume |
7,260 |
9,741 |
2,481 |
34.2% |
69,102 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.788 |
4.740 |
4.577 |
|
| R3 |
4.708 |
4.660 |
4.555 |
|
| R2 |
4.628 |
4.628 |
4.548 |
|
| R1 |
4.580 |
4.580 |
4.540 |
4.573 |
| PP |
4.548 |
4.548 |
4.548 |
4.544 |
| S1 |
4.500 |
4.500 |
4.526 |
4.493 |
| S2 |
4.468 |
4.468 |
4.518 |
|
| S3 |
4.388 |
4.420 |
4.511 |
|
| S4 |
4.308 |
4.340 |
4.489 |
|
|
| 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 |
4.789 |
4.515 |
0.274 |
6.0% |
0.097 |
2.1% |
7% |
False |
True |
11,986 |
| 10 |
4.987 |
4.515 |
0.472 |
10.4% |
0.112 |
2.5% |
4% |
False |
True |
11,624 |
| 20 |
5.524 |
4.515 |
1.009 |
22.3% |
0.117 |
2.6% |
2% |
False |
True |
9,053 |
| 40 |
5.894 |
4.515 |
1.379 |
30.4% |
0.139 |
3.1% |
1% |
False |
True |
6,901 |
| 60 |
6.075 |
4.515 |
1.560 |
34.4% |
0.156 |
3.4% |
1% |
False |
True |
5,695 |
| 80 |
6.075 |
4.515 |
1.560 |
34.4% |
0.167 |
3.7% |
1% |
False |
True |
4,793 |
| 100 |
6.194 |
4.515 |
1.679 |
37.0% |
0.163 |
3.6% |
1% |
False |
True |
4,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.935 |
|
2.618 |
4.804 |
|
1.618 |
4.724 |
|
1.000 |
4.675 |
|
0.618 |
4.644 |
|
HIGH |
4.595 |
|
0.618 |
4.564 |
|
0.500 |
4.555 |
|
0.382 |
4.546 |
|
LOW |
4.515 |
|
0.618 |
4.466 |
|
1.000 |
4.435 |
|
1.618 |
4.386 |
|
2.618 |
4.306 |
|
4.250 |
4.175 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.555 |
4.598 |
| PP |
4.548 |
4.576 |
| S1 |
4.540 |
4.555 |
|