NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.321 |
4.304 |
-0.017 |
-0.4% |
4.600 |
| High |
4.387 |
4.373 |
-0.014 |
-0.3% |
4.681 |
| Low |
4.282 |
4.255 |
-0.027 |
-0.6% |
4.282 |
| Close |
4.387 |
4.304 |
-0.083 |
-1.9% |
4.387 |
| Range |
0.105 |
0.118 |
0.013 |
12.4% |
0.399 |
| ATR |
0.137 |
0.136 |
0.000 |
-0.2% |
0.000 |
| Volume |
16,396 |
11,782 |
-4,614 |
-28.1% |
50,830 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.665 |
4.602 |
4.369 |
|
| R3 |
4.547 |
4.484 |
4.336 |
|
| R2 |
4.429 |
4.429 |
4.326 |
|
| R1 |
4.366 |
4.366 |
4.315 |
4.363 |
| PP |
4.311 |
4.311 |
4.311 |
4.309 |
| S1 |
4.248 |
4.248 |
4.293 |
4.245 |
| S2 |
4.193 |
4.193 |
4.282 |
|
| S3 |
4.075 |
4.130 |
4.272 |
|
| S4 |
3.957 |
4.012 |
4.239 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.647 |
5.416 |
4.606 |
|
| R3 |
5.248 |
5.017 |
4.497 |
|
| R2 |
4.849 |
4.849 |
4.460 |
|
| R1 |
4.618 |
4.618 |
4.424 |
4.534 |
| PP |
4.450 |
4.450 |
4.450 |
4.408 |
| S1 |
4.219 |
4.219 |
4.350 |
4.135 |
| S2 |
4.051 |
4.051 |
4.314 |
|
| S3 |
3.652 |
3.820 |
4.277 |
|
| S4 |
3.253 |
3.421 |
4.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.652 |
4.255 |
0.397 |
9.2% |
0.121 |
2.8% |
12% |
False |
True |
10,765 |
| 10 |
4.815 |
4.255 |
0.560 |
13.0% |
0.119 |
2.8% |
9% |
False |
True |
11,917 |
| 20 |
5.155 |
4.255 |
0.900 |
20.9% |
0.118 |
2.7% |
5% |
False |
True |
9,934 |
| 40 |
5.880 |
4.255 |
1.625 |
37.8% |
0.139 |
3.2% |
3% |
False |
True |
7,610 |
| 60 |
6.075 |
4.255 |
1.820 |
42.3% |
0.153 |
3.5% |
3% |
False |
True |
6,162 |
| 80 |
6.075 |
4.255 |
1.820 |
42.3% |
0.167 |
3.9% |
3% |
False |
True |
5,195 |
| 100 |
6.075 |
4.255 |
1.820 |
42.3% |
0.162 |
3.8% |
3% |
False |
True |
4,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.875 |
|
2.618 |
4.682 |
|
1.618 |
4.564 |
|
1.000 |
4.491 |
|
0.618 |
4.446 |
|
HIGH |
4.373 |
|
0.618 |
4.328 |
|
0.500 |
4.314 |
|
0.382 |
4.300 |
|
LOW |
4.255 |
|
0.618 |
4.182 |
|
1.000 |
4.137 |
|
1.618 |
4.064 |
|
2.618 |
3.946 |
|
4.250 |
3.754 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.314 |
4.382 |
| PP |
4.311 |
4.356 |
| S1 |
4.307 |
4.330 |
|