NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.318 |
4.338 |
0.020 |
0.5% |
4.600 |
| High |
4.374 |
4.343 |
-0.031 |
-0.7% |
4.681 |
| Low |
4.270 |
4.270 |
0.000 |
0.0% |
4.282 |
| Close |
4.352 |
4.313 |
-0.039 |
-0.9% |
4.387 |
| Range |
0.104 |
0.073 |
-0.031 |
-29.8% |
0.399 |
| ATR |
0.134 |
0.130 |
-0.004 |
-2.8% |
0.000 |
| Volume |
10,164 |
11,678 |
1,514 |
14.9% |
50,830 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.528 |
4.493 |
4.353 |
|
| R3 |
4.455 |
4.420 |
4.333 |
|
| R2 |
4.382 |
4.382 |
4.326 |
|
| R1 |
4.347 |
4.347 |
4.320 |
4.328 |
| PP |
4.309 |
4.309 |
4.309 |
4.299 |
| S1 |
4.274 |
4.274 |
4.306 |
4.255 |
| S2 |
4.236 |
4.236 |
4.300 |
|
| S3 |
4.163 |
4.201 |
4.293 |
|
| S4 |
4.090 |
4.128 |
4.273 |
|
|
| 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 |
4.509 |
4.255 |
0.254 |
5.9% |
0.124 |
2.9% |
23% |
False |
False |
11,734 |
| 10 |
4.789 |
4.255 |
0.534 |
12.4% |
0.111 |
2.6% |
11% |
False |
False |
11,860 |
| 20 |
5.085 |
4.255 |
0.830 |
19.2% |
0.115 |
2.7% |
7% |
False |
False |
10,410 |
| 40 |
5.810 |
4.255 |
1.555 |
36.1% |
0.136 |
3.2% |
4% |
False |
False |
8,028 |
| 60 |
6.075 |
4.255 |
1.820 |
42.2% |
0.149 |
3.5% |
3% |
False |
False |
6,449 |
| 80 |
6.075 |
4.255 |
1.820 |
42.2% |
0.163 |
3.8% |
3% |
False |
False |
5,431 |
| 100 |
6.075 |
4.255 |
1.820 |
42.2% |
0.162 |
3.7% |
3% |
False |
False |
4,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.653 |
|
2.618 |
4.534 |
|
1.618 |
4.461 |
|
1.000 |
4.416 |
|
0.618 |
4.388 |
|
HIGH |
4.343 |
|
0.618 |
4.315 |
|
0.500 |
4.307 |
|
0.382 |
4.298 |
|
LOW |
4.270 |
|
0.618 |
4.225 |
|
1.000 |
4.197 |
|
1.618 |
4.152 |
|
2.618 |
4.079 |
|
4.250 |
3.960 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.311 |
4.315 |
| PP |
4.309 |
4.314 |
| S1 |
4.307 |
4.314 |
|