NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.310 |
4.185 |
-0.125 |
-2.9% |
4.304 |
| High |
4.313 |
4.199 |
-0.114 |
-2.6% |
4.374 |
| Low |
4.154 |
4.098 |
-0.056 |
-1.3% |
4.098 |
| Close |
4.196 |
4.104 |
-0.092 |
-2.2% |
4.104 |
| Range |
0.159 |
0.101 |
-0.058 |
-36.5% |
0.276 |
| ATR |
0.132 |
0.130 |
-0.002 |
-1.7% |
0.000 |
| Volume |
8,932 |
14,379 |
5,447 |
61.0% |
56,935 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.437 |
4.371 |
4.160 |
|
| R3 |
4.336 |
4.270 |
4.132 |
|
| R2 |
4.235 |
4.235 |
4.123 |
|
| R1 |
4.169 |
4.169 |
4.113 |
4.152 |
| PP |
4.134 |
4.134 |
4.134 |
4.125 |
| S1 |
4.068 |
4.068 |
4.095 |
4.051 |
| S2 |
4.033 |
4.033 |
4.085 |
|
| S3 |
3.932 |
3.967 |
4.076 |
|
| S4 |
3.831 |
3.866 |
4.048 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.020 |
4.838 |
4.256 |
|
| R3 |
4.744 |
4.562 |
4.180 |
|
| R2 |
4.468 |
4.468 |
4.155 |
|
| R1 |
4.286 |
4.286 |
4.129 |
4.239 |
| PP |
4.192 |
4.192 |
4.192 |
4.169 |
| S1 |
4.010 |
4.010 |
4.079 |
3.963 |
| S2 |
3.916 |
3.916 |
4.053 |
|
| S3 |
3.640 |
3.734 |
4.028 |
|
| S4 |
3.364 |
3.458 |
3.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.374 |
4.098 |
0.276 |
6.7% |
0.111 |
2.7% |
2% |
False |
True |
11,387 |
| 10 |
4.681 |
4.098 |
0.583 |
14.2% |
0.115 |
2.8% |
1% |
False |
True |
10,776 |
| 20 |
5.085 |
4.098 |
0.987 |
24.0% |
0.118 |
2.9% |
1% |
False |
True |
11,069 |
| 40 |
5.810 |
4.098 |
1.712 |
41.7% |
0.133 |
3.3% |
0% |
False |
True |
8,434 |
| 60 |
6.050 |
4.098 |
1.952 |
47.6% |
0.150 |
3.6% |
0% |
False |
True |
6,775 |
| 80 |
6.075 |
4.098 |
1.977 |
48.2% |
0.160 |
3.9% |
0% |
False |
True |
5,685 |
| 100 |
6.075 |
4.098 |
1.977 |
48.2% |
0.160 |
3.9% |
0% |
False |
True |
4,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.628 |
|
2.618 |
4.463 |
|
1.618 |
4.362 |
|
1.000 |
4.300 |
|
0.618 |
4.261 |
|
HIGH |
4.199 |
|
0.618 |
4.160 |
|
0.500 |
4.149 |
|
0.382 |
4.137 |
|
LOW |
4.098 |
|
0.618 |
4.036 |
|
1.000 |
3.997 |
|
1.618 |
3.935 |
|
2.618 |
3.834 |
|
4.250 |
3.669 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.149 |
4.221 |
| PP |
4.134 |
4.182 |
| S1 |
4.119 |
4.143 |
|