NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.185 |
4.114 |
-0.071 |
-1.7% |
4.304 |
| High |
4.199 |
4.202 |
0.003 |
0.1% |
4.374 |
| Low |
4.098 |
4.085 |
-0.013 |
-0.3% |
4.098 |
| Close |
4.104 |
4.101 |
-0.003 |
-0.1% |
4.104 |
| Range |
0.101 |
0.117 |
0.016 |
15.8% |
0.276 |
| ATR |
0.130 |
0.129 |
-0.001 |
-0.7% |
0.000 |
| Volume |
14,379 |
12,095 |
-2,284 |
-15.9% |
56,935 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.480 |
4.408 |
4.165 |
|
| R3 |
4.363 |
4.291 |
4.133 |
|
| R2 |
4.246 |
4.246 |
4.122 |
|
| R1 |
4.174 |
4.174 |
4.112 |
4.152 |
| PP |
4.129 |
4.129 |
4.129 |
4.118 |
| S1 |
4.057 |
4.057 |
4.090 |
4.035 |
| S2 |
4.012 |
4.012 |
4.080 |
|
| S3 |
3.895 |
3.940 |
4.069 |
|
| S4 |
3.778 |
3.823 |
4.037 |
|
|
| 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 |
4.085 |
0.289 |
7.0% |
0.111 |
2.7% |
6% |
False |
True |
11,449 |
| 10 |
4.652 |
4.085 |
0.567 |
13.8% |
0.116 |
2.8% |
3% |
False |
True |
11,107 |
| 20 |
5.000 |
4.085 |
0.915 |
22.3% |
0.115 |
2.8% |
2% |
False |
True |
11,357 |
| 40 |
5.810 |
4.085 |
1.725 |
42.1% |
0.132 |
3.2% |
1% |
False |
True |
8,601 |
| 60 |
6.050 |
4.085 |
1.965 |
47.9% |
0.149 |
3.6% |
1% |
False |
True |
6,944 |
| 80 |
6.075 |
4.085 |
1.990 |
48.5% |
0.159 |
3.9% |
1% |
False |
True |
5,812 |
| 100 |
6.075 |
4.085 |
1.990 |
48.5% |
0.160 |
3.9% |
1% |
False |
True |
4,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.699 |
|
2.618 |
4.508 |
|
1.618 |
4.391 |
|
1.000 |
4.319 |
|
0.618 |
4.274 |
|
HIGH |
4.202 |
|
0.618 |
4.157 |
|
0.500 |
4.144 |
|
0.382 |
4.130 |
|
LOW |
4.085 |
|
0.618 |
4.013 |
|
1.000 |
3.968 |
|
1.618 |
3.896 |
|
2.618 |
3.779 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.144 |
4.199 |
| PP |
4.129 |
4.166 |
| S1 |
4.115 |
4.134 |
|