NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.070 |
4.082 |
0.012 |
0.3% |
4.304 |
| High |
4.178 |
4.265 |
0.087 |
2.1% |
4.374 |
| Low |
4.035 |
4.073 |
0.038 |
0.9% |
4.098 |
| Close |
4.166 |
4.082 |
-0.084 |
-2.0% |
4.104 |
| Range |
0.143 |
0.192 |
0.049 |
34.3% |
0.276 |
| ATR |
0.130 |
0.135 |
0.004 |
3.4% |
0.000 |
| Volume |
14,153 |
14,042 |
-111 |
-0.8% |
56,935 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.716 |
4.591 |
4.188 |
|
| R3 |
4.524 |
4.399 |
4.135 |
|
| R2 |
4.332 |
4.332 |
4.117 |
|
| R1 |
4.207 |
4.207 |
4.100 |
4.178 |
| PP |
4.140 |
4.140 |
4.140 |
4.126 |
| S1 |
4.015 |
4.015 |
4.064 |
3.986 |
| S2 |
3.948 |
3.948 |
4.047 |
|
| S3 |
3.756 |
3.823 |
4.029 |
|
| S4 |
3.564 |
3.631 |
3.976 |
|
|
| 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 |
4.313 |
4.035 |
0.278 |
6.8% |
0.142 |
3.5% |
17% |
False |
False |
12,720 |
| 10 |
4.509 |
4.035 |
0.474 |
11.6% |
0.133 |
3.3% |
10% |
False |
False |
12,227 |
| 20 |
4.987 |
4.035 |
0.952 |
23.3% |
0.123 |
3.0% |
5% |
False |
False |
11,925 |
| 40 |
5.810 |
4.035 |
1.775 |
43.5% |
0.133 |
3.3% |
3% |
False |
False |
9,147 |
| 60 |
6.050 |
4.035 |
2.015 |
49.4% |
0.148 |
3.6% |
2% |
False |
False |
7,338 |
| 80 |
6.075 |
4.035 |
2.040 |
50.0% |
0.158 |
3.9% |
2% |
False |
False |
6,121 |
| 100 |
6.075 |
4.035 |
2.040 |
50.0% |
0.161 |
3.9% |
2% |
False |
False |
5,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.081 |
|
2.618 |
4.768 |
|
1.618 |
4.576 |
|
1.000 |
4.457 |
|
0.618 |
4.384 |
|
HIGH |
4.265 |
|
0.618 |
4.192 |
|
0.500 |
4.169 |
|
0.382 |
4.146 |
|
LOW |
4.073 |
|
0.618 |
3.954 |
|
1.000 |
3.881 |
|
1.618 |
3.762 |
|
2.618 |
3.570 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.169 |
4.150 |
| PP |
4.140 |
4.127 |
| S1 |
4.111 |
4.105 |
|