NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.856 |
4.857 |
0.001 |
0.0% |
5.016 |
| High |
4.900 |
4.914 |
0.014 |
0.3% |
5.167 |
| Low |
4.793 |
4.796 |
0.003 |
0.1% |
4.879 |
| Close |
4.856 |
4.836 |
-0.020 |
-0.4% |
4.923 |
| Range |
0.107 |
0.118 |
0.011 |
10.3% |
0.288 |
| ATR |
0.139 |
0.138 |
-0.002 |
-1.1% |
0.000 |
| Volume |
5,064 |
4,506 |
-558 |
-11.0% |
16,283 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.203 |
5.137 |
4.901 |
|
| R3 |
5.085 |
5.019 |
4.868 |
|
| R2 |
4.967 |
4.967 |
4.858 |
|
| R1 |
4.901 |
4.901 |
4.847 |
4.875 |
| PP |
4.849 |
4.849 |
4.849 |
4.836 |
| S1 |
4.783 |
4.783 |
4.825 |
4.757 |
| S2 |
4.731 |
4.731 |
4.814 |
|
| S3 |
4.613 |
4.665 |
4.804 |
|
| S4 |
4.495 |
4.547 |
4.771 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.854 |
5.676 |
5.081 |
|
| R3 |
5.566 |
5.388 |
5.002 |
|
| R2 |
5.278 |
5.278 |
4.976 |
|
| R1 |
5.100 |
5.100 |
4.949 |
5.045 |
| PP |
4.990 |
4.990 |
4.990 |
4.962 |
| S1 |
4.812 |
4.812 |
4.897 |
4.757 |
| S2 |
4.702 |
4.702 |
4.870 |
|
| S3 |
4.414 |
4.524 |
4.844 |
|
| S4 |
4.126 |
4.236 |
4.765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.096 |
4.793 |
0.303 |
6.3% |
0.113 |
2.3% |
14% |
False |
False |
4,258 |
| 10 |
5.229 |
4.793 |
0.436 |
9.0% |
0.108 |
2.2% |
10% |
False |
False |
3,397 |
| 20 |
5.789 |
4.793 |
0.996 |
20.6% |
0.125 |
2.6% |
4% |
False |
False |
3,309 |
| 40 |
5.990 |
4.793 |
1.197 |
24.8% |
0.136 |
2.8% |
4% |
False |
False |
2,582 |
| 60 |
6.160 |
4.793 |
1.367 |
28.3% |
0.146 |
3.0% |
3% |
False |
False |
2,438 |
| 80 |
6.160 |
4.793 |
1.367 |
28.3% |
0.148 |
3.1% |
3% |
False |
False |
2,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.416 |
|
2.618 |
5.223 |
|
1.618 |
5.105 |
|
1.000 |
5.032 |
|
0.618 |
4.987 |
|
HIGH |
4.914 |
|
0.618 |
4.869 |
|
0.500 |
4.855 |
|
0.382 |
4.841 |
|
LOW |
4.796 |
|
0.618 |
4.723 |
|
1.000 |
4.678 |
|
1.618 |
4.605 |
|
2.618 |
4.487 |
|
4.250 |
4.295 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.855 |
4.865 |
| PP |
4.849 |
4.855 |
| S1 |
4.842 |
4.846 |
|