NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.404 |
4.379 |
-0.025 |
-0.6% |
4.650 |
| High |
4.480 |
4.438 |
-0.042 |
-0.9% |
4.750 |
| Low |
4.359 |
4.337 |
-0.022 |
-0.5% |
4.359 |
| Close |
4.462 |
4.379 |
-0.083 |
-1.9% |
4.462 |
| Range |
0.121 |
0.101 |
-0.020 |
-16.5% |
0.391 |
| ATR |
0.130 |
0.129 |
0.000 |
-0.3% |
0.000 |
| Volume |
12,164 |
4,036 |
-8,128 |
-66.8% |
26,911 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.688 |
4.634 |
4.435 |
|
| R3 |
4.587 |
4.533 |
4.407 |
|
| R2 |
4.486 |
4.486 |
4.398 |
|
| R1 |
4.432 |
4.432 |
4.388 |
4.430 |
| PP |
4.385 |
4.385 |
4.385 |
4.383 |
| S1 |
4.331 |
4.331 |
4.370 |
4.329 |
| S2 |
4.284 |
4.284 |
4.360 |
|
| S3 |
4.183 |
4.230 |
4.351 |
|
| S4 |
4.082 |
4.129 |
4.323 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.697 |
5.470 |
4.677 |
|
| R3 |
5.306 |
5.079 |
4.570 |
|
| R2 |
4.915 |
4.915 |
4.534 |
|
| R1 |
4.688 |
4.688 |
4.498 |
4.606 |
| PP |
4.524 |
4.524 |
4.524 |
4.483 |
| S1 |
4.297 |
4.297 |
4.426 |
4.215 |
| S2 |
4.133 |
4.133 |
4.390 |
|
| S3 |
3.742 |
3.906 |
4.354 |
|
| S4 |
3.351 |
3.515 |
4.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.715 |
4.337 |
0.378 |
8.6% |
0.110 |
2.5% |
11% |
False |
True |
5,205 |
| 10 |
4.875 |
4.337 |
0.538 |
12.3% |
0.109 |
2.5% |
8% |
False |
True |
6,266 |
| 20 |
5.199 |
4.337 |
0.862 |
19.7% |
0.108 |
2.5% |
5% |
False |
True |
5,015 |
| 40 |
5.940 |
4.337 |
1.603 |
36.6% |
0.123 |
2.8% |
3% |
False |
True |
4,106 |
| 60 |
6.111 |
4.337 |
1.774 |
40.5% |
0.135 |
3.1% |
2% |
False |
True |
3,591 |
| 80 |
6.111 |
4.337 |
1.774 |
40.5% |
0.151 |
3.5% |
2% |
False |
True |
3,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.867 |
|
2.618 |
4.702 |
|
1.618 |
4.601 |
|
1.000 |
4.539 |
|
0.618 |
4.500 |
|
HIGH |
4.438 |
|
0.618 |
4.399 |
|
0.500 |
4.388 |
|
0.382 |
4.376 |
|
LOW |
4.337 |
|
0.618 |
4.275 |
|
1.000 |
4.236 |
|
1.618 |
4.174 |
|
2.618 |
4.073 |
|
4.250 |
3.908 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.388 |
4.452 |
| PP |
4.385 |
4.428 |
| S1 |
4.382 |
4.403 |
|