NYMEX Natural Gas Future August 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 |
4.165 |
4.269 |
0.104 |
2.5% |
4.379 |
| High |
4.254 |
4.345 |
0.091 |
2.1% |
4.441 |
| Low |
4.117 |
4.153 |
0.036 |
0.9% |
4.177 |
| Close |
4.242 |
4.163 |
-0.079 |
-1.9% |
4.171 |
| Range |
0.137 |
0.192 |
0.055 |
40.1% |
0.264 |
| ATR |
0.123 |
0.128 |
0.005 |
4.0% |
0.000 |
| Volume |
7,086 |
5,442 |
-1,644 |
-23.2% |
21,934 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.796 |
4.672 |
4.269 |
|
| R3 |
4.604 |
4.480 |
4.216 |
|
| R2 |
4.412 |
4.412 |
4.198 |
|
| R1 |
4.288 |
4.288 |
4.181 |
4.254 |
| PP |
4.220 |
4.220 |
4.220 |
4.204 |
| S1 |
4.096 |
4.096 |
4.145 |
4.062 |
| S2 |
4.028 |
4.028 |
4.128 |
|
| S3 |
3.836 |
3.904 |
4.110 |
|
| S4 |
3.644 |
3.712 |
4.057 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.055 |
4.877 |
4.316 |
|
| R3 |
4.791 |
4.613 |
4.244 |
|
| R2 |
4.527 |
4.527 |
4.219 |
|
| R1 |
4.349 |
4.349 |
4.195 |
4.306 |
| PP |
4.263 |
4.263 |
4.263 |
4.242 |
| S1 |
4.085 |
4.085 |
4.147 |
4.042 |
| S2 |
3.999 |
3.999 |
4.123 |
|
| S3 |
3.735 |
3.821 |
4.098 |
|
| S4 |
3.471 |
3.557 |
4.026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.380 |
4.117 |
0.263 |
6.3% |
0.138 |
3.3% |
17% |
False |
False |
5,268 |
| 10 |
4.567 |
4.117 |
0.450 |
10.8% |
0.125 |
3.0% |
10% |
False |
False |
5,372 |
| 20 |
5.050 |
4.117 |
0.933 |
22.4% |
0.115 |
2.8% |
5% |
False |
False |
5,625 |
| 40 |
5.864 |
4.117 |
1.747 |
42.0% |
0.121 |
2.9% |
3% |
False |
False |
4,560 |
| 60 |
6.111 |
4.117 |
1.994 |
47.9% |
0.130 |
3.1% |
2% |
False |
False |
3,853 |
| 80 |
6.111 |
4.117 |
1.994 |
47.9% |
0.144 |
3.4% |
2% |
False |
False |
3,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.161 |
|
2.618 |
4.848 |
|
1.618 |
4.656 |
|
1.000 |
4.537 |
|
0.618 |
4.464 |
|
HIGH |
4.345 |
|
0.618 |
4.272 |
|
0.500 |
4.249 |
|
0.382 |
4.226 |
|
LOW |
4.153 |
|
0.618 |
4.034 |
|
1.000 |
3.961 |
|
1.618 |
3.842 |
|
2.618 |
3.650 |
|
4.250 |
3.337 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.249 |
4.231 |
| PP |
4.220 |
4.208 |
| S1 |
4.192 |
4.186 |
|