NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.420 |
5.348 |
-0.072 |
-1.3% |
5.247 |
High |
5.466 |
5.380 |
-0.086 |
-1.6% |
5.598 |
Low |
5.262 |
5.240 |
-0.022 |
-0.4% |
5.227 |
Close |
5.290 |
5.292 |
0.002 |
0.0% |
5.515 |
Range |
0.204 |
0.140 |
-0.064 |
-31.4% |
0.371 |
ATR |
0.243 |
0.236 |
-0.007 |
-3.0% |
0.000 |
Volume |
140,790 |
148,510 |
7,720 |
5.5% |
520,234 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.724 |
5.648 |
5.369 |
|
R3 |
5.584 |
5.508 |
5.331 |
|
R2 |
5.444 |
5.444 |
5.318 |
|
R1 |
5.368 |
5.368 |
5.305 |
5.336 |
PP |
5.304 |
5.304 |
5.304 |
5.288 |
S1 |
5.228 |
5.228 |
5.279 |
5.196 |
S2 |
5.164 |
5.164 |
5.266 |
|
S3 |
5.024 |
5.088 |
5.254 |
|
S4 |
4.884 |
4.948 |
5.215 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.560 |
6.408 |
5.719 |
|
R3 |
6.189 |
6.037 |
5.617 |
|
R2 |
5.818 |
5.818 |
5.583 |
|
R1 |
5.666 |
5.666 |
5.549 |
5.742 |
PP |
5.447 |
5.447 |
5.447 |
5.485 |
S1 |
5.295 |
5.295 |
5.481 |
5.371 |
S2 |
5.076 |
5.076 |
5.447 |
|
S3 |
4.705 |
4.924 |
5.413 |
|
S4 |
4.334 |
4.553 |
5.311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.680 |
5.227 |
0.453 |
8.6% |
0.223 |
4.2% |
14% |
False |
False |
133,594 |
10 |
5.680 |
5.060 |
0.620 |
11.7% |
0.208 |
3.9% |
37% |
False |
False |
117,517 |
20 |
5.804 |
5.060 |
0.744 |
14.1% |
0.225 |
4.3% |
31% |
False |
False |
96,239 |
40 |
6.027 |
5.060 |
0.967 |
18.3% |
0.235 |
4.4% |
24% |
False |
False |
64,921 |
60 |
6.027 |
4.550 |
1.477 |
27.9% |
0.242 |
4.6% |
50% |
False |
False |
51,348 |
80 |
6.242 |
4.550 |
1.692 |
32.0% |
0.232 |
4.4% |
44% |
False |
False |
40,993 |
100 |
6.242 |
4.550 |
1.692 |
32.0% |
0.226 |
4.3% |
44% |
False |
False |
34,184 |
120 |
6.242 |
4.550 |
1.692 |
32.0% |
0.218 |
4.1% |
44% |
False |
False |
29,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.975 |
2.618 |
5.747 |
1.618 |
5.607 |
1.000 |
5.520 |
0.618 |
5.467 |
HIGH |
5.380 |
0.618 |
5.327 |
0.500 |
5.310 |
0.382 |
5.293 |
LOW |
5.240 |
0.618 |
5.153 |
1.000 |
5.100 |
1.618 |
5.013 |
2.618 |
4.873 |
4.250 |
4.645 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.310 |
5.460 |
PP |
5.304 |
5.404 |
S1 |
5.298 |
5.348 |
|