NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.348 |
5.297 |
-0.051 |
-1.0% |
5.247 |
High |
5.380 |
5.416 |
0.036 |
0.7% |
5.598 |
Low |
5.240 |
5.286 |
0.046 |
0.9% |
5.227 |
Close |
5.292 |
5.396 |
0.104 |
2.0% |
5.515 |
Range |
0.140 |
0.130 |
-0.010 |
-7.1% |
0.371 |
ATR |
0.236 |
0.228 |
-0.008 |
-3.2% |
0.000 |
Volume |
148,510 |
138,424 |
-10,086 |
-6.8% |
520,234 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.756 |
5.706 |
5.468 |
|
R3 |
5.626 |
5.576 |
5.432 |
|
R2 |
5.496 |
5.496 |
5.420 |
|
R1 |
5.446 |
5.446 |
5.408 |
5.471 |
PP |
5.366 |
5.366 |
5.366 |
5.379 |
S1 |
5.316 |
5.316 |
5.384 |
5.341 |
S2 |
5.236 |
5.236 |
5.372 |
|
S3 |
5.106 |
5.186 |
5.360 |
|
S4 |
4.976 |
5.056 |
5.325 |
|
|
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 |
5.240 |
0.440 |
8.2% |
0.195 |
3.6% |
35% |
False |
False |
141,838 |
10 |
5.680 |
5.094 |
0.586 |
10.9% |
0.201 |
3.7% |
52% |
False |
False |
120,409 |
20 |
5.804 |
5.060 |
0.744 |
13.8% |
0.214 |
4.0% |
45% |
False |
False |
100,656 |
40 |
6.027 |
5.060 |
0.967 |
17.9% |
0.234 |
4.3% |
35% |
False |
False |
67,199 |
60 |
6.027 |
4.550 |
1.477 |
27.4% |
0.241 |
4.5% |
57% |
False |
False |
53,400 |
80 |
6.242 |
4.550 |
1.692 |
31.4% |
0.230 |
4.3% |
50% |
False |
False |
42,642 |
100 |
6.242 |
4.550 |
1.692 |
31.4% |
0.225 |
4.2% |
50% |
False |
False |
35,492 |
120 |
6.242 |
4.550 |
1.692 |
31.4% |
0.218 |
4.0% |
50% |
False |
False |
30,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.969 |
2.618 |
5.756 |
1.618 |
5.626 |
1.000 |
5.546 |
0.618 |
5.496 |
HIGH |
5.416 |
0.618 |
5.366 |
0.500 |
5.351 |
0.382 |
5.336 |
LOW |
5.286 |
0.618 |
5.206 |
1.000 |
5.156 |
1.618 |
5.076 |
2.618 |
4.946 |
4.250 |
4.734 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.381 |
5.382 |
PP |
5.366 |
5.367 |
S1 |
5.351 |
5.353 |
|