NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.297 |
5.404 |
0.107 |
2.0% |
5.602 |
High |
5.416 |
5.556 |
0.140 |
2.6% |
5.680 |
Low |
5.286 |
5.308 |
0.022 |
0.4% |
5.240 |
Close |
5.396 |
5.468 |
0.072 |
1.3% |
5.468 |
Range |
0.130 |
0.248 |
0.118 |
90.8% |
0.440 |
ATR |
0.228 |
0.230 |
0.001 |
0.6% |
0.000 |
Volume |
138,424 |
135,613 |
-2,811 |
-2.0% |
712,471 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.188 |
6.076 |
5.604 |
|
R3 |
5.940 |
5.828 |
5.536 |
|
R2 |
5.692 |
5.692 |
5.513 |
|
R1 |
5.580 |
5.580 |
5.491 |
5.636 |
PP |
5.444 |
5.444 |
5.444 |
5.472 |
S1 |
5.332 |
5.332 |
5.445 |
5.388 |
S2 |
5.196 |
5.196 |
5.423 |
|
S3 |
4.948 |
5.084 |
5.400 |
|
S4 |
4.700 |
4.836 |
5.332 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.783 |
6.565 |
5.710 |
|
R3 |
6.343 |
6.125 |
5.589 |
|
R2 |
5.903 |
5.903 |
5.549 |
|
R1 |
5.685 |
5.685 |
5.508 |
5.574 |
PP |
5.463 |
5.463 |
5.463 |
5.407 |
S1 |
5.245 |
5.245 |
5.428 |
5.134 |
S2 |
5.023 |
5.023 |
5.387 |
|
S3 |
4.583 |
4.805 |
5.347 |
|
S4 |
4.143 |
4.365 |
5.226 |
|
|
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 |
8.0% |
0.201 |
3.7% |
52% |
False |
False |
142,494 |
10 |
5.680 |
5.227 |
0.453 |
8.3% |
0.207 |
3.8% |
53% |
False |
False |
123,270 |
20 |
5.804 |
5.060 |
0.744 |
13.6% |
0.211 |
3.8% |
55% |
False |
False |
102,879 |
40 |
6.027 |
5.060 |
0.967 |
17.7% |
0.236 |
4.3% |
42% |
False |
False |
69,955 |
60 |
6.027 |
4.550 |
1.477 |
27.0% |
0.242 |
4.4% |
62% |
False |
False |
55,453 |
80 |
6.242 |
4.550 |
1.692 |
30.9% |
0.231 |
4.2% |
54% |
False |
False |
44,235 |
100 |
6.242 |
4.550 |
1.692 |
30.9% |
0.226 |
4.1% |
54% |
False |
False |
36,798 |
120 |
6.242 |
4.550 |
1.692 |
30.9% |
0.219 |
4.0% |
54% |
False |
False |
31,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.610 |
2.618 |
6.205 |
1.618 |
5.957 |
1.000 |
5.804 |
0.618 |
5.709 |
HIGH |
5.556 |
0.618 |
5.461 |
0.500 |
5.432 |
0.382 |
5.403 |
LOW |
5.308 |
0.618 |
5.155 |
1.000 |
5.060 |
1.618 |
4.907 |
2.618 |
4.659 |
4.250 |
4.254 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.456 |
5.445 |
PP |
5.444 |
5.421 |
S1 |
5.432 |
5.398 |
|