NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.404 |
5.429 |
0.025 |
0.5% |
5.602 |
High |
5.556 |
5.560 |
0.004 |
0.1% |
5.680 |
Low |
5.308 |
5.305 |
-0.003 |
-0.1% |
5.240 |
Close |
5.468 |
5.310 |
-0.158 |
-2.9% |
5.468 |
Range |
0.248 |
0.255 |
0.007 |
2.8% |
0.440 |
ATR |
0.230 |
0.232 |
0.002 |
0.8% |
0.000 |
Volume |
135,613 |
149,081 |
13,468 |
9.9% |
712,471 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.157 |
5.988 |
5.450 |
|
R3 |
5.902 |
5.733 |
5.380 |
|
R2 |
5.647 |
5.647 |
5.357 |
|
R1 |
5.478 |
5.478 |
5.333 |
5.435 |
PP |
5.392 |
5.392 |
5.392 |
5.370 |
S1 |
5.223 |
5.223 |
5.287 |
5.180 |
S2 |
5.137 |
5.137 |
5.263 |
|
S3 |
4.882 |
4.968 |
5.240 |
|
S4 |
4.627 |
4.713 |
5.170 |
|
|
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 |
5.560 |
5.240 |
0.320 |
6.0% |
0.195 |
3.7% |
22% |
True |
False |
142,483 |
10 |
5.680 |
5.227 |
0.453 |
8.5% |
0.211 |
4.0% |
18% |
False |
False |
130,210 |
20 |
5.804 |
5.060 |
0.744 |
14.0% |
0.213 |
4.0% |
34% |
False |
False |
105,634 |
40 |
6.027 |
5.060 |
0.967 |
18.2% |
0.239 |
4.5% |
26% |
False |
False |
72,783 |
60 |
6.027 |
4.550 |
1.477 |
27.8% |
0.243 |
4.6% |
51% |
False |
False |
57,729 |
80 |
6.242 |
4.550 |
1.692 |
31.9% |
0.232 |
4.4% |
45% |
False |
False |
46,025 |
100 |
6.242 |
4.550 |
1.692 |
31.9% |
0.227 |
4.3% |
45% |
False |
False |
38,254 |
120 |
6.242 |
4.550 |
1.692 |
31.9% |
0.220 |
4.2% |
45% |
False |
False |
32,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.644 |
2.618 |
6.228 |
1.618 |
5.973 |
1.000 |
5.815 |
0.618 |
5.718 |
HIGH |
5.560 |
0.618 |
5.463 |
0.500 |
5.433 |
0.382 |
5.402 |
LOW |
5.305 |
0.618 |
5.147 |
1.000 |
5.050 |
1.618 |
4.892 |
2.618 |
4.637 |
4.250 |
4.221 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.433 |
5.423 |
PP |
5.392 |
5.385 |
S1 |
5.351 |
5.348 |
|