NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.429 |
5.350 |
-0.079 |
-1.5% |
5.602 |
High |
5.560 |
5.414 |
-0.146 |
-2.6% |
5.680 |
Low |
5.305 |
5.274 |
-0.031 |
-0.6% |
5.240 |
Close |
5.310 |
5.386 |
0.076 |
1.4% |
5.468 |
Range |
0.255 |
0.140 |
-0.115 |
-45.1% |
0.440 |
ATR |
0.232 |
0.225 |
-0.007 |
-2.8% |
0.000 |
Volume |
149,081 |
140,885 |
-8,196 |
-5.5% |
712,471 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.778 |
5.722 |
5.463 |
|
R3 |
5.638 |
5.582 |
5.425 |
|
R2 |
5.498 |
5.498 |
5.412 |
|
R1 |
5.442 |
5.442 |
5.399 |
5.470 |
PP |
5.358 |
5.358 |
5.358 |
5.372 |
S1 |
5.302 |
5.302 |
5.373 |
5.330 |
S2 |
5.218 |
5.218 |
5.360 |
|
S3 |
5.078 |
5.162 |
5.348 |
|
S4 |
4.938 |
5.022 |
5.309 |
|
|
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 |
5.9% |
0.183 |
3.4% |
46% |
False |
False |
142,502 |
10 |
5.680 |
5.227 |
0.453 |
8.4% |
0.209 |
3.9% |
35% |
False |
False |
133,689 |
20 |
5.804 |
5.060 |
0.744 |
13.8% |
0.208 |
3.9% |
44% |
False |
False |
109,150 |
40 |
6.027 |
5.060 |
0.967 |
18.0% |
0.232 |
4.3% |
34% |
False |
False |
75,469 |
60 |
6.027 |
4.550 |
1.477 |
27.4% |
0.241 |
4.5% |
57% |
False |
False |
59,900 |
80 |
6.137 |
4.550 |
1.587 |
29.5% |
0.231 |
4.3% |
53% |
False |
False |
47,692 |
100 |
6.242 |
4.550 |
1.692 |
31.4% |
0.226 |
4.2% |
49% |
False |
False |
39,626 |
120 |
6.242 |
4.550 |
1.692 |
31.4% |
0.221 |
4.1% |
49% |
False |
False |
33,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.009 |
2.618 |
5.781 |
1.618 |
5.641 |
1.000 |
5.554 |
0.618 |
5.501 |
HIGH |
5.414 |
0.618 |
5.361 |
0.500 |
5.344 |
0.382 |
5.327 |
LOW |
5.274 |
0.618 |
5.187 |
1.000 |
5.134 |
1.618 |
5.047 |
2.618 |
4.907 |
4.250 |
4.679 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.372 |
5.417 |
PP |
5.358 |
5.407 |
S1 |
5.344 |
5.396 |
|