NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.350 |
5.386 |
0.036 |
0.7% |
5.602 |
High |
5.414 |
5.419 |
0.005 |
0.1% |
5.680 |
Low |
5.274 |
5.135 |
-0.139 |
-2.6% |
5.240 |
Close |
5.386 |
5.172 |
-0.214 |
-4.0% |
5.468 |
Range |
0.140 |
0.284 |
0.144 |
102.9% |
0.440 |
ATR |
0.225 |
0.229 |
0.004 |
1.9% |
0.000 |
Volume |
140,885 |
91,203 |
-49,682 |
-35.3% |
712,471 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.094 |
5.917 |
5.328 |
|
R3 |
5.810 |
5.633 |
5.250 |
|
R2 |
5.526 |
5.526 |
5.224 |
|
R1 |
5.349 |
5.349 |
5.198 |
5.296 |
PP |
5.242 |
5.242 |
5.242 |
5.215 |
S1 |
5.065 |
5.065 |
5.146 |
5.012 |
S2 |
4.958 |
4.958 |
5.120 |
|
S3 |
4.674 |
4.781 |
5.094 |
|
S4 |
4.390 |
4.497 |
5.016 |
|
|
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 |
5.135 |
0.425 |
8.2% |
0.211 |
4.1% |
9% |
False |
True |
131,041 |
10 |
5.680 |
5.135 |
0.545 |
10.5% |
0.217 |
4.2% |
7% |
False |
True |
132,317 |
20 |
5.804 |
5.060 |
0.744 |
14.4% |
0.215 |
4.1% |
15% |
False |
False |
109,402 |
40 |
6.027 |
5.060 |
0.967 |
18.7% |
0.235 |
4.6% |
12% |
False |
False |
76,606 |
60 |
6.027 |
4.550 |
1.477 |
28.6% |
0.242 |
4.7% |
42% |
False |
False |
61,185 |
80 |
6.028 |
4.550 |
1.478 |
28.6% |
0.232 |
4.5% |
42% |
False |
False |
48,707 |
100 |
6.242 |
4.550 |
1.692 |
32.7% |
0.227 |
4.4% |
37% |
False |
False |
40,473 |
120 |
6.242 |
4.550 |
1.692 |
32.7% |
0.223 |
4.3% |
37% |
False |
False |
34,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.626 |
2.618 |
6.163 |
1.618 |
5.879 |
1.000 |
5.703 |
0.618 |
5.595 |
HIGH |
5.419 |
0.618 |
5.311 |
0.500 |
5.277 |
0.382 |
5.243 |
LOW |
5.135 |
0.618 |
4.959 |
1.000 |
4.851 |
1.618 |
4.675 |
2.618 |
4.391 |
4.250 |
3.928 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.277 |
5.348 |
PP |
5.242 |
5.289 |
S1 |
5.207 |
5.231 |
|