NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.386 |
5.151 |
-0.235 |
-4.4% |
5.429 |
High |
5.419 |
5.167 |
-0.252 |
-4.7% |
5.560 |
Low |
5.135 |
5.008 |
-0.127 |
-2.5% |
5.008 |
Close |
5.172 |
5.044 |
-0.128 |
-2.5% |
5.044 |
Range |
0.284 |
0.159 |
-0.125 |
-44.0% |
0.552 |
ATR |
0.229 |
0.225 |
-0.005 |
-2.0% |
0.000 |
Volume |
91,203 |
118,534 |
27,331 |
30.0% |
499,703 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.550 |
5.456 |
5.131 |
|
R3 |
5.391 |
5.297 |
5.088 |
|
R2 |
5.232 |
5.232 |
5.073 |
|
R1 |
5.138 |
5.138 |
5.059 |
5.106 |
PP |
5.073 |
5.073 |
5.073 |
5.057 |
S1 |
4.979 |
4.979 |
5.029 |
4.947 |
S2 |
4.914 |
4.914 |
5.015 |
|
S3 |
4.755 |
4.820 |
5.000 |
|
S4 |
4.596 |
4.661 |
4.957 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.860 |
6.504 |
5.348 |
|
R3 |
6.308 |
5.952 |
5.196 |
|
R2 |
5.756 |
5.756 |
5.145 |
|
R1 |
5.400 |
5.400 |
5.095 |
5.302 |
PP |
5.204 |
5.204 |
5.204 |
5.155 |
S1 |
4.848 |
4.848 |
4.993 |
4.750 |
S2 |
4.652 |
4.652 |
4.943 |
|
S3 |
4.100 |
4.296 |
4.892 |
|
S4 |
3.548 |
3.744 |
4.740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.560 |
5.008 |
0.552 |
10.9% |
0.217 |
4.3% |
7% |
False |
True |
127,063 |
10 |
5.680 |
5.008 |
0.672 |
13.3% |
0.206 |
4.1% |
5% |
False |
True |
134,450 |
20 |
5.804 |
5.008 |
0.796 |
15.8% |
0.211 |
4.2% |
5% |
False |
True |
113,322 |
40 |
6.027 |
5.008 |
1.019 |
20.2% |
0.232 |
4.6% |
4% |
False |
True |
78,818 |
60 |
6.027 |
4.550 |
1.477 |
29.3% |
0.242 |
4.8% |
33% |
False |
False |
62,926 |
80 |
6.027 |
4.550 |
1.477 |
29.3% |
0.231 |
4.6% |
33% |
False |
False |
50,078 |
100 |
6.242 |
4.550 |
1.692 |
33.5% |
0.227 |
4.5% |
29% |
False |
False |
41,609 |
120 |
6.242 |
4.550 |
1.692 |
33.5% |
0.223 |
4.4% |
29% |
False |
False |
35,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.843 |
2.618 |
5.583 |
1.618 |
5.424 |
1.000 |
5.326 |
0.618 |
5.265 |
HIGH |
5.167 |
0.618 |
5.106 |
0.500 |
5.088 |
0.382 |
5.069 |
LOW |
5.008 |
0.618 |
4.910 |
1.000 |
4.849 |
1.618 |
4.751 |
2.618 |
4.592 |
4.250 |
4.332 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.088 |
5.214 |
PP |
5.073 |
5.157 |
S1 |
5.059 |
5.101 |
|