NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.151 |
4.950 |
-0.201 |
-3.9% |
5.429 |
High |
5.167 |
4.977 |
-0.190 |
-3.7% |
5.560 |
Low |
5.008 |
4.841 |
-0.167 |
-3.3% |
5.008 |
Close |
5.044 |
4.895 |
-0.149 |
-3.0% |
5.044 |
Range |
0.159 |
0.136 |
-0.023 |
-14.5% |
0.552 |
ATR |
0.225 |
0.223 |
-0.002 |
-0.7% |
0.000 |
Volume |
118,534 |
96,759 |
-21,775 |
-18.4% |
499,703 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.312 |
5.240 |
4.970 |
|
R3 |
5.176 |
5.104 |
4.932 |
|
R2 |
5.040 |
5.040 |
4.920 |
|
R1 |
4.968 |
4.968 |
4.907 |
4.936 |
PP |
4.904 |
4.904 |
4.904 |
4.889 |
S1 |
4.832 |
4.832 |
4.883 |
4.800 |
S2 |
4.768 |
4.768 |
4.870 |
|
S3 |
4.632 |
4.696 |
4.858 |
|
S4 |
4.496 |
4.560 |
4.820 |
|
|
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 |
4.841 |
0.719 |
14.7% |
0.195 |
4.0% |
8% |
False |
True |
119,292 |
10 |
5.680 |
4.841 |
0.839 |
17.1% |
0.198 |
4.0% |
6% |
False |
True |
130,893 |
20 |
5.786 |
4.841 |
0.945 |
19.3% |
0.208 |
4.2% |
6% |
False |
True |
114,804 |
40 |
6.027 |
4.841 |
1.186 |
24.2% |
0.230 |
4.7% |
5% |
False |
True |
80,656 |
60 |
6.027 |
4.550 |
1.477 |
30.2% |
0.241 |
4.9% |
23% |
False |
False |
64,343 |
80 |
6.027 |
4.550 |
1.477 |
30.2% |
0.230 |
4.7% |
23% |
False |
False |
51,188 |
100 |
6.242 |
4.550 |
1.692 |
34.6% |
0.227 |
4.6% |
20% |
False |
False |
42,530 |
120 |
6.242 |
4.550 |
1.692 |
34.6% |
0.223 |
4.6% |
20% |
False |
False |
36,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.555 |
2.618 |
5.333 |
1.618 |
5.197 |
1.000 |
5.113 |
0.618 |
5.061 |
HIGH |
4.977 |
0.618 |
4.925 |
0.500 |
4.909 |
0.382 |
4.893 |
LOW |
4.841 |
0.618 |
4.757 |
1.000 |
4.705 |
1.618 |
4.621 |
2.618 |
4.485 |
4.250 |
4.263 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.909 |
5.130 |
PP |
4.904 |
5.052 |
S1 |
4.900 |
4.973 |
|