NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4.950 |
4.915 |
-0.035 |
-0.7% |
5.429 |
High |
4.977 |
4.934 |
-0.043 |
-0.9% |
5.560 |
Low |
4.841 |
4.766 |
-0.075 |
-1.5% |
5.008 |
Close |
4.895 |
4.778 |
-0.117 |
-2.4% |
5.044 |
Range |
0.136 |
0.168 |
0.032 |
23.5% |
0.552 |
ATR |
0.223 |
0.219 |
-0.004 |
-1.8% |
0.000 |
Volume |
96,759 |
78,058 |
-18,701 |
-19.3% |
499,703 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.330 |
5.222 |
4.870 |
|
R3 |
5.162 |
5.054 |
4.824 |
|
R2 |
4.994 |
4.994 |
4.809 |
|
R1 |
4.886 |
4.886 |
4.793 |
4.856 |
PP |
4.826 |
4.826 |
4.826 |
4.811 |
S1 |
4.718 |
4.718 |
4.763 |
4.688 |
S2 |
4.658 |
4.658 |
4.747 |
|
S3 |
4.490 |
4.550 |
4.732 |
|
S4 |
4.322 |
4.382 |
4.686 |
|
|
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 |
5.419 |
4.766 |
0.653 |
13.7% |
0.177 |
3.7% |
2% |
False |
True |
105,087 |
10 |
5.560 |
4.766 |
0.794 |
16.6% |
0.186 |
3.9% |
2% |
False |
True |
123,785 |
20 |
5.680 |
4.766 |
0.914 |
19.1% |
0.207 |
4.3% |
1% |
False |
True |
114,449 |
40 |
6.027 |
4.766 |
1.261 |
26.4% |
0.228 |
4.8% |
1% |
False |
True |
81,869 |
60 |
6.027 |
4.550 |
1.477 |
30.9% |
0.241 |
5.0% |
15% |
False |
False |
65,459 |
80 |
6.027 |
4.550 |
1.477 |
30.9% |
0.230 |
4.8% |
15% |
False |
False |
52,056 |
100 |
6.242 |
4.550 |
1.692 |
35.4% |
0.226 |
4.7% |
13% |
False |
False |
43,269 |
120 |
6.242 |
4.550 |
1.692 |
35.4% |
0.223 |
4.7% |
13% |
False |
False |
37,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.648 |
2.618 |
5.374 |
1.618 |
5.206 |
1.000 |
5.102 |
0.618 |
5.038 |
HIGH |
4.934 |
0.618 |
4.870 |
0.500 |
4.850 |
0.382 |
4.830 |
LOW |
4.766 |
0.618 |
4.662 |
1.000 |
4.598 |
1.618 |
4.494 |
2.618 |
4.326 |
4.250 |
4.052 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.850 |
4.967 |
PP |
4.826 |
4.904 |
S1 |
4.802 |
4.841 |
|