NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4.915 |
4.773 |
-0.142 |
-2.9% |
5.429 |
High |
4.934 |
4.884 |
-0.050 |
-1.0% |
5.560 |
Low |
4.766 |
4.745 |
-0.021 |
-0.4% |
5.008 |
Close |
4.778 |
4.816 |
0.038 |
0.8% |
5.044 |
Range |
0.168 |
0.139 |
-0.029 |
-17.3% |
0.552 |
ATR |
0.219 |
0.213 |
-0.006 |
-2.6% |
0.000 |
Volume |
78,058 |
66,648 |
-11,410 |
-14.6% |
499,703 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.232 |
5.163 |
4.892 |
|
R3 |
5.093 |
5.024 |
4.854 |
|
R2 |
4.954 |
4.954 |
4.841 |
|
R1 |
4.885 |
4.885 |
4.829 |
4.920 |
PP |
4.815 |
4.815 |
4.815 |
4.832 |
S1 |
4.746 |
4.746 |
4.803 |
4.781 |
S2 |
4.676 |
4.676 |
4.791 |
|
S3 |
4.537 |
4.607 |
4.778 |
|
S4 |
4.398 |
4.468 |
4.740 |
|
|
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 |
4.745 |
0.674 |
14.0% |
0.177 |
3.7% |
11% |
False |
True |
90,240 |
10 |
5.560 |
4.745 |
0.815 |
16.9% |
0.180 |
3.7% |
9% |
False |
True |
116,371 |
20 |
5.680 |
4.745 |
0.935 |
19.4% |
0.200 |
4.1% |
8% |
False |
True |
115,011 |
40 |
6.027 |
4.745 |
1.282 |
26.6% |
0.224 |
4.7% |
6% |
False |
True |
82,989 |
60 |
6.027 |
4.550 |
1.477 |
30.7% |
0.237 |
4.9% |
18% |
False |
False |
66,328 |
80 |
6.027 |
4.550 |
1.477 |
30.7% |
0.228 |
4.7% |
18% |
False |
False |
52,845 |
100 |
6.242 |
4.550 |
1.692 |
35.1% |
0.226 |
4.7% |
16% |
False |
False |
43,838 |
120 |
6.242 |
4.550 |
1.692 |
35.1% |
0.223 |
4.6% |
16% |
False |
False |
37,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.475 |
2.618 |
5.248 |
1.618 |
5.109 |
1.000 |
5.023 |
0.618 |
4.970 |
HIGH |
4.884 |
0.618 |
4.831 |
0.500 |
4.815 |
0.382 |
4.798 |
LOW |
4.745 |
0.618 |
4.659 |
1.000 |
4.606 |
1.618 |
4.520 |
2.618 |
4.381 |
4.250 |
4.154 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.816 |
4.861 |
PP |
4.815 |
4.846 |
S1 |
4.815 |
4.831 |
|