NYMEX Natural Gas Future April 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 |
5.143 |
4.960 |
-0.183 |
-3.6% |
5.431 |
High |
5.157 |
5.000 |
-0.157 |
-3.0% |
5.531 |
Low |
5.014 |
4.860 |
-0.154 |
-3.1% |
5.014 |
Close |
5.057 |
4.913 |
-0.144 |
-2.8% |
5.057 |
Range |
0.143 |
0.140 |
-0.003 |
-2.1% |
0.517 |
ATR |
0.209 |
0.208 |
-0.001 |
-0.4% |
0.000 |
Volume |
68,990 |
70,888 |
1,898 |
2.8% |
281,306 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.344 |
5.269 |
4.990 |
|
R3 |
5.204 |
5.129 |
4.952 |
|
R2 |
5.064 |
5.064 |
4.939 |
|
R1 |
4.989 |
4.989 |
4.926 |
4.957 |
PP |
4.924 |
4.924 |
4.924 |
4.908 |
S1 |
4.849 |
4.849 |
4.900 |
4.817 |
S2 |
4.784 |
4.784 |
4.887 |
|
S3 |
4.644 |
4.709 |
4.875 |
|
S4 |
4.504 |
4.569 |
4.836 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.752 |
6.421 |
5.341 |
|
R3 |
6.235 |
5.904 |
5.199 |
|
R2 |
5.718 |
5.718 |
5.152 |
|
R1 |
5.387 |
5.387 |
5.104 |
5.294 |
PP |
5.201 |
5.201 |
5.201 |
5.154 |
S1 |
4.870 |
4.870 |
5.010 |
4.777 |
S2 |
4.684 |
4.684 |
4.962 |
|
S3 |
4.167 |
4.353 |
4.915 |
|
S4 |
3.650 |
3.836 |
4.773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.531 |
4.860 |
0.671 |
13.7% |
0.182 |
3.7% |
8% |
False |
True |
70,438 |
10 |
5.638 |
4.860 |
0.778 |
15.8% |
0.187 |
3.8% |
7% |
False |
True |
70,049 |
20 |
5.724 |
4.860 |
0.864 |
17.6% |
0.195 |
4.0% |
6% |
False |
True |
50,206 |
40 |
5.940 |
4.860 |
1.080 |
22.0% |
0.213 |
4.3% |
5% |
False |
True |
35,816 |
60 |
5.940 |
4.595 |
1.345 |
27.4% |
0.222 |
4.5% |
24% |
False |
False |
29,915 |
80 |
5.940 |
4.595 |
1.345 |
27.4% |
0.211 |
4.3% |
24% |
False |
False |
24,786 |
100 |
6.180 |
4.595 |
1.585 |
32.3% |
0.208 |
4.2% |
20% |
False |
False |
21,375 |
120 |
6.180 |
4.595 |
1.585 |
32.3% |
0.205 |
4.2% |
20% |
False |
False |
18,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.595 |
2.618 |
5.367 |
1.618 |
5.227 |
1.000 |
5.140 |
0.618 |
5.087 |
HIGH |
5.000 |
0.618 |
4.947 |
0.500 |
4.930 |
0.382 |
4.913 |
LOW |
4.860 |
0.618 |
4.773 |
1.000 |
4.720 |
1.618 |
4.633 |
2.618 |
4.493 |
4.250 |
4.265 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.930 |
5.128 |
PP |
4.924 |
5.056 |
S1 |
4.919 |
4.985 |
|