NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.432 |
5.489 |
0.057 |
1.0% |
5.601 |
High |
5.568 |
5.572 |
0.004 |
0.1% |
5.683 |
Low |
5.250 |
5.357 |
0.107 |
2.0% |
5.250 |
Close |
5.495 |
5.360 |
-0.135 |
-2.5% |
5.495 |
Range |
0.318 |
0.215 |
-0.103 |
-32.4% |
0.433 |
ATR |
0.209 |
0.209 |
0.000 |
0.2% |
0.000 |
Volume |
38,826 |
25,026 |
-13,800 |
-35.5% |
243,366 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.075 |
5.932 |
5.478 |
|
R3 |
5.860 |
5.717 |
5.419 |
|
R2 |
5.645 |
5.645 |
5.399 |
|
R1 |
5.502 |
5.502 |
5.380 |
5.466 |
PP |
5.430 |
5.430 |
5.430 |
5.412 |
S1 |
5.287 |
5.287 |
5.340 |
5.251 |
S2 |
5.215 |
5.215 |
5.321 |
|
S3 |
5.000 |
5.072 |
5.301 |
|
S4 |
4.785 |
4.857 |
5.242 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.775 |
6.568 |
5.733 |
|
R3 |
6.342 |
6.135 |
5.614 |
|
R2 |
5.909 |
5.909 |
5.574 |
|
R1 |
5.702 |
5.702 |
5.535 |
5.589 |
PP |
5.476 |
5.476 |
5.476 |
5.420 |
S1 |
5.269 |
5.269 |
5.455 |
5.156 |
S2 |
5.043 |
5.043 |
5.416 |
|
S3 |
4.610 |
4.836 |
5.376 |
|
S4 |
4.177 |
4.403 |
5.257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.572 |
5.250 |
0.322 |
6.0% |
0.193 |
3.6% |
34% |
True |
False |
43,011 |
10 |
5.683 |
5.250 |
0.433 |
8.1% |
0.197 |
3.7% |
25% |
False |
False |
34,749 |
20 |
5.767 |
5.110 |
0.657 |
12.3% |
0.187 |
3.5% |
38% |
False |
False |
23,932 |
40 |
5.956 |
5.110 |
0.846 |
15.8% |
0.204 |
3.8% |
30% |
False |
False |
16,676 |
60 |
5.956 |
4.656 |
1.300 |
24.3% |
0.210 |
3.9% |
54% |
False |
False |
12,810 |
80 |
6.200 |
4.656 |
1.544 |
28.8% |
0.198 |
3.7% |
46% |
False |
False |
10,549 |
100 |
6.200 |
4.656 |
1.544 |
28.8% |
0.189 |
3.5% |
46% |
False |
False |
8,860 |
120 |
6.200 |
4.656 |
1.544 |
28.8% |
0.183 |
3.4% |
46% |
False |
False |
7,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.486 |
2.618 |
6.135 |
1.618 |
5.920 |
1.000 |
5.787 |
0.618 |
5.705 |
HIGH |
5.572 |
0.618 |
5.490 |
0.500 |
5.465 |
0.382 |
5.439 |
LOW |
5.357 |
0.618 |
5.224 |
1.000 |
5.142 |
1.618 |
5.009 |
2.618 |
4.794 |
4.250 |
4.443 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.465 |
5.411 |
PP |
5.430 |
5.394 |
S1 |
5.395 |
5.377 |
|