NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.489 |
5.410 |
-0.079 |
-1.4% |
5.601 |
High |
5.572 |
5.436 |
-0.136 |
-2.4% |
5.683 |
Low |
5.357 |
5.320 |
-0.037 |
-0.7% |
5.250 |
Close |
5.360 |
5.416 |
0.056 |
1.0% |
5.495 |
Range |
0.215 |
0.116 |
-0.099 |
-46.0% |
0.433 |
ATR |
0.209 |
0.203 |
-0.007 |
-3.2% |
0.000 |
Volume |
25,026 |
23,822 |
-1,204 |
-4.8% |
243,366 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.739 |
5.693 |
5.480 |
|
R3 |
5.623 |
5.577 |
5.448 |
|
R2 |
5.507 |
5.507 |
5.437 |
|
R1 |
5.461 |
5.461 |
5.427 |
5.484 |
PP |
5.391 |
5.391 |
5.391 |
5.402 |
S1 |
5.345 |
5.345 |
5.405 |
5.368 |
S2 |
5.275 |
5.275 |
5.395 |
|
S3 |
5.159 |
5.229 |
5.384 |
|
S4 |
5.043 |
5.113 |
5.352 |
|
|
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 |
5.9% |
0.176 |
3.3% |
52% |
False |
False |
38,296 |
10 |
5.683 |
5.250 |
0.433 |
8.0% |
0.195 |
3.6% |
38% |
False |
False |
35,601 |
20 |
5.767 |
5.110 |
0.657 |
12.1% |
0.183 |
3.4% |
47% |
False |
False |
24,531 |
40 |
5.956 |
5.110 |
0.846 |
15.6% |
0.199 |
3.7% |
36% |
False |
False |
17,128 |
60 |
5.956 |
4.656 |
1.300 |
24.0% |
0.209 |
3.9% |
58% |
False |
False |
13,160 |
80 |
6.120 |
4.656 |
1.464 |
27.0% |
0.198 |
3.6% |
52% |
False |
False |
10,806 |
100 |
6.200 |
4.656 |
1.544 |
28.5% |
0.189 |
3.5% |
49% |
False |
False |
9,090 |
120 |
6.200 |
4.656 |
1.544 |
28.5% |
0.183 |
3.4% |
49% |
False |
False |
7,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.929 |
2.618 |
5.740 |
1.618 |
5.624 |
1.000 |
5.552 |
0.618 |
5.508 |
HIGH |
5.436 |
0.618 |
5.392 |
0.500 |
5.378 |
0.382 |
5.364 |
LOW |
5.320 |
0.618 |
5.248 |
1.000 |
5.204 |
1.618 |
5.132 |
2.618 |
5.016 |
4.250 |
4.827 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.403 |
5.414 |
PP |
5.391 |
5.413 |
S1 |
5.378 |
5.411 |
|