NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.410 |
5.425 |
0.015 |
0.3% |
5.601 |
High |
5.436 |
5.444 |
0.008 |
0.1% |
5.683 |
Low |
5.320 |
5.196 |
-0.124 |
-2.3% |
5.250 |
Close |
5.416 |
5.226 |
-0.190 |
-3.5% |
5.495 |
Range |
0.116 |
0.248 |
0.132 |
113.8% |
0.433 |
ATR |
0.203 |
0.206 |
0.003 |
1.6% |
0.000 |
Volume |
23,822 |
20,912 |
-2,910 |
-12.2% |
243,366 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.033 |
5.877 |
5.362 |
|
R3 |
5.785 |
5.629 |
5.294 |
|
R2 |
5.537 |
5.537 |
5.271 |
|
R1 |
5.381 |
5.381 |
5.249 |
5.335 |
PP |
5.289 |
5.289 |
5.289 |
5.266 |
S1 |
5.133 |
5.133 |
5.203 |
5.087 |
S2 |
5.041 |
5.041 |
5.181 |
|
S3 |
4.793 |
4.885 |
5.158 |
|
S4 |
4.545 |
4.637 |
5.090 |
|
|
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 |
5.196 |
0.376 |
7.2% |
0.202 |
3.9% |
8% |
False |
True |
32,227 |
10 |
5.683 |
5.196 |
0.487 |
9.3% |
0.202 |
3.9% |
6% |
False |
True |
35,895 |
20 |
5.767 |
5.110 |
0.657 |
12.6% |
0.190 |
3.6% |
18% |
False |
False |
24,873 |
40 |
5.956 |
5.110 |
0.846 |
16.2% |
0.202 |
3.9% |
14% |
False |
False |
17,271 |
60 |
5.956 |
4.656 |
1.300 |
24.9% |
0.210 |
4.0% |
44% |
False |
False |
13,433 |
80 |
6.003 |
4.656 |
1.347 |
25.8% |
0.198 |
3.8% |
42% |
False |
False |
11,031 |
100 |
6.200 |
4.656 |
1.544 |
29.5% |
0.191 |
3.6% |
37% |
False |
False |
9,277 |
120 |
6.200 |
4.656 |
1.544 |
29.5% |
0.185 |
3.5% |
37% |
False |
False |
7,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.498 |
2.618 |
6.093 |
1.618 |
5.845 |
1.000 |
5.692 |
0.618 |
5.597 |
HIGH |
5.444 |
0.618 |
5.349 |
0.500 |
5.320 |
0.382 |
5.291 |
LOW |
5.196 |
0.618 |
5.043 |
1.000 |
4.948 |
1.618 |
4.795 |
2.618 |
4.547 |
4.250 |
4.142 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.320 |
5.384 |
PP |
5.289 |
5.331 |
S1 |
5.257 |
5.279 |
|