NYMEX Natural Gas Future May 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 |
5.202 |
5.048 |
-0.154 |
-3.0% |
5.489 |
High |
5.222 |
5.066 |
-0.156 |
-3.0% |
5.572 |
Low |
5.078 |
4.924 |
-0.154 |
-3.0% |
5.078 |
Close |
5.121 |
4.977 |
-0.144 |
-2.8% |
5.121 |
Range |
0.144 |
0.142 |
-0.002 |
-1.4% |
0.494 |
ATR |
0.202 |
0.201 |
0.000 |
-0.2% |
0.000 |
Volume |
27,881 |
26,951 |
-930 |
-3.3% |
97,641 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.415 |
5.338 |
5.055 |
|
R3 |
5.273 |
5.196 |
5.016 |
|
R2 |
5.131 |
5.131 |
5.003 |
|
R1 |
5.054 |
5.054 |
4.990 |
5.022 |
PP |
4.989 |
4.989 |
4.989 |
4.973 |
S1 |
4.912 |
4.912 |
4.964 |
4.880 |
S2 |
4.847 |
4.847 |
4.951 |
|
S3 |
4.705 |
4.770 |
4.938 |
|
S4 |
4.563 |
4.628 |
4.899 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.739 |
6.424 |
5.393 |
|
R3 |
6.245 |
5.930 |
5.257 |
|
R2 |
5.751 |
5.751 |
5.212 |
|
R1 |
5.436 |
5.436 |
5.166 |
5.347 |
PP |
5.257 |
5.257 |
5.257 |
5.212 |
S1 |
4.942 |
4.942 |
5.076 |
4.853 |
S2 |
4.763 |
4.763 |
5.030 |
|
S3 |
4.269 |
4.448 |
4.985 |
|
S4 |
3.775 |
3.954 |
4.849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.572 |
4.924 |
0.648 |
13.0% |
0.173 |
3.5% |
8% |
False |
True |
24,918 |
10 |
5.683 |
4.924 |
0.759 |
15.3% |
0.187 |
3.8% |
7% |
False |
True |
36,795 |
20 |
5.754 |
4.924 |
0.830 |
16.7% |
0.189 |
3.8% |
6% |
False |
True |
26,523 |
40 |
5.956 |
4.924 |
1.032 |
20.7% |
0.197 |
4.0% |
5% |
False |
True |
18,336 |
60 |
5.956 |
4.656 |
1.300 |
26.1% |
0.210 |
4.2% |
25% |
False |
False |
14,260 |
80 |
5.956 |
4.656 |
1.300 |
26.1% |
0.197 |
4.0% |
25% |
False |
False |
11,629 |
100 |
6.200 |
4.656 |
1.544 |
31.0% |
0.191 |
3.8% |
21% |
False |
False |
9,772 |
120 |
6.200 |
4.656 |
1.544 |
31.0% |
0.186 |
3.7% |
21% |
False |
False |
8,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.670 |
2.618 |
5.438 |
1.618 |
5.296 |
1.000 |
5.208 |
0.618 |
5.154 |
HIGH |
5.066 |
0.618 |
5.012 |
0.500 |
4.995 |
0.382 |
4.978 |
LOW |
4.924 |
0.618 |
4.836 |
1.000 |
4.782 |
1.618 |
4.694 |
2.618 |
4.552 |
4.250 |
4.321 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.995 |
5.184 |
PP |
4.989 |
5.115 |
S1 |
4.983 |
5.046 |
|