NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.048 |
5.005 |
-0.043 |
-0.9% |
5.489 |
High |
5.066 |
5.006 |
-0.060 |
-1.2% |
5.572 |
Low |
4.924 |
4.870 |
-0.054 |
-1.1% |
5.078 |
Close |
4.977 |
4.875 |
-0.102 |
-2.0% |
5.121 |
Range |
0.142 |
0.136 |
-0.006 |
-4.2% |
0.494 |
ATR |
0.201 |
0.197 |
-0.005 |
-2.3% |
0.000 |
Volume |
26,951 |
25,479 |
-1,472 |
-5.5% |
97,641 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.325 |
5.236 |
4.950 |
|
R3 |
5.189 |
5.100 |
4.912 |
|
R2 |
5.053 |
5.053 |
4.900 |
|
R1 |
4.964 |
4.964 |
4.887 |
4.941 |
PP |
4.917 |
4.917 |
4.917 |
4.905 |
S1 |
4.828 |
4.828 |
4.863 |
4.805 |
S2 |
4.781 |
4.781 |
4.850 |
|
S3 |
4.645 |
4.692 |
4.838 |
|
S4 |
4.509 |
4.556 |
4.800 |
|
|
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 |
5.444 |
4.870 |
0.574 |
11.8% |
0.157 |
3.2% |
1% |
False |
True |
25,009 |
10 |
5.572 |
4.870 |
0.702 |
14.4% |
0.175 |
3.6% |
1% |
False |
True |
34,010 |
20 |
5.683 |
4.870 |
0.813 |
16.7% |
0.188 |
3.9% |
1% |
False |
True |
26,886 |
40 |
5.956 |
4.870 |
1.086 |
22.3% |
0.195 |
4.0% |
0% |
False |
True |
18,797 |
60 |
5.956 |
4.656 |
1.300 |
26.7% |
0.209 |
4.3% |
17% |
False |
False |
14,644 |
80 |
5.956 |
4.656 |
1.300 |
26.7% |
0.197 |
4.0% |
17% |
False |
False |
11,916 |
100 |
6.200 |
4.656 |
1.544 |
31.7% |
0.190 |
3.9% |
14% |
False |
False |
10,016 |
120 |
6.200 |
4.656 |
1.544 |
31.7% |
0.186 |
3.8% |
14% |
False |
False |
8,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.584 |
2.618 |
5.362 |
1.618 |
5.226 |
1.000 |
5.142 |
0.618 |
5.090 |
HIGH |
5.006 |
0.618 |
4.954 |
0.500 |
4.938 |
0.382 |
4.922 |
LOW |
4.870 |
0.618 |
4.786 |
1.000 |
4.734 |
1.618 |
4.650 |
2.618 |
4.514 |
4.250 |
4.292 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.938 |
5.046 |
PP |
4.917 |
4.989 |
S1 |
4.896 |
4.932 |
|