NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.005 |
4.927 |
-0.078 |
-1.6% |
5.489 |
High |
5.006 |
4.993 |
-0.013 |
-0.3% |
5.572 |
Low |
4.870 |
4.859 |
-0.011 |
-0.2% |
5.078 |
Close |
4.875 |
4.927 |
0.052 |
1.1% |
5.121 |
Range |
0.136 |
0.134 |
-0.002 |
-1.5% |
0.494 |
ATR |
0.197 |
0.192 |
-0.004 |
-2.3% |
0.000 |
Volume |
25,479 |
22,494 |
-2,985 |
-11.7% |
97,641 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.328 |
5.262 |
5.001 |
|
R3 |
5.194 |
5.128 |
4.964 |
|
R2 |
5.060 |
5.060 |
4.952 |
|
R1 |
4.994 |
4.994 |
4.939 |
4.994 |
PP |
4.926 |
4.926 |
4.926 |
4.927 |
S1 |
4.860 |
4.860 |
4.915 |
4.860 |
S2 |
4.792 |
4.792 |
4.902 |
|
S3 |
4.658 |
4.726 |
4.890 |
|
S4 |
4.524 |
4.592 |
4.853 |
|
|
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 |
4.859 |
0.585 |
11.9% |
0.161 |
3.3% |
12% |
False |
True |
24,743 |
10 |
5.572 |
4.859 |
0.713 |
14.5% |
0.169 |
3.4% |
10% |
False |
True |
31,519 |
20 |
5.683 |
4.859 |
0.824 |
16.7% |
0.184 |
3.7% |
8% |
False |
True |
27,494 |
40 |
5.956 |
4.859 |
1.097 |
22.3% |
0.193 |
3.9% |
6% |
False |
True |
19,228 |
60 |
5.956 |
4.656 |
1.300 |
26.4% |
0.206 |
4.2% |
21% |
False |
False |
14,940 |
80 |
5.956 |
4.656 |
1.300 |
26.4% |
0.196 |
4.0% |
21% |
False |
False |
12,162 |
100 |
6.200 |
4.656 |
1.544 |
31.3% |
0.190 |
3.9% |
18% |
False |
False |
10,210 |
120 |
6.200 |
4.656 |
1.544 |
31.3% |
0.186 |
3.8% |
18% |
False |
False |
8,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.563 |
2.618 |
5.344 |
1.618 |
5.210 |
1.000 |
5.127 |
0.618 |
5.076 |
HIGH |
4.993 |
0.618 |
4.942 |
0.500 |
4.926 |
0.382 |
4.910 |
LOW |
4.859 |
0.618 |
4.776 |
1.000 |
4.725 |
1.618 |
4.642 |
2.618 |
4.508 |
4.250 |
4.290 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4.927 |
4.963 |
PP |
4.926 |
4.951 |
S1 |
4.926 |
4.939 |
|