NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.856 |
4.820 |
-0.036 |
-0.7% |
5.048 |
High |
4.910 |
4.931 |
0.021 |
0.4% |
5.066 |
Low |
4.803 |
4.730 |
-0.073 |
-1.5% |
4.803 |
Close |
4.879 |
4.746 |
-0.133 |
-2.7% |
4.879 |
Range |
0.107 |
0.201 |
0.094 |
87.9% |
0.263 |
ATR |
0.183 |
0.184 |
0.001 |
0.7% |
0.000 |
Volume |
20,710 |
23,908 |
3,198 |
15.4% |
119,012 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.405 |
5.277 |
4.857 |
|
R3 |
5.204 |
5.076 |
4.801 |
|
R2 |
5.003 |
5.003 |
4.783 |
|
R1 |
4.875 |
4.875 |
4.764 |
4.839 |
PP |
4.802 |
4.802 |
4.802 |
4.784 |
S1 |
4.674 |
4.674 |
4.728 |
4.638 |
S2 |
4.601 |
4.601 |
4.709 |
|
S3 |
4.400 |
4.473 |
4.691 |
|
S4 |
4.199 |
4.272 |
4.635 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.705 |
5.555 |
5.024 |
|
R3 |
5.442 |
5.292 |
4.951 |
|
R2 |
5.179 |
5.179 |
4.927 |
|
R1 |
5.029 |
5.029 |
4.903 |
4.973 |
PP |
4.916 |
4.916 |
4.916 |
4.888 |
S1 |
4.766 |
4.766 |
4.855 |
4.710 |
S2 |
4.653 |
4.653 |
4.831 |
|
S3 |
4.390 |
4.503 |
4.807 |
|
S4 |
4.127 |
4.240 |
4.734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.006 |
4.730 |
0.276 |
5.8% |
0.144 |
3.0% |
6% |
False |
True |
23,193 |
10 |
5.572 |
4.730 |
0.842 |
17.7% |
0.159 |
3.3% |
2% |
False |
True |
24,056 |
20 |
5.683 |
4.730 |
0.953 |
20.1% |
0.177 |
3.7% |
2% |
False |
True |
28,883 |
40 |
5.956 |
4.730 |
1.226 |
25.8% |
0.192 |
4.0% |
1% |
False |
True |
20,493 |
60 |
5.956 |
4.656 |
1.300 |
27.4% |
0.199 |
4.2% |
7% |
False |
False |
15,875 |
80 |
5.956 |
4.656 |
1.300 |
27.4% |
0.195 |
4.1% |
7% |
False |
False |
12,851 |
100 |
6.200 |
4.656 |
1.544 |
32.5% |
0.189 |
4.0% |
6% |
False |
False |
10,819 |
120 |
6.200 |
4.656 |
1.544 |
32.5% |
0.187 |
3.9% |
6% |
False |
False |
9,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.785 |
2.618 |
5.457 |
1.618 |
5.256 |
1.000 |
5.132 |
0.618 |
5.055 |
HIGH |
4.931 |
0.618 |
4.854 |
0.500 |
4.831 |
0.382 |
4.807 |
LOW |
4.730 |
0.618 |
4.606 |
1.000 |
4.529 |
1.618 |
4.405 |
2.618 |
4.204 |
4.250 |
3.876 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.831 |
4.841 |
PP |
4.802 |
4.809 |
S1 |
4.774 |
4.778 |
|