NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.820 |
4.783 |
-0.037 |
-0.8% |
5.048 |
High |
4.931 |
4.823 |
-0.108 |
-2.2% |
5.066 |
Low |
4.730 |
4.725 |
-0.005 |
-0.1% |
4.803 |
Close |
4.746 |
4.775 |
0.029 |
0.6% |
4.879 |
Range |
0.201 |
0.098 |
-0.103 |
-51.2% |
0.263 |
ATR |
0.184 |
0.178 |
-0.006 |
-3.3% |
0.000 |
Volume |
23,908 |
29,354 |
5,446 |
22.8% |
119,012 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.068 |
5.020 |
4.829 |
|
R3 |
4.970 |
4.922 |
4.802 |
|
R2 |
4.872 |
4.872 |
4.793 |
|
R1 |
4.824 |
4.824 |
4.784 |
4.799 |
PP |
4.774 |
4.774 |
4.774 |
4.762 |
S1 |
4.726 |
4.726 |
4.766 |
4.701 |
S2 |
4.676 |
4.676 |
4.757 |
|
S3 |
4.578 |
4.628 |
4.748 |
|
S4 |
4.480 |
4.530 |
4.721 |
|
|
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 |
4.993 |
4.725 |
0.268 |
5.6% |
0.137 |
2.9% |
19% |
False |
True |
23,968 |
10 |
5.444 |
4.725 |
0.719 |
15.1% |
0.147 |
3.1% |
7% |
False |
True |
24,488 |
20 |
5.683 |
4.725 |
0.958 |
20.1% |
0.172 |
3.6% |
5% |
False |
True |
29,619 |
40 |
5.956 |
4.725 |
1.231 |
25.8% |
0.186 |
3.9% |
4% |
False |
True |
21,087 |
60 |
5.956 |
4.656 |
1.300 |
27.2% |
0.196 |
4.1% |
9% |
False |
False |
16,271 |
80 |
5.956 |
4.656 |
1.300 |
27.2% |
0.194 |
4.1% |
9% |
False |
False |
13,133 |
100 |
6.200 |
4.656 |
1.544 |
32.3% |
0.188 |
3.9% |
8% |
False |
False |
11,085 |
120 |
6.200 |
4.656 |
1.544 |
32.3% |
0.187 |
3.9% |
8% |
False |
False |
9,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.240 |
2.618 |
5.080 |
1.618 |
4.982 |
1.000 |
4.921 |
0.618 |
4.884 |
HIGH |
4.823 |
0.618 |
4.786 |
0.500 |
4.774 |
0.382 |
4.762 |
LOW |
4.725 |
0.618 |
4.664 |
1.000 |
4.627 |
1.618 |
4.566 |
2.618 |
4.468 |
4.250 |
4.309 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.775 |
4.828 |
PP |
4.774 |
4.810 |
S1 |
4.774 |
4.793 |
|