NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.783 |
4.803 |
0.020 |
0.4% |
5.048 |
High |
4.823 |
4.854 |
0.031 |
0.6% |
5.066 |
Low |
4.725 |
4.749 |
0.024 |
0.5% |
4.803 |
Close |
4.775 |
4.821 |
0.046 |
1.0% |
4.879 |
Range |
0.098 |
0.105 |
0.007 |
7.1% |
0.263 |
ATR |
0.178 |
0.173 |
-0.005 |
-2.9% |
0.000 |
Volume |
29,354 |
30,594 |
1,240 |
4.2% |
119,012 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.123 |
5.077 |
4.879 |
|
R3 |
5.018 |
4.972 |
4.850 |
|
R2 |
4.913 |
4.913 |
4.840 |
|
R1 |
4.867 |
4.867 |
4.831 |
4.890 |
PP |
4.808 |
4.808 |
4.808 |
4.820 |
S1 |
4.762 |
4.762 |
4.811 |
4.785 |
S2 |
4.703 |
4.703 |
4.802 |
|
S3 |
4.598 |
4.657 |
4.792 |
|
S4 |
4.493 |
4.552 |
4.763 |
|
|
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 |
4.951 |
4.725 |
0.226 |
4.7% |
0.131 |
2.7% |
42% |
False |
False |
25,588 |
10 |
5.444 |
4.725 |
0.719 |
14.9% |
0.146 |
3.0% |
13% |
False |
False |
25,166 |
20 |
5.683 |
4.725 |
0.958 |
19.9% |
0.170 |
3.5% |
10% |
False |
False |
30,384 |
40 |
5.956 |
4.725 |
1.231 |
25.5% |
0.186 |
3.9% |
8% |
False |
False |
21,704 |
60 |
5.956 |
4.682 |
1.274 |
26.4% |
0.195 |
4.0% |
11% |
False |
False |
16,679 |
80 |
5.956 |
4.656 |
1.300 |
27.0% |
0.193 |
4.0% |
13% |
False |
False |
13,471 |
100 |
6.200 |
4.656 |
1.544 |
32.0% |
0.188 |
3.9% |
11% |
False |
False |
11,363 |
120 |
6.200 |
4.656 |
1.544 |
32.0% |
0.187 |
3.9% |
11% |
False |
False |
9,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.300 |
2.618 |
5.129 |
1.618 |
5.024 |
1.000 |
4.959 |
0.618 |
4.919 |
HIGH |
4.854 |
0.618 |
4.814 |
0.500 |
4.802 |
0.382 |
4.789 |
LOW |
4.749 |
0.618 |
4.684 |
1.000 |
4.644 |
1.618 |
4.579 |
2.618 |
4.474 |
4.250 |
4.303 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.815 |
4.828 |
PP |
4.808 |
4.826 |
S1 |
4.802 |
4.823 |
|