NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.803 |
4.821 |
0.018 |
0.4% |
5.048 |
High |
4.854 |
4.847 |
-0.007 |
-0.1% |
5.066 |
Low |
4.749 |
4.623 |
-0.126 |
-2.7% |
4.803 |
Close |
4.821 |
4.643 |
-0.178 |
-3.7% |
4.879 |
Range |
0.105 |
0.224 |
0.119 |
113.3% |
0.263 |
ATR |
0.173 |
0.176 |
0.004 |
2.1% |
0.000 |
Volume |
30,594 |
21,166 |
-9,428 |
-30.8% |
119,012 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.376 |
5.234 |
4.766 |
|
R3 |
5.152 |
5.010 |
4.705 |
|
R2 |
4.928 |
4.928 |
4.684 |
|
R1 |
4.786 |
4.786 |
4.664 |
4.745 |
PP |
4.704 |
4.704 |
4.704 |
4.684 |
S1 |
4.562 |
4.562 |
4.622 |
4.521 |
S2 |
4.480 |
4.480 |
4.602 |
|
S3 |
4.256 |
4.338 |
4.581 |
|
S4 |
4.032 |
4.114 |
4.520 |
|
|
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 |
4.931 |
4.623 |
0.308 |
6.6% |
0.147 |
3.2% |
6% |
False |
True |
25,146 |
10 |
5.222 |
4.623 |
0.599 |
12.9% |
0.143 |
3.1% |
3% |
False |
True |
25,191 |
20 |
5.683 |
4.623 |
1.060 |
22.8% |
0.173 |
3.7% |
2% |
False |
True |
30,543 |
40 |
5.956 |
4.623 |
1.333 |
28.7% |
0.186 |
4.0% |
2% |
False |
True |
22,080 |
60 |
5.956 |
4.623 |
1.333 |
28.7% |
0.196 |
4.2% |
2% |
False |
True |
16,940 |
80 |
5.956 |
4.623 |
1.333 |
28.7% |
0.194 |
4.2% |
2% |
False |
True |
13,682 |
100 |
6.200 |
4.623 |
1.577 |
34.0% |
0.189 |
4.1% |
1% |
False |
True |
11,547 |
120 |
6.200 |
4.623 |
1.577 |
34.0% |
0.186 |
4.0% |
1% |
False |
True |
9,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.799 |
2.618 |
5.433 |
1.618 |
5.209 |
1.000 |
5.071 |
0.618 |
4.985 |
HIGH |
4.847 |
0.618 |
4.761 |
0.500 |
4.735 |
0.382 |
4.709 |
LOW |
4.623 |
0.618 |
4.485 |
1.000 |
4.399 |
1.618 |
4.261 |
2.618 |
4.037 |
4.250 |
3.671 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.735 |
4.739 |
PP |
4.704 |
4.707 |
S1 |
4.674 |
4.675 |
|