NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.821 |
4.647 |
-0.174 |
-3.6% |
4.820 |
High |
4.847 |
4.690 |
-0.157 |
-3.2% |
4.931 |
Low |
4.623 |
4.612 |
-0.011 |
-0.2% |
4.612 |
Close |
4.643 |
4.659 |
0.016 |
0.3% |
4.659 |
Range |
0.224 |
0.078 |
-0.146 |
-65.2% |
0.319 |
ATR |
0.176 |
0.169 |
-0.007 |
-4.0% |
0.000 |
Volume |
21,166 |
30,041 |
8,875 |
41.9% |
135,063 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.888 |
4.851 |
4.702 |
|
R3 |
4.810 |
4.773 |
4.680 |
|
R2 |
4.732 |
4.732 |
4.673 |
|
R1 |
4.695 |
4.695 |
4.666 |
4.714 |
PP |
4.654 |
4.654 |
4.654 |
4.663 |
S1 |
4.617 |
4.617 |
4.652 |
4.636 |
S2 |
4.576 |
4.576 |
4.645 |
|
S3 |
4.498 |
4.539 |
4.638 |
|
S4 |
4.420 |
4.461 |
4.616 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.691 |
5.494 |
4.834 |
|
R3 |
5.372 |
5.175 |
4.747 |
|
R2 |
5.053 |
5.053 |
4.717 |
|
R1 |
4.856 |
4.856 |
4.688 |
4.795 |
PP |
4.734 |
4.734 |
4.734 |
4.704 |
S1 |
4.537 |
4.537 |
4.630 |
4.476 |
S2 |
4.415 |
4.415 |
4.601 |
|
S3 |
4.096 |
4.218 |
4.571 |
|
S4 |
3.777 |
3.899 |
4.484 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.931 |
4.612 |
0.319 |
6.8% |
0.141 |
3.0% |
15% |
False |
True |
27,012 |
10 |
5.066 |
4.612 |
0.454 |
9.7% |
0.137 |
2.9% |
10% |
False |
True |
25,407 |
20 |
5.683 |
4.612 |
1.071 |
23.0% |
0.164 |
3.5% |
4% |
False |
True |
30,920 |
40 |
5.956 |
4.612 |
1.344 |
28.8% |
0.182 |
3.9% |
3% |
False |
True |
22,615 |
60 |
5.956 |
4.612 |
1.344 |
28.8% |
0.191 |
4.1% |
3% |
False |
True |
17,357 |
80 |
5.956 |
4.612 |
1.344 |
28.8% |
0.194 |
4.2% |
3% |
False |
True |
14,027 |
100 |
6.200 |
4.612 |
1.588 |
34.1% |
0.188 |
4.0% |
3% |
False |
True |
11,833 |
120 |
6.200 |
4.612 |
1.588 |
34.1% |
0.184 |
4.0% |
3% |
False |
True |
10,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.022 |
2.618 |
4.894 |
1.618 |
4.816 |
1.000 |
4.768 |
0.618 |
4.738 |
HIGH |
4.690 |
0.618 |
4.660 |
0.500 |
4.651 |
0.382 |
4.642 |
LOW |
4.612 |
0.618 |
4.564 |
1.000 |
4.534 |
1.618 |
4.486 |
2.618 |
4.408 |
4.250 |
4.281 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.656 |
4.733 |
PP |
4.654 |
4.708 |
S1 |
4.651 |
4.684 |
|