NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.585 |
5.512 |
-0.073 |
-1.3% |
5.582 |
High |
5.690 |
5.703 |
0.013 |
0.2% |
5.810 |
Low |
5.460 |
5.512 |
0.052 |
1.0% |
5.447 |
Close |
5.636 |
5.512 |
-0.124 |
-2.2% |
5.636 |
Range |
0.230 |
0.191 |
-0.039 |
-17.0% |
0.363 |
ATR |
0.185 |
0.186 |
0.000 |
0.2% |
0.000 |
Volume |
5,351 |
8,668 |
3,317 |
62.0% |
35,325 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.149 |
6.021 |
5.617 |
|
R3 |
5.958 |
5.830 |
5.565 |
|
R2 |
5.767 |
5.767 |
5.547 |
|
R1 |
5.639 |
5.639 |
5.530 |
5.608 |
PP |
5.576 |
5.576 |
5.576 |
5.560 |
S1 |
5.448 |
5.448 |
5.494 |
5.417 |
S2 |
5.385 |
5.385 |
5.477 |
|
S3 |
5.194 |
5.257 |
5.459 |
|
S4 |
5.003 |
5.066 |
5.407 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.720 |
6.541 |
5.836 |
|
R3 |
6.357 |
6.178 |
5.736 |
|
R2 |
5.994 |
5.994 |
5.703 |
|
R1 |
5.815 |
5.815 |
5.669 |
5.905 |
PP |
5.631 |
5.631 |
5.631 |
5.676 |
S1 |
5.452 |
5.452 |
5.603 |
5.542 |
S2 |
5.268 |
5.268 |
5.569 |
|
S3 |
4.905 |
5.089 |
5.536 |
|
S4 |
4.542 |
4.726 |
5.436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.703 |
5.447 |
0.256 |
4.6% |
0.163 |
3.0% |
25% |
True |
False |
7,187 |
10 |
5.810 |
5.404 |
0.406 |
7.4% |
0.168 |
3.0% |
27% |
False |
False |
6,052 |
20 |
5.894 |
5.265 |
0.629 |
11.4% |
0.164 |
3.0% |
39% |
False |
False |
4,713 |
40 |
6.075 |
5.265 |
0.810 |
14.7% |
0.180 |
3.3% |
30% |
False |
False |
3,934 |
60 |
6.075 |
4.848 |
1.227 |
22.3% |
0.186 |
3.4% |
54% |
False |
False |
3,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.515 |
2.618 |
6.203 |
1.618 |
6.012 |
1.000 |
5.894 |
0.618 |
5.821 |
HIGH |
5.703 |
0.618 |
5.630 |
0.500 |
5.608 |
0.382 |
5.585 |
LOW |
5.512 |
0.618 |
5.394 |
1.000 |
5.321 |
1.618 |
5.203 |
2.618 |
5.012 |
4.250 |
4.700 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.608 |
5.582 |
PP |
5.576 |
5.558 |
S1 |
5.544 |
5.535 |
|