NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.374 |
5.330 |
-0.044 |
-0.8% |
5.512 |
High |
5.524 |
5.330 |
-0.194 |
-3.5% |
5.703 |
Low |
5.348 |
5.226 |
-0.122 |
-2.3% |
5.226 |
Close |
5.374 |
5.262 |
-0.112 |
-2.1% |
5.262 |
Range |
0.176 |
0.104 |
-0.072 |
-40.9% |
0.477 |
ATR |
0.181 |
0.179 |
-0.002 |
-1.3% |
0.000 |
Volume |
4,821 |
7,454 |
2,633 |
54.6% |
26,093 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.585 |
5.527 |
5.319 |
|
R3 |
5.481 |
5.423 |
5.291 |
|
R2 |
5.377 |
5.377 |
5.281 |
|
R1 |
5.319 |
5.319 |
5.272 |
5.296 |
PP |
5.273 |
5.273 |
5.273 |
5.261 |
S1 |
5.215 |
5.215 |
5.252 |
5.192 |
S2 |
5.169 |
5.169 |
5.243 |
|
S3 |
5.065 |
5.111 |
5.233 |
|
S4 |
4.961 |
5.007 |
5.205 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.828 |
6.522 |
5.524 |
|
R3 |
6.351 |
6.045 |
5.393 |
|
R2 |
5.874 |
5.874 |
5.349 |
|
R1 |
5.568 |
5.568 |
5.306 |
5.483 |
PP |
5.397 |
5.397 |
5.397 |
5.354 |
S1 |
5.091 |
5.091 |
5.218 |
5.006 |
S2 |
4.920 |
4.920 |
5.175 |
|
S3 |
4.443 |
4.614 |
5.131 |
|
S4 |
3.966 |
4.137 |
5.000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.703 |
5.226 |
0.477 |
9.1% |
0.159 |
3.0% |
8% |
False |
True |
6,288 |
10 |
5.810 |
5.226 |
0.584 |
11.1% |
0.159 |
3.0% |
6% |
False |
True |
6,655 |
20 |
5.894 |
5.226 |
0.668 |
12.7% |
0.160 |
3.0% |
5% |
False |
True |
5,055 |
40 |
6.075 |
5.226 |
0.849 |
16.1% |
0.171 |
3.3% |
4% |
False |
True |
4,168 |
60 |
6.075 |
4.848 |
1.227 |
23.3% |
0.183 |
3.5% |
34% |
False |
False |
3,533 |
80 |
6.075 |
4.848 |
1.227 |
23.3% |
0.173 |
3.3% |
34% |
False |
False |
3,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.772 |
2.618 |
5.602 |
1.618 |
5.498 |
1.000 |
5.434 |
0.618 |
5.394 |
HIGH |
5.330 |
0.618 |
5.290 |
0.500 |
5.278 |
0.382 |
5.266 |
LOW |
5.226 |
0.618 |
5.162 |
1.000 |
5.122 |
1.618 |
5.058 |
2.618 |
4.954 |
4.250 |
4.784 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.278 |
5.399 |
PP |
5.273 |
5.353 |
S1 |
5.267 |
5.308 |
|