NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.127 |
5.155 |
0.028 |
0.5% |
5.512 |
High |
5.216 |
5.155 |
-0.061 |
-1.2% |
5.703 |
Low |
5.075 |
5.028 |
-0.047 |
-0.9% |
5.226 |
Close |
5.127 |
5.032 |
-0.095 |
-1.9% |
5.262 |
Range |
0.141 |
0.127 |
-0.014 |
-9.9% |
0.477 |
ATR |
0.179 |
0.175 |
-0.004 |
-2.1% |
0.000 |
Volume |
6,929 |
6,502 |
-427 |
-6.2% |
26,093 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.453 |
5.369 |
5.102 |
|
R3 |
5.326 |
5.242 |
5.067 |
|
R2 |
5.199 |
5.199 |
5.055 |
|
R1 |
5.115 |
5.115 |
5.044 |
5.094 |
PP |
5.072 |
5.072 |
5.072 |
5.061 |
S1 |
4.988 |
4.988 |
5.020 |
4.967 |
S2 |
4.945 |
4.945 |
5.009 |
|
S3 |
4.818 |
4.861 |
4.997 |
|
S4 |
4.691 |
4.734 |
4.962 |
|
|
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 |
5.571 |
5.028 |
0.543 |
10.8% |
0.128 |
2.5% |
1% |
False |
True |
6,171 |
10 |
5.703 |
5.028 |
0.675 |
13.4% |
0.146 |
2.9% |
1% |
False |
True |
6,679 |
20 |
5.810 |
5.028 |
0.782 |
15.5% |
0.159 |
3.2% |
1% |
False |
True |
5,478 |
40 |
6.075 |
5.028 |
1.047 |
20.8% |
0.168 |
3.3% |
0% |
False |
True |
4,368 |
60 |
6.075 |
4.848 |
1.227 |
24.4% |
0.182 |
3.6% |
15% |
False |
False |
3,707 |
80 |
6.075 |
4.848 |
1.227 |
24.4% |
0.174 |
3.5% |
15% |
False |
False |
3,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.695 |
2.618 |
5.487 |
1.618 |
5.360 |
1.000 |
5.282 |
0.618 |
5.233 |
HIGH |
5.155 |
0.618 |
5.106 |
0.500 |
5.092 |
0.382 |
5.077 |
LOW |
5.028 |
0.618 |
4.950 |
1.000 |
4.901 |
1.618 |
4.823 |
2.618 |
4.696 |
4.250 |
4.488 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.092 |
5.179 |
PP |
5.072 |
5.130 |
S1 |
5.052 |
5.081 |
|