NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.079 |
5.019 |
-0.060 |
-1.2% |
5.127 |
High |
5.079 |
5.070 |
-0.009 |
-0.2% |
5.216 |
Low |
4.979 |
4.967 |
-0.012 |
-0.2% |
4.967 |
Close |
4.992 |
5.043 |
0.051 |
1.0% |
5.043 |
Range |
0.100 |
0.103 |
0.003 |
3.0% |
0.249 |
ATR |
0.167 |
0.162 |
-0.005 |
-2.7% |
0.000 |
Volume |
5,293 |
4,829 |
-464 |
-8.8% |
29,382 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.336 |
5.292 |
5.100 |
|
R3 |
5.233 |
5.189 |
5.071 |
|
R2 |
5.130 |
5.130 |
5.062 |
|
R1 |
5.086 |
5.086 |
5.052 |
5.108 |
PP |
5.027 |
5.027 |
5.027 |
5.038 |
S1 |
4.983 |
4.983 |
5.034 |
5.005 |
S2 |
4.924 |
4.924 |
5.024 |
|
S3 |
4.821 |
4.880 |
5.015 |
|
S4 |
4.718 |
4.777 |
4.986 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.822 |
5.682 |
5.180 |
|
R3 |
5.573 |
5.433 |
5.111 |
|
R2 |
5.324 |
5.324 |
5.089 |
|
R1 |
5.184 |
5.184 |
5.066 |
5.130 |
PP |
5.075 |
5.075 |
5.075 |
5.048 |
S1 |
4.935 |
4.935 |
5.020 |
4.881 |
S2 |
4.826 |
4.826 |
4.997 |
|
S3 |
4.577 |
4.686 |
4.975 |
|
S4 |
4.328 |
4.437 |
4.906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.216 |
4.967 |
0.249 |
4.9% |
0.118 |
2.3% |
31% |
False |
True |
5,876 |
10 |
5.703 |
4.967 |
0.736 |
14.6% |
0.138 |
2.7% |
10% |
False |
True |
6,082 |
20 |
5.810 |
4.967 |
0.843 |
16.7% |
0.149 |
3.0% |
9% |
False |
True |
5,799 |
40 |
6.050 |
4.967 |
1.083 |
21.5% |
0.166 |
3.3% |
7% |
False |
True |
4,628 |
60 |
6.075 |
4.848 |
1.227 |
24.3% |
0.174 |
3.4% |
16% |
False |
False |
3,890 |
80 |
6.075 |
4.848 |
1.227 |
24.3% |
0.171 |
3.4% |
16% |
False |
False |
3,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.508 |
2.618 |
5.340 |
1.618 |
5.237 |
1.000 |
5.173 |
0.618 |
5.134 |
HIGH |
5.070 |
0.618 |
5.031 |
0.500 |
5.019 |
0.382 |
5.006 |
LOW |
4.967 |
0.618 |
4.903 |
1.000 |
4.864 |
1.618 |
4.800 |
2.618 |
4.697 |
4.250 |
4.529 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.035 |
5.058 |
PP |
5.027 |
5.053 |
S1 |
5.019 |
5.048 |
|