NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.019 |
4.912 |
-0.107 |
-2.1% |
5.127 |
High |
5.070 |
5.085 |
0.015 |
0.3% |
5.216 |
Low |
4.967 |
4.903 |
-0.064 |
-1.3% |
4.967 |
Close |
5.043 |
4.912 |
-0.131 |
-2.6% |
5.043 |
Range |
0.103 |
0.182 |
0.079 |
76.7% |
0.249 |
ATR |
0.162 |
0.164 |
0.001 |
0.9% |
0.000 |
Volume |
4,829 |
6,348 |
1,519 |
31.5% |
29,382 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.513 |
5.394 |
5.012 |
|
R3 |
5.331 |
5.212 |
4.962 |
|
R2 |
5.149 |
5.149 |
4.945 |
|
R1 |
5.030 |
5.030 |
4.929 |
5.003 |
PP |
4.967 |
4.967 |
4.967 |
4.953 |
S1 |
4.848 |
4.848 |
4.895 |
4.821 |
S2 |
4.785 |
4.785 |
4.879 |
|
S3 |
4.603 |
4.666 |
4.862 |
|
S4 |
4.421 |
4.484 |
4.812 |
|
|
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 |
5.155 |
4.903 |
0.252 |
5.1% |
0.126 |
2.6% |
4% |
False |
True |
5,760 |
10 |
5.703 |
4.903 |
0.800 |
16.3% |
0.133 |
2.7% |
1% |
False |
True |
6,182 |
20 |
5.810 |
4.903 |
0.907 |
18.5% |
0.150 |
3.1% |
1% |
False |
True |
5,845 |
40 |
6.050 |
4.903 |
1.147 |
23.4% |
0.166 |
3.4% |
1% |
False |
True |
4,738 |
60 |
6.075 |
4.848 |
1.227 |
25.0% |
0.174 |
3.5% |
5% |
False |
False |
3,964 |
80 |
6.075 |
4.848 |
1.227 |
25.0% |
0.171 |
3.5% |
5% |
False |
False |
3,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.859 |
2.618 |
5.561 |
1.618 |
5.379 |
1.000 |
5.267 |
0.618 |
5.197 |
HIGH |
5.085 |
0.618 |
5.015 |
0.500 |
4.994 |
0.382 |
4.973 |
LOW |
4.903 |
0.618 |
4.791 |
1.000 |
4.721 |
1.618 |
4.609 |
2.618 |
4.427 |
4.250 |
4.130 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.994 |
4.994 |
PP |
4.967 |
4.967 |
S1 |
4.939 |
4.939 |
|