NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.912 |
4.934 |
0.022 |
0.4% |
5.127 |
High |
5.085 |
4.973 |
-0.112 |
-2.2% |
5.216 |
Low |
4.903 |
4.890 |
-0.013 |
-0.3% |
4.967 |
Close |
4.912 |
4.934 |
0.022 |
0.4% |
5.043 |
Range |
0.182 |
0.083 |
-0.099 |
-54.4% |
0.249 |
ATR |
0.164 |
0.158 |
-0.006 |
-3.5% |
0.000 |
Volume |
6,348 |
7,549 |
1,201 |
18.9% |
29,382 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.181 |
5.141 |
4.980 |
|
R3 |
5.098 |
5.058 |
4.957 |
|
R2 |
5.015 |
5.015 |
4.949 |
|
R1 |
4.975 |
4.975 |
4.942 |
4.976 |
PP |
4.932 |
4.932 |
4.932 |
4.933 |
S1 |
4.892 |
4.892 |
4.926 |
4.893 |
S2 |
4.849 |
4.849 |
4.919 |
|
S3 |
4.766 |
4.809 |
4.911 |
|
S4 |
4.683 |
4.726 |
4.888 |
|
|
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 |
5.148 |
4.890 |
0.258 |
5.2% |
0.117 |
2.4% |
17% |
False |
True |
5,969 |
10 |
5.571 |
4.890 |
0.681 |
13.8% |
0.123 |
2.5% |
6% |
False |
True |
6,070 |
20 |
5.810 |
4.890 |
0.920 |
18.6% |
0.145 |
2.9% |
5% |
False |
True |
6,061 |
40 |
6.050 |
4.890 |
1.160 |
23.5% |
0.161 |
3.3% |
4% |
False |
True |
4,882 |
60 |
6.075 |
4.848 |
1.227 |
24.9% |
0.172 |
3.5% |
7% |
False |
False |
4,064 |
80 |
6.075 |
4.848 |
1.227 |
24.9% |
0.170 |
3.5% |
7% |
False |
False |
3,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.326 |
2.618 |
5.190 |
1.618 |
5.107 |
1.000 |
5.056 |
0.618 |
5.024 |
HIGH |
4.973 |
0.618 |
4.941 |
0.500 |
4.932 |
0.382 |
4.922 |
LOW |
4.890 |
0.618 |
4.839 |
1.000 |
4.807 |
1.618 |
4.756 |
2.618 |
4.673 |
4.250 |
4.537 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.933 |
4.988 |
PP |
4.932 |
4.970 |
S1 |
4.932 |
4.952 |
|