NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.934 |
4.955 |
0.021 |
0.4% |
5.127 |
High |
4.973 |
5.000 |
0.027 |
0.5% |
5.216 |
Low |
4.890 |
4.909 |
0.019 |
0.4% |
4.967 |
Close |
4.934 |
4.977 |
0.043 |
0.9% |
5.043 |
Range |
0.083 |
0.091 |
0.008 |
9.6% |
0.249 |
ATR |
0.158 |
0.153 |
-0.005 |
-3.0% |
0.000 |
Volume |
7,549 |
9,274 |
1,725 |
22.9% |
29,382 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.235 |
5.197 |
5.027 |
|
R3 |
5.144 |
5.106 |
5.002 |
|
R2 |
5.053 |
5.053 |
4.994 |
|
R1 |
5.015 |
5.015 |
4.985 |
5.034 |
PP |
4.962 |
4.962 |
4.962 |
4.972 |
S1 |
4.924 |
4.924 |
4.969 |
4.943 |
S2 |
4.871 |
4.871 |
4.960 |
|
S3 |
4.780 |
4.833 |
4.952 |
|
S4 |
4.689 |
4.742 |
4.927 |
|
|
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 |
5.085 |
4.890 |
0.195 |
3.9% |
0.112 |
2.2% |
45% |
False |
False |
6,658 |
10 |
5.524 |
4.890 |
0.634 |
12.7% |
0.122 |
2.5% |
14% |
False |
False |
6,482 |
20 |
5.810 |
4.890 |
0.920 |
18.5% |
0.144 |
2.9% |
9% |
False |
False |
6,369 |
40 |
6.050 |
4.890 |
1.160 |
23.3% |
0.160 |
3.2% |
8% |
False |
False |
5,044 |
60 |
6.075 |
4.890 |
1.185 |
23.8% |
0.170 |
3.4% |
7% |
False |
False |
4,187 |
80 |
6.075 |
4.848 |
1.227 |
24.7% |
0.170 |
3.4% |
11% |
False |
False |
3,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.387 |
2.618 |
5.238 |
1.618 |
5.147 |
1.000 |
5.091 |
0.618 |
5.056 |
HIGH |
5.000 |
0.618 |
4.965 |
0.500 |
4.955 |
0.382 |
4.944 |
LOW |
4.909 |
0.618 |
4.853 |
1.000 |
4.818 |
1.618 |
4.762 |
2.618 |
4.671 |
4.250 |
4.522 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.970 |
4.988 |
PP |
4.962 |
4.984 |
S1 |
4.955 |
4.981 |
|