NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.955 |
4.806 |
-0.149 |
-3.0% |
5.127 |
High |
5.000 |
4.987 |
-0.013 |
-0.3% |
5.216 |
Low |
4.909 |
4.777 |
-0.132 |
-2.7% |
4.967 |
Close |
4.977 |
4.806 |
-0.171 |
-3.4% |
5.043 |
Range |
0.091 |
0.210 |
0.119 |
130.8% |
0.249 |
ATR |
0.153 |
0.157 |
0.004 |
2.7% |
0.000 |
Volume |
9,274 |
9,547 |
273 |
2.9% |
29,382 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.487 |
5.356 |
4.922 |
|
R3 |
5.277 |
5.146 |
4.864 |
|
R2 |
5.067 |
5.067 |
4.845 |
|
R1 |
4.936 |
4.936 |
4.825 |
4.911 |
PP |
4.857 |
4.857 |
4.857 |
4.844 |
S1 |
4.726 |
4.726 |
4.787 |
4.701 |
S2 |
4.647 |
4.647 |
4.768 |
|
S3 |
4.437 |
4.516 |
4.748 |
|
S4 |
4.227 |
4.306 |
4.691 |
|
|
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 |
4.777 |
0.308 |
6.4% |
0.134 |
2.8% |
9% |
False |
True |
7,509 |
10 |
5.330 |
4.777 |
0.553 |
11.5% |
0.126 |
2.6% |
5% |
False |
True |
6,955 |
20 |
5.810 |
4.777 |
1.033 |
21.5% |
0.147 |
3.1% |
3% |
False |
True |
6,620 |
40 |
6.050 |
4.777 |
1.273 |
26.5% |
0.161 |
3.3% |
2% |
False |
True |
5,222 |
60 |
6.075 |
4.777 |
1.298 |
27.0% |
0.172 |
3.6% |
2% |
False |
True |
4,288 |
80 |
6.075 |
4.777 |
1.298 |
27.0% |
0.171 |
3.6% |
2% |
False |
True |
3,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.880 |
2.618 |
5.537 |
1.618 |
5.327 |
1.000 |
5.197 |
0.618 |
5.117 |
HIGH |
4.987 |
0.618 |
4.907 |
0.500 |
4.882 |
0.382 |
4.857 |
LOW |
4.777 |
0.618 |
4.647 |
1.000 |
4.567 |
1.618 |
4.437 |
2.618 |
4.227 |
4.250 |
3.885 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.882 |
4.889 |
PP |
4.857 |
4.861 |
S1 |
4.831 |
4.834 |
|