NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.641 |
5.602 |
-0.039 |
-0.7% |
5.873 |
High |
5.780 |
5.789 |
0.009 |
0.2% |
5.884 |
Low |
5.570 |
5.598 |
0.028 |
0.5% |
5.548 |
Close |
5.726 |
5.602 |
-0.124 |
-2.2% |
5.726 |
Range |
0.210 |
0.191 |
-0.019 |
-9.0% |
0.336 |
ATR |
0.170 |
0.172 |
0.001 |
0.9% |
0.000 |
Volume |
1,779 |
3,949 |
2,170 |
122.0% |
14,963 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.236 |
6.110 |
5.707 |
|
R3 |
6.045 |
5.919 |
5.655 |
|
R2 |
5.854 |
5.854 |
5.637 |
|
R1 |
5.728 |
5.728 |
5.620 |
5.698 |
PP |
5.663 |
5.663 |
5.663 |
5.648 |
S1 |
5.537 |
5.537 |
5.584 |
5.507 |
S2 |
5.472 |
5.472 |
5.567 |
|
S3 |
5.281 |
5.346 |
5.549 |
|
S4 |
5.090 |
5.155 |
5.497 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.727 |
6.563 |
5.911 |
|
R3 |
6.391 |
6.227 |
5.818 |
|
R2 |
6.055 |
6.055 |
5.788 |
|
R1 |
5.891 |
5.891 |
5.757 |
5.805 |
PP |
5.719 |
5.719 |
5.719 |
5.677 |
S1 |
5.555 |
5.555 |
5.695 |
5.469 |
S2 |
5.383 |
5.383 |
5.664 |
|
S3 |
5.047 |
5.219 |
5.634 |
|
S4 |
4.711 |
4.883 |
5.541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.789 |
5.548 |
0.241 |
4.3% |
0.155 |
2.8% |
22% |
True |
False |
3,114 |
10 |
5.884 |
5.511 |
0.373 |
6.7% |
0.159 |
2.8% |
24% |
False |
False |
2,604 |
20 |
5.987 |
5.390 |
0.597 |
10.7% |
0.142 |
2.5% |
36% |
False |
False |
2,236 |
40 |
6.160 |
5.390 |
0.770 |
13.7% |
0.152 |
2.7% |
28% |
False |
False |
2,180 |
60 |
6.160 |
4.970 |
1.190 |
21.2% |
0.159 |
2.8% |
53% |
False |
False |
2,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.601 |
2.618 |
6.289 |
1.618 |
6.098 |
1.000 |
5.980 |
0.618 |
5.907 |
HIGH |
5.789 |
0.618 |
5.716 |
0.500 |
5.694 |
0.382 |
5.671 |
LOW |
5.598 |
0.618 |
5.480 |
1.000 |
5.407 |
1.618 |
5.289 |
2.618 |
5.098 |
4.250 |
4.786 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.694 |
5.680 |
PP |
5.663 |
5.654 |
S1 |
5.633 |
5.628 |
|