NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.639 |
5.571 |
-0.068 |
-1.2% |
5.873 |
High |
5.656 |
5.613 |
-0.043 |
-0.8% |
5.884 |
Low |
5.567 |
5.435 |
-0.132 |
-2.4% |
5.548 |
Close |
5.639 |
5.459 |
-0.180 |
-3.2% |
5.726 |
Range |
0.089 |
0.178 |
0.089 |
100.0% |
0.336 |
ATR |
0.166 |
0.169 |
0.003 |
1.6% |
0.000 |
Volume |
3,050 |
2,574 |
-476 |
-15.6% |
14,963 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.036 |
5.926 |
5.557 |
|
R3 |
5.858 |
5.748 |
5.508 |
|
R2 |
5.680 |
5.680 |
5.492 |
|
R1 |
5.570 |
5.570 |
5.475 |
5.536 |
PP |
5.502 |
5.502 |
5.502 |
5.486 |
S1 |
5.392 |
5.392 |
5.443 |
5.358 |
S2 |
5.324 |
5.324 |
5.426 |
|
S3 |
5.146 |
5.214 |
5.410 |
|
S4 |
4.968 |
5.036 |
5.361 |
|
|
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 |
5.435 |
0.354 |
6.5% |
0.153 |
2.8% |
7% |
False |
True |
2,842 |
10 |
5.884 |
5.435 |
0.449 |
8.2% |
0.161 |
2.9% |
5% |
False |
True |
2,842 |
20 |
5.987 |
5.390 |
0.597 |
10.9% |
0.145 |
2.7% |
12% |
False |
False |
2,367 |
40 |
6.160 |
5.390 |
0.770 |
14.1% |
0.150 |
2.7% |
9% |
False |
False |
2,164 |
60 |
6.160 |
4.970 |
1.190 |
21.8% |
0.159 |
2.9% |
41% |
False |
False |
2,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.370 |
2.618 |
6.079 |
1.618 |
5.901 |
1.000 |
5.791 |
0.618 |
5.723 |
HIGH |
5.613 |
0.618 |
5.545 |
0.500 |
5.524 |
0.382 |
5.503 |
LOW |
5.435 |
0.618 |
5.325 |
1.000 |
5.257 |
1.618 |
5.147 |
2.618 |
4.969 |
4.250 |
4.679 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.524 |
5.612 |
PP |
5.502 |
5.561 |
S1 |
5.481 |
5.510 |
|