NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.571 |
5.346 |
-0.225 |
-4.0% |
5.602 |
High |
5.613 |
5.419 |
-0.194 |
-3.5% |
5.789 |
Low |
5.435 |
5.309 |
-0.126 |
-2.3% |
5.309 |
Close |
5.459 |
5.346 |
-0.113 |
-2.1% |
5.346 |
Range |
0.178 |
0.110 |
-0.068 |
-38.2% |
0.480 |
ATR |
0.169 |
0.167 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,574 |
2,767 |
193 |
7.5% |
12,340 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.688 |
5.627 |
5.407 |
|
R3 |
5.578 |
5.517 |
5.376 |
|
R2 |
5.468 |
5.468 |
5.366 |
|
R1 |
5.407 |
5.407 |
5.356 |
5.401 |
PP |
5.358 |
5.358 |
5.358 |
5.355 |
S1 |
5.297 |
5.297 |
5.336 |
5.291 |
S2 |
5.248 |
5.248 |
5.326 |
|
S3 |
5.138 |
5.187 |
5.316 |
|
S4 |
5.028 |
5.077 |
5.286 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.921 |
6.614 |
5.610 |
|
R3 |
6.441 |
6.134 |
5.478 |
|
R2 |
5.961 |
5.961 |
5.434 |
|
R1 |
5.654 |
5.654 |
5.390 |
5.568 |
PP |
5.481 |
5.481 |
5.481 |
5.438 |
S1 |
5.174 |
5.174 |
5.302 |
5.088 |
S2 |
5.001 |
5.001 |
5.258 |
|
S3 |
4.521 |
4.694 |
5.214 |
|
S4 |
4.041 |
4.214 |
5.082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.789 |
5.309 |
0.480 |
9.0% |
0.156 |
2.9% |
8% |
False |
True |
2,823 |
10 |
5.884 |
5.309 |
0.575 |
10.8% |
0.153 |
2.9% |
6% |
False |
True |
2,954 |
20 |
5.987 |
5.309 |
0.678 |
12.7% |
0.144 |
2.7% |
5% |
False |
True |
2,358 |
40 |
6.160 |
5.309 |
0.851 |
15.9% |
0.151 |
2.8% |
4% |
False |
True |
2,097 |
60 |
6.160 |
4.970 |
1.190 |
22.3% |
0.158 |
3.0% |
32% |
False |
False |
2,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.887 |
2.618 |
5.707 |
1.618 |
5.597 |
1.000 |
5.529 |
0.618 |
5.487 |
HIGH |
5.419 |
0.618 |
5.377 |
0.500 |
5.364 |
0.382 |
5.351 |
LOW |
5.309 |
0.618 |
5.241 |
1.000 |
5.199 |
1.618 |
5.131 |
2.618 |
5.021 |
4.250 |
4.842 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.364 |
5.483 |
PP |
5.358 |
5.437 |
S1 |
5.352 |
5.392 |
|