NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.346 |
5.300 |
-0.046 |
-0.9% |
5.602 |
High |
5.419 |
5.300 |
-0.119 |
-2.2% |
5.789 |
Low |
5.309 |
5.166 |
-0.143 |
-2.7% |
5.309 |
Close |
5.346 |
5.215 |
-0.131 |
-2.5% |
5.346 |
Range |
0.110 |
0.134 |
0.024 |
21.8% |
0.480 |
ATR |
0.167 |
0.168 |
0.001 |
0.5% |
0.000 |
Volume |
2,767 |
3,380 |
613 |
22.2% |
12,340 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.629 |
5.556 |
5.289 |
|
R3 |
5.495 |
5.422 |
5.252 |
|
R2 |
5.361 |
5.361 |
5.240 |
|
R1 |
5.288 |
5.288 |
5.227 |
5.258 |
PP |
5.227 |
5.227 |
5.227 |
5.212 |
S1 |
5.154 |
5.154 |
5.203 |
5.124 |
S2 |
5.093 |
5.093 |
5.190 |
|
S3 |
4.959 |
5.020 |
5.178 |
|
S4 |
4.825 |
4.886 |
5.141 |
|
|
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 |
5.166 |
0.623 |
11.9% |
0.140 |
2.7% |
8% |
False |
True |
3,144 |
10 |
5.884 |
5.166 |
0.718 |
13.8% |
0.149 |
2.9% |
7% |
False |
True |
3,068 |
20 |
5.971 |
5.166 |
0.805 |
15.4% |
0.146 |
2.8% |
6% |
False |
True |
2,433 |
40 |
6.160 |
5.166 |
0.994 |
19.1% |
0.149 |
2.9% |
5% |
False |
True |
2,148 |
60 |
6.160 |
4.970 |
1.190 |
22.8% |
0.158 |
3.0% |
21% |
False |
False |
2,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.870 |
2.618 |
5.651 |
1.618 |
5.517 |
1.000 |
5.434 |
0.618 |
5.383 |
HIGH |
5.300 |
0.618 |
5.249 |
0.500 |
5.233 |
0.382 |
5.217 |
LOW |
5.166 |
0.618 |
5.083 |
1.000 |
5.032 |
1.618 |
4.949 |
2.618 |
4.815 |
4.250 |
4.597 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.233 |
5.390 |
PP |
5.227 |
5.331 |
S1 |
5.221 |
5.273 |
|