NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.250 |
5.120 |
-0.130 |
-2.5% |
5.602 |
High |
5.250 |
5.229 |
-0.021 |
-0.4% |
5.789 |
Low |
5.120 |
5.120 |
0.000 |
0.0% |
5.309 |
Close |
5.123 |
5.181 |
0.058 |
1.1% |
5.346 |
Range |
0.130 |
0.109 |
-0.021 |
-16.2% |
0.480 |
ATR |
0.165 |
0.161 |
-0.004 |
-2.4% |
0.000 |
Volume |
4,878 |
2,826 |
-2,052 |
-42.1% |
12,340 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.504 |
5.451 |
5.241 |
|
R3 |
5.395 |
5.342 |
5.211 |
|
R2 |
5.286 |
5.286 |
5.201 |
|
R1 |
5.233 |
5.233 |
5.191 |
5.260 |
PP |
5.177 |
5.177 |
5.177 |
5.190 |
S1 |
5.124 |
5.124 |
5.171 |
5.151 |
S2 |
5.068 |
5.068 |
5.161 |
|
S3 |
4.959 |
5.015 |
5.151 |
|
S4 |
4.850 |
4.906 |
5.121 |
|
|
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 |
5.613 |
5.120 |
0.493 |
9.5% |
0.132 |
2.6% |
12% |
False |
True |
3,285 |
10 |
5.789 |
5.120 |
0.669 |
12.9% |
0.135 |
2.6% |
9% |
False |
True |
3,274 |
20 |
5.884 |
5.120 |
0.764 |
14.7% |
0.146 |
2.8% |
8% |
False |
True |
2,686 |
40 |
6.160 |
5.120 |
1.040 |
20.1% |
0.146 |
2.8% |
6% |
False |
True |
2,237 |
60 |
6.160 |
4.970 |
1.190 |
23.0% |
0.155 |
3.0% |
18% |
False |
False |
2,299 |
80 |
6.160 |
4.970 |
1.190 |
23.0% |
0.151 |
2.9% |
18% |
False |
False |
2,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.692 |
2.618 |
5.514 |
1.618 |
5.405 |
1.000 |
5.338 |
0.618 |
5.296 |
HIGH |
5.229 |
0.618 |
5.187 |
0.500 |
5.175 |
0.382 |
5.162 |
LOW |
5.120 |
0.618 |
5.053 |
1.000 |
5.011 |
1.618 |
4.944 |
2.618 |
4.835 |
4.250 |
4.657 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.179 |
5.210 |
PP |
5.177 |
5.200 |
S1 |
5.175 |
5.191 |
|