NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.135 |
5.016 |
-0.119 |
-2.3% |
5.300 |
High |
5.170 |
5.167 |
-0.003 |
-0.1% |
5.300 |
Low |
5.098 |
5.013 |
-0.085 |
-1.7% |
5.076 |
Close |
5.145 |
5.016 |
-0.129 |
-2.5% |
5.145 |
Range |
0.072 |
0.154 |
0.082 |
113.9% |
0.224 |
ATR |
0.152 |
0.152 |
0.000 |
0.1% |
0.000 |
Volume |
3,243 |
2,445 |
-798 |
-24.6% |
16,378 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.527 |
5.426 |
5.101 |
|
R3 |
5.373 |
5.272 |
5.058 |
|
R2 |
5.219 |
5.219 |
5.044 |
|
R1 |
5.118 |
5.118 |
5.030 |
5.093 |
PP |
5.065 |
5.065 |
5.065 |
5.053 |
S1 |
4.964 |
4.964 |
5.002 |
4.939 |
S2 |
4.911 |
4.911 |
4.988 |
|
S3 |
4.757 |
4.810 |
4.974 |
|
S4 |
4.603 |
4.656 |
4.931 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.846 |
5.719 |
5.268 |
|
R3 |
5.622 |
5.495 |
5.207 |
|
R2 |
5.398 |
5.398 |
5.186 |
|
R1 |
5.271 |
5.271 |
5.166 |
5.223 |
PP |
5.174 |
5.174 |
5.174 |
5.149 |
S1 |
5.047 |
5.047 |
5.124 |
4.999 |
S2 |
4.950 |
4.950 |
5.104 |
|
S3 |
4.726 |
4.823 |
5.083 |
|
S4 |
4.502 |
4.599 |
5.022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.250 |
5.013 |
0.237 |
4.7% |
0.114 |
2.3% |
1% |
False |
True |
3,088 |
10 |
5.789 |
5.013 |
0.776 |
15.5% |
0.127 |
2.5% |
0% |
False |
True |
3,116 |
20 |
5.884 |
5.013 |
0.871 |
17.4% |
0.140 |
2.8% |
0% |
False |
True |
2,740 |
40 |
6.160 |
5.013 |
1.147 |
22.9% |
0.145 |
2.9% |
0% |
False |
True |
2,288 |
60 |
6.160 |
4.970 |
1.190 |
23.7% |
0.151 |
3.0% |
4% |
False |
False |
2,380 |
80 |
6.160 |
4.970 |
1.190 |
23.7% |
0.148 |
3.0% |
4% |
False |
False |
2,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.822 |
2.618 |
5.570 |
1.618 |
5.416 |
1.000 |
5.321 |
0.618 |
5.262 |
HIGH |
5.167 |
0.618 |
5.108 |
0.500 |
5.090 |
0.382 |
5.072 |
LOW |
5.013 |
0.618 |
4.918 |
1.000 |
4.859 |
1.618 |
4.764 |
2.618 |
4.610 |
4.250 |
4.359 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.090 |
5.097 |
PP |
5.065 |
5.070 |
S1 |
5.041 |
5.043 |
|