NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.016 |
5.035 |
0.019 |
0.4% |
5.300 |
High |
5.167 |
5.071 |
-0.096 |
-1.9% |
5.300 |
Low |
5.013 |
4.990 |
-0.023 |
-0.5% |
5.076 |
Close |
5.016 |
5.035 |
0.019 |
0.4% |
5.145 |
Range |
0.154 |
0.081 |
-0.073 |
-47.4% |
0.224 |
ATR |
0.152 |
0.147 |
-0.005 |
-3.3% |
0.000 |
Volume |
2,445 |
2,115 |
-330 |
-13.5% |
16,378 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.275 |
5.236 |
5.080 |
|
R3 |
5.194 |
5.155 |
5.057 |
|
R2 |
5.113 |
5.113 |
5.050 |
|
R1 |
5.074 |
5.074 |
5.042 |
5.076 |
PP |
5.032 |
5.032 |
5.032 |
5.033 |
S1 |
4.993 |
4.993 |
5.028 |
4.995 |
S2 |
4.951 |
4.951 |
5.020 |
|
S3 |
4.870 |
4.912 |
5.013 |
|
S4 |
4.789 |
4.831 |
4.990 |
|
|
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 |
5.229 |
4.990 |
0.239 |
4.7% |
0.104 |
2.1% |
19% |
False |
True |
2,536 |
10 |
5.656 |
4.990 |
0.666 |
13.2% |
0.116 |
2.3% |
7% |
False |
True |
2,932 |
20 |
5.884 |
4.990 |
0.894 |
17.8% |
0.137 |
2.7% |
5% |
False |
True |
2,768 |
40 |
6.160 |
4.990 |
1.170 |
23.2% |
0.141 |
2.8% |
4% |
False |
True |
2,303 |
60 |
6.160 |
4.970 |
1.190 |
23.6% |
0.150 |
3.0% |
5% |
False |
False |
2,389 |
80 |
6.160 |
4.970 |
1.190 |
23.6% |
0.148 |
2.9% |
5% |
False |
False |
2,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.415 |
2.618 |
5.283 |
1.618 |
5.202 |
1.000 |
5.152 |
0.618 |
5.121 |
HIGH |
5.071 |
0.618 |
5.040 |
0.500 |
5.031 |
0.382 |
5.021 |
LOW |
4.990 |
0.618 |
4.940 |
1.000 |
4.909 |
1.618 |
4.859 |
2.618 |
4.778 |
4.250 |
4.646 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.034 |
5.080 |
PP |
5.032 |
5.065 |
S1 |
5.031 |
5.050 |
|