NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.035 |
5.010 |
-0.025 |
-0.5% |
5.300 |
High |
5.071 |
5.096 |
0.025 |
0.5% |
5.300 |
Low |
4.990 |
5.007 |
0.017 |
0.3% |
5.076 |
Close |
5.035 |
5.075 |
0.040 |
0.8% |
5.145 |
Range |
0.081 |
0.089 |
0.008 |
9.9% |
0.224 |
ATR |
0.147 |
0.143 |
-0.004 |
-2.8% |
0.000 |
Volume |
2,115 |
3,178 |
1,063 |
50.3% |
16,378 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.326 |
5.290 |
5.124 |
|
R3 |
5.237 |
5.201 |
5.099 |
|
R2 |
5.148 |
5.148 |
5.091 |
|
R1 |
5.112 |
5.112 |
5.083 |
5.130 |
PP |
5.059 |
5.059 |
5.059 |
5.069 |
S1 |
5.023 |
5.023 |
5.067 |
5.041 |
S2 |
4.970 |
4.970 |
5.059 |
|
S3 |
4.881 |
4.934 |
5.051 |
|
S4 |
4.792 |
4.845 |
5.026 |
|
|
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 |
5.180 |
4.990 |
0.190 |
3.7% |
0.100 |
2.0% |
45% |
False |
False |
2,606 |
10 |
5.613 |
4.990 |
0.623 |
12.3% |
0.116 |
2.3% |
14% |
False |
False |
2,945 |
20 |
5.884 |
4.990 |
0.894 |
17.6% |
0.136 |
2.7% |
10% |
False |
False |
2,855 |
40 |
6.160 |
4.990 |
1.170 |
23.1% |
0.141 |
2.8% |
7% |
False |
False |
2,305 |
60 |
6.160 |
4.990 |
1.170 |
23.1% |
0.148 |
2.9% |
7% |
False |
False |
2,356 |
80 |
6.160 |
4.970 |
1.190 |
23.4% |
0.148 |
2.9% |
9% |
False |
False |
2,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.474 |
2.618 |
5.329 |
1.618 |
5.240 |
1.000 |
5.185 |
0.618 |
5.151 |
HIGH |
5.096 |
0.618 |
5.062 |
0.500 |
5.052 |
0.382 |
5.041 |
LOW |
5.007 |
0.618 |
4.952 |
1.000 |
4.918 |
1.618 |
4.863 |
2.618 |
4.774 |
4.250 |
4.629 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.067 |
5.079 |
PP |
5.059 |
5.077 |
S1 |
5.052 |
5.076 |
|