NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.010 |
4.903 |
-0.107 |
-2.1% |
5.300 |
High |
5.096 |
5.081 |
-0.015 |
-0.3% |
5.300 |
Low |
5.007 |
4.879 |
-0.128 |
-2.6% |
5.076 |
Close |
5.075 |
4.903 |
-0.172 |
-3.4% |
5.145 |
Range |
0.089 |
0.202 |
0.113 |
127.0% |
0.224 |
ATR |
0.143 |
0.147 |
0.004 |
3.0% |
0.000 |
Volume |
3,178 |
3,600 |
422 |
13.3% |
16,378 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.560 |
5.434 |
5.014 |
|
R3 |
5.358 |
5.232 |
4.959 |
|
R2 |
5.156 |
5.156 |
4.940 |
|
R1 |
5.030 |
5.030 |
4.922 |
5.004 |
PP |
4.954 |
4.954 |
4.954 |
4.942 |
S1 |
4.828 |
4.828 |
4.884 |
4.802 |
S2 |
4.752 |
4.752 |
4.866 |
|
S3 |
4.550 |
4.626 |
4.847 |
|
S4 |
4.348 |
4.424 |
4.792 |
|
|
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 |
5.170 |
4.879 |
0.291 |
5.9% |
0.120 |
2.4% |
8% |
False |
True |
2,916 |
10 |
5.419 |
4.879 |
0.540 |
11.0% |
0.119 |
2.4% |
4% |
False |
True |
3,048 |
20 |
5.884 |
4.879 |
1.005 |
20.5% |
0.140 |
2.8% |
2% |
False |
True |
2,945 |
40 |
6.160 |
4.879 |
1.281 |
26.1% |
0.141 |
2.9% |
2% |
False |
True |
2,367 |
60 |
6.160 |
4.879 |
1.281 |
26.1% |
0.150 |
3.1% |
2% |
False |
True |
2,300 |
80 |
6.160 |
4.879 |
1.281 |
26.1% |
0.149 |
3.0% |
2% |
False |
True |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.940 |
2.618 |
5.610 |
1.618 |
5.408 |
1.000 |
5.283 |
0.618 |
5.206 |
HIGH |
5.081 |
0.618 |
5.004 |
0.500 |
4.980 |
0.382 |
4.956 |
LOW |
4.879 |
0.618 |
4.754 |
1.000 |
4.677 |
1.618 |
4.552 |
2.618 |
4.350 |
4.250 |
4.021 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.980 |
4.988 |
PP |
4.954 |
4.959 |
S1 |
4.929 |
4.931 |
|