NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.903 |
4.906 |
0.003 |
0.1% |
5.016 |
High |
5.081 |
4.936 |
-0.145 |
-2.9% |
5.167 |
Low |
4.879 |
4.888 |
0.009 |
0.2% |
4.879 |
Close |
4.903 |
4.923 |
0.020 |
0.4% |
4.923 |
Range |
0.202 |
0.048 |
-0.154 |
-76.2% |
0.288 |
ATR |
0.147 |
0.140 |
-0.007 |
-4.8% |
0.000 |
Volume |
3,600 |
4,945 |
1,345 |
37.4% |
16,283 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.060 |
5.039 |
4.949 |
|
R3 |
5.012 |
4.991 |
4.936 |
|
R2 |
4.964 |
4.964 |
4.932 |
|
R1 |
4.943 |
4.943 |
4.927 |
4.954 |
PP |
4.916 |
4.916 |
4.916 |
4.921 |
S1 |
4.895 |
4.895 |
4.919 |
4.906 |
S2 |
4.868 |
4.868 |
4.914 |
|
S3 |
4.820 |
4.847 |
4.910 |
|
S4 |
4.772 |
4.799 |
4.897 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.854 |
5.676 |
5.081 |
|
R3 |
5.566 |
5.388 |
5.002 |
|
R2 |
5.278 |
5.278 |
4.976 |
|
R1 |
5.100 |
5.100 |
4.949 |
5.045 |
PP |
4.990 |
4.990 |
4.990 |
4.962 |
S1 |
4.812 |
4.812 |
4.897 |
4.757 |
S2 |
4.702 |
4.702 |
4.870 |
|
S3 |
4.414 |
4.524 |
4.844 |
|
S4 |
4.126 |
4.236 |
4.765 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.167 |
4.879 |
0.288 |
5.9% |
0.115 |
2.3% |
15% |
False |
False |
3,256 |
10 |
5.300 |
4.879 |
0.421 |
8.6% |
0.112 |
2.3% |
10% |
False |
False |
3,266 |
20 |
5.884 |
4.879 |
1.005 |
20.4% |
0.133 |
2.7% |
4% |
False |
False |
3,110 |
40 |
6.160 |
4.879 |
1.281 |
26.0% |
0.139 |
2.8% |
3% |
False |
False |
2,436 |
60 |
6.160 |
4.879 |
1.281 |
26.0% |
0.148 |
3.0% |
3% |
False |
False |
2,356 |
80 |
6.160 |
4.879 |
1.281 |
26.0% |
0.149 |
3.0% |
3% |
False |
False |
2,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.140 |
2.618 |
5.062 |
1.618 |
5.014 |
1.000 |
4.984 |
0.618 |
4.966 |
HIGH |
4.936 |
0.618 |
4.918 |
0.500 |
4.912 |
0.382 |
4.906 |
LOW |
4.888 |
0.618 |
4.858 |
1.000 |
4.840 |
1.618 |
4.810 |
2.618 |
4.762 |
4.250 |
4.684 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.919 |
4.988 |
PP |
4.916 |
4.966 |
S1 |
4.912 |
4.945 |
|