NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.609 |
5.429 |
-0.180 |
-3.2% |
5.642 |
High |
5.626 |
5.580 |
-0.046 |
-0.8% |
5.864 |
Low |
5.530 |
5.400 |
-0.130 |
-2.4% |
5.516 |
Close |
5.609 |
5.429 |
-0.180 |
-3.2% |
5.694 |
Range |
0.096 |
0.180 |
0.084 |
87.5% |
0.348 |
ATR |
0.165 |
0.168 |
0.003 |
1.9% |
0.000 |
Volume |
2,746 |
4,975 |
2,229 |
81.2% |
17,361 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.010 |
5.899 |
5.528 |
|
R3 |
5.830 |
5.719 |
5.479 |
|
R2 |
5.650 |
5.650 |
5.462 |
|
R1 |
5.539 |
5.539 |
5.446 |
5.519 |
PP |
5.470 |
5.470 |
5.470 |
5.460 |
S1 |
5.359 |
5.359 |
5.413 |
5.339 |
S2 |
5.290 |
5.290 |
5.396 |
|
S3 |
5.110 |
5.179 |
5.380 |
|
S4 |
4.930 |
4.999 |
5.330 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.735 |
6.563 |
5.885 |
|
R3 |
6.387 |
6.215 |
5.790 |
|
R2 |
6.039 |
6.039 |
5.758 |
|
R1 |
5.867 |
5.867 |
5.726 |
5.953 |
PP |
5.691 |
5.691 |
5.691 |
5.735 |
S1 |
5.519 |
5.519 |
5.662 |
5.605 |
S2 |
5.343 |
5.343 |
5.630 |
|
S3 |
4.995 |
5.171 |
5.598 |
|
S4 |
4.647 |
4.823 |
5.503 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.752 |
5.400 |
0.352 |
6.5% |
0.144 |
2.7% |
8% |
False |
True |
3,617 |
10 |
5.864 |
5.400 |
0.464 |
8.5% |
0.152 |
2.8% |
6% |
False |
True |
3,396 |
20 |
5.951 |
5.370 |
0.581 |
10.7% |
0.145 |
2.7% |
10% |
False |
False |
2,832 |
40 |
6.111 |
5.370 |
0.741 |
13.6% |
0.156 |
2.9% |
8% |
False |
False |
2,714 |
60 |
6.111 |
4.920 |
1.191 |
21.9% |
0.168 |
3.1% |
43% |
False |
False |
2,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.345 |
2.618 |
6.051 |
1.618 |
5.871 |
1.000 |
5.760 |
0.618 |
5.691 |
HIGH |
5.580 |
0.618 |
5.511 |
0.500 |
5.490 |
0.382 |
5.469 |
LOW |
5.400 |
0.618 |
5.289 |
1.000 |
5.220 |
1.618 |
5.109 |
2.618 |
4.929 |
4.250 |
4.635 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.490 |
5.576 |
PP |
5.470 |
5.527 |
S1 |
5.449 |
5.478 |
|