NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.429 |
5.316 |
-0.113 |
-2.1% |
5.570 |
High |
5.580 |
5.360 |
-0.220 |
-3.9% |
5.752 |
Low |
5.400 |
5.287 |
-0.113 |
-2.1% |
5.287 |
Close |
5.429 |
5.316 |
-0.113 |
-2.1% |
5.316 |
Range |
0.180 |
0.073 |
-0.107 |
-59.4% |
0.465 |
ATR |
0.168 |
0.167 |
-0.002 |
-1.1% |
0.000 |
Volume |
4,975 |
6,670 |
1,695 |
34.1% |
18,863 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.540 |
5.501 |
5.356 |
|
R3 |
5.467 |
5.428 |
5.336 |
|
R2 |
5.394 |
5.394 |
5.329 |
|
R1 |
5.355 |
5.355 |
5.323 |
5.353 |
PP |
5.321 |
5.321 |
5.321 |
5.320 |
S1 |
5.282 |
5.282 |
5.309 |
5.280 |
S2 |
5.248 |
5.248 |
5.303 |
|
S3 |
5.175 |
5.209 |
5.296 |
|
S4 |
5.102 |
5.136 |
5.276 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.847 |
6.546 |
5.572 |
|
R3 |
6.382 |
6.081 |
5.444 |
|
R2 |
5.917 |
5.917 |
5.401 |
|
R1 |
5.616 |
5.616 |
5.359 |
5.534 |
PP |
5.452 |
5.452 |
5.452 |
5.411 |
S1 |
5.151 |
5.151 |
5.273 |
5.069 |
S2 |
4.987 |
4.987 |
5.231 |
|
S3 |
4.522 |
4.686 |
5.188 |
|
S4 |
4.057 |
4.221 |
5.060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.752 |
5.287 |
0.465 |
8.7% |
0.144 |
2.7% |
6% |
False |
True |
4,174 |
10 |
5.864 |
5.287 |
0.577 |
10.9% |
0.142 |
2.7% |
5% |
False |
True |
3,855 |
20 |
5.951 |
5.287 |
0.664 |
12.5% |
0.141 |
2.6% |
4% |
False |
True |
3,090 |
40 |
6.111 |
5.287 |
0.824 |
15.5% |
0.151 |
2.8% |
4% |
False |
True |
2,824 |
60 |
6.111 |
4.920 |
1.191 |
22.4% |
0.167 |
3.1% |
33% |
False |
False |
2,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.670 |
2.618 |
5.551 |
1.618 |
5.478 |
1.000 |
5.433 |
0.618 |
5.405 |
HIGH |
5.360 |
0.618 |
5.332 |
0.500 |
5.324 |
0.382 |
5.315 |
LOW |
5.287 |
0.618 |
5.242 |
1.000 |
5.214 |
1.618 |
5.169 |
2.618 |
5.096 |
4.250 |
4.977 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.324 |
5.457 |
PP |
5.321 |
5.410 |
S1 |
5.319 |
5.363 |
|