NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.316 |
5.204 |
-0.112 |
-2.1% |
5.570 |
High |
5.360 |
5.210 |
-0.150 |
-2.8% |
5.752 |
Low |
5.287 |
5.137 |
-0.150 |
-2.8% |
5.287 |
Close |
5.316 |
5.183 |
-0.133 |
-2.5% |
5.316 |
Range |
0.073 |
0.073 |
0.000 |
0.0% |
0.465 |
ATR |
0.167 |
0.167 |
0.001 |
0.5% |
0.000 |
Volume |
6,670 |
3,802 |
-2,868 |
-43.0% |
18,863 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.396 |
5.362 |
5.223 |
|
R3 |
5.323 |
5.289 |
5.203 |
|
R2 |
5.250 |
5.250 |
5.196 |
|
R1 |
5.216 |
5.216 |
5.190 |
5.197 |
PP |
5.177 |
5.177 |
5.177 |
5.167 |
S1 |
5.143 |
5.143 |
5.176 |
5.124 |
S2 |
5.104 |
5.104 |
5.170 |
|
S3 |
5.031 |
5.070 |
5.163 |
|
S4 |
4.958 |
4.997 |
5.143 |
|
|
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 |
5.137 |
0.615 |
11.9% |
0.121 |
2.3% |
7% |
False |
True |
4,533 |
10 |
5.864 |
5.137 |
0.727 |
14.0% |
0.133 |
2.6% |
6% |
False |
True |
4,002 |
20 |
5.940 |
5.137 |
0.803 |
15.5% |
0.138 |
2.7% |
6% |
False |
True |
3,196 |
40 |
6.111 |
5.137 |
0.974 |
18.8% |
0.148 |
2.9% |
5% |
False |
True |
2,879 |
60 |
6.111 |
4.920 |
1.191 |
23.0% |
0.166 |
3.2% |
22% |
False |
False |
2,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.520 |
2.618 |
5.401 |
1.618 |
5.328 |
1.000 |
5.283 |
0.618 |
5.255 |
HIGH |
5.210 |
0.618 |
5.182 |
0.500 |
5.174 |
0.382 |
5.165 |
LOW |
5.137 |
0.618 |
5.092 |
1.000 |
5.064 |
1.618 |
5.019 |
2.618 |
4.946 |
4.250 |
4.827 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.180 |
5.359 |
PP |
5.177 |
5.300 |
S1 |
5.174 |
5.242 |
|