NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.204 |
5.162 |
-0.042 |
-0.8% |
5.570 |
High |
5.210 |
5.166 |
-0.044 |
-0.8% |
5.752 |
Low |
5.137 |
5.088 |
-0.049 |
-1.0% |
5.287 |
Close |
5.183 |
5.091 |
-0.092 |
-1.8% |
5.316 |
Range |
0.073 |
0.078 |
0.005 |
6.8% |
0.465 |
ATR |
0.167 |
0.162 |
-0.005 |
-3.1% |
0.000 |
Volume |
3,802 |
3,140 |
-662 |
-17.4% |
18,863 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.349 |
5.298 |
5.134 |
|
R3 |
5.271 |
5.220 |
5.112 |
|
R2 |
5.193 |
5.193 |
5.105 |
|
R1 |
5.142 |
5.142 |
5.098 |
5.129 |
PP |
5.115 |
5.115 |
5.115 |
5.108 |
S1 |
5.064 |
5.064 |
5.084 |
5.051 |
S2 |
5.037 |
5.037 |
5.077 |
|
S3 |
4.959 |
4.986 |
5.070 |
|
S4 |
4.881 |
4.908 |
5.048 |
|
|
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 |
5.626 |
5.088 |
0.538 |
10.6% |
0.100 |
2.0% |
1% |
False |
True |
4,266 |
10 |
5.752 |
5.088 |
0.664 |
13.0% |
0.118 |
2.3% |
0% |
False |
True |
3,880 |
20 |
5.864 |
5.088 |
0.776 |
15.2% |
0.136 |
2.7% |
0% |
False |
True |
3,187 |
40 |
6.111 |
5.088 |
1.023 |
20.1% |
0.145 |
2.9% |
0% |
False |
True |
2,904 |
60 |
6.111 |
4.920 |
1.191 |
23.4% |
0.165 |
3.2% |
14% |
False |
False |
2,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.498 |
2.618 |
5.370 |
1.618 |
5.292 |
1.000 |
5.244 |
0.618 |
5.214 |
HIGH |
5.166 |
0.618 |
5.136 |
0.500 |
5.127 |
0.382 |
5.118 |
LOW |
5.088 |
0.618 |
5.040 |
1.000 |
5.010 |
1.618 |
4.962 |
2.618 |
4.884 |
4.250 |
4.757 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.127 |
5.224 |
PP |
5.115 |
5.180 |
S1 |
5.103 |
5.135 |
|