NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.162 |
5.110 |
-0.052 |
-1.0% |
5.570 |
High |
5.166 |
5.199 |
0.033 |
0.6% |
5.752 |
Low |
5.088 |
5.086 |
-0.002 |
0.0% |
5.287 |
Close |
5.091 |
5.146 |
0.055 |
1.1% |
5.316 |
Range |
0.078 |
0.113 |
0.035 |
44.9% |
0.465 |
ATR |
0.162 |
0.159 |
-0.004 |
-2.2% |
0.000 |
Volume |
3,140 |
2,966 |
-174 |
-5.5% |
18,863 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.483 |
5.427 |
5.208 |
|
R3 |
5.370 |
5.314 |
5.177 |
|
R2 |
5.257 |
5.257 |
5.167 |
|
R1 |
5.201 |
5.201 |
5.156 |
5.229 |
PP |
5.144 |
5.144 |
5.144 |
5.158 |
S1 |
5.088 |
5.088 |
5.136 |
5.116 |
S2 |
5.031 |
5.031 |
5.125 |
|
S3 |
4.918 |
4.975 |
5.115 |
|
S4 |
4.805 |
4.862 |
5.084 |
|
|
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 |
5.580 |
5.086 |
0.494 |
9.6% |
0.103 |
2.0% |
12% |
False |
True |
4,310 |
10 |
5.752 |
5.086 |
0.666 |
12.9% |
0.115 |
2.2% |
9% |
False |
True |
3,924 |
20 |
5.864 |
5.086 |
0.778 |
15.1% |
0.134 |
2.6% |
8% |
False |
True |
3,249 |
40 |
6.111 |
5.086 |
1.025 |
19.9% |
0.143 |
2.8% |
6% |
False |
True |
2,913 |
60 |
6.111 |
4.920 |
1.191 |
23.1% |
0.162 |
3.1% |
19% |
False |
False |
2,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.679 |
2.618 |
5.495 |
1.618 |
5.382 |
1.000 |
5.312 |
0.618 |
5.269 |
HIGH |
5.199 |
0.618 |
5.156 |
0.500 |
5.143 |
0.382 |
5.129 |
LOW |
5.086 |
0.618 |
5.016 |
1.000 |
4.973 |
1.618 |
4.903 |
2.618 |
4.790 |
4.250 |
4.606 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.145 |
5.148 |
PP |
5.144 |
5.147 |
S1 |
5.143 |
5.147 |
|