NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5.082 |
5.050 |
-0.032 |
-0.6% |
5.204 |
High |
5.130 |
5.139 |
0.009 |
0.2% |
5.210 |
Low |
5.060 |
4.960 |
-0.100 |
-2.0% |
5.040 |
Close |
5.107 |
4.976 |
-0.131 |
-2.6% |
5.107 |
Range |
0.070 |
0.179 |
0.109 |
155.7% |
0.170 |
ATR |
0.149 |
0.151 |
0.002 |
1.4% |
0.000 |
Volume |
2,964 |
2,690 |
-274 |
-9.2% |
15,418 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.562 |
5.448 |
5.074 |
|
R3 |
5.383 |
5.269 |
5.025 |
|
R2 |
5.204 |
5.204 |
5.009 |
|
R1 |
5.090 |
5.090 |
4.992 |
5.058 |
PP |
5.025 |
5.025 |
5.025 |
5.009 |
S1 |
4.911 |
4.911 |
4.960 |
4.879 |
S2 |
4.846 |
4.846 |
4.943 |
|
S3 |
4.667 |
4.732 |
4.927 |
|
S4 |
4.488 |
4.553 |
4.878 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.629 |
5.538 |
5.201 |
|
R3 |
5.459 |
5.368 |
5.154 |
|
R2 |
5.289 |
5.289 |
5.138 |
|
R1 |
5.198 |
5.198 |
5.123 |
5.159 |
PP |
5.119 |
5.119 |
5.119 |
5.099 |
S1 |
5.028 |
5.028 |
5.091 |
4.989 |
S2 |
4.949 |
4.949 |
5.076 |
|
S3 |
4.779 |
4.858 |
5.060 |
|
S4 |
4.609 |
4.688 |
5.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.199 |
4.960 |
0.239 |
4.8% |
0.109 |
2.2% |
7% |
False |
True |
2,861 |
10 |
5.752 |
4.960 |
0.792 |
15.9% |
0.115 |
2.3% |
2% |
False |
True |
3,697 |
20 |
5.864 |
4.960 |
0.904 |
18.2% |
0.131 |
2.6% |
2% |
False |
True |
3,259 |
40 |
6.111 |
4.960 |
1.151 |
23.1% |
0.144 |
2.9% |
1% |
False |
True |
2,892 |
60 |
6.111 |
4.920 |
1.191 |
23.9% |
0.156 |
3.1% |
5% |
False |
False |
2,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.900 |
2.618 |
5.608 |
1.618 |
5.429 |
1.000 |
5.318 |
0.618 |
5.250 |
HIGH |
5.139 |
0.618 |
5.071 |
0.500 |
5.050 |
0.382 |
5.028 |
LOW |
4.960 |
0.618 |
4.849 |
1.000 |
4.781 |
1.618 |
4.670 |
2.618 |
4.491 |
4.250 |
4.199 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.050 |
5.053 |
PP |
5.025 |
5.027 |
S1 |
5.001 |
5.002 |
|