NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.997 |
4.979 |
-0.018 |
-0.4% |
5.204 |
High |
5.027 |
5.058 |
0.031 |
0.6% |
5.210 |
Low |
4.960 |
4.972 |
0.012 |
0.2% |
5.040 |
Close |
4.997 |
5.038 |
0.041 |
0.8% |
5.107 |
Range |
0.067 |
0.086 |
0.019 |
28.4% |
0.170 |
ATR |
0.145 |
0.141 |
-0.004 |
-2.9% |
0.000 |
Volume |
4,327 |
3,735 |
-592 |
-13.7% |
15,418 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.281 |
5.245 |
5.085 |
|
R3 |
5.195 |
5.159 |
5.062 |
|
R2 |
5.109 |
5.109 |
5.054 |
|
R1 |
5.073 |
5.073 |
5.046 |
5.091 |
PP |
5.023 |
5.023 |
5.023 |
5.032 |
S1 |
4.987 |
4.987 |
5.030 |
5.005 |
S2 |
4.937 |
4.937 |
5.022 |
|
S3 |
4.851 |
4.901 |
5.014 |
|
S4 |
4.765 |
4.815 |
4.991 |
|
|
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 |
5.146 |
4.960 |
0.186 |
3.7% |
0.102 |
2.0% |
42% |
False |
False |
3,252 |
10 |
5.580 |
4.960 |
0.620 |
12.3% |
0.103 |
2.0% |
13% |
False |
False |
3,781 |
20 |
5.864 |
4.960 |
0.904 |
17.9% |
0.126 |
2.5% |
9% |
False |
False |
3,495 |
40 |
6.111 |
4.960 |
1.151 |
22.8% |
0.138 |
2.7% |
7% |
False |
False |
2,967 |
60 |
6.111 |
4.960 |
1.151 |
22.8% |
0.153 |
3.0% |
7% |
False |
False |
2,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.424 |
2.618 |
5.283 |
1.618 |
5.197 |
1.000 |
5.144 |
0.618 |
5.111 |
HIGH |
5.058 |
0.618 |
5.025 |
0.500 |
5.015 |
0.382 |
5.005 |
LOW |
4.972 |
0.618 |
4.919 |
1.000 |
4.886 |
1.618 |
4.833 |
2.618 |
4.747 |
4.250 |
4.607 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5.030 |
5.050 |
PP |
5.023 |
5.046 |
S1 |
5.015 |
5.042 |
|