NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4.979 |
5.006 |
0.027 |
0.5% |
5.204 |
High |
5.058 |
5.050 |
-0.008 |
-0.2% |
5.210 |
Low |
4.972 |
4.850 |
-0.122 |
-2.5% |
5.040 |
Close |
5.038 |
4.867 |
-0.171 |
-3.4% |
5.107 |
Range |
0.086 |
0.200 |
0.114 |
132.6% |
0.170 |
ATR |
0.141 |
0.145 |
0.004 |
3.0% |
0.000 |
Volume |
3,735 |
3,754 |
19 |
0.5% |
15,418 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.522 |
5.395 |
4.977 |
|
R3 |
5.322 |
5.195 |
4.922 |
|
R2 |
5.122 |
5.122 |
4.904 |
|
R1 |
4.995 |
4.995 |
4.885 |
4.959 |
PP |
4.922 |
4.922 |
4.922 |
4.904 |
S1 |
4.795 |
4.795 |
4.849 |
4.759 |
S2 |
4.722 |
4.722 |
4.830 |
|
S3 |
4.522 |
4.595 |
4.812 |
|
S4 |
4.322 |
4.395 |
4.757 |
|
|
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 |
5.139 |
4.850 |
0.289 |
5.9% |
0.120 |
2.5% |
6% |
False |
True |
3,494 |
10 |
5.360 |
4.850 |
0.510 |
10.5% |
0.105 |
2.1% |
3% |
False |
True |
3,659 |
20 |
5.864 |
4.850 |
1.014 |
20.8% |
0.128 |
2.6% |
2% |
False |
True |
3,527 |
40 |
6.111 |
4.850 |
1.261 |
25.9% |
0.138 |
2.8% |
1% |
False |
True |
2,990 |
60 |
6.111 |
4.850 |
1.261 |
25.9% |
0.155 |
3.2% |
1% |
False |
True |
2,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.900 |
2.618 |
5.574 |
1.618 |
5.374 |
1.000 |
5.250 |
0.618 |
5.174 |
HIGH |
5.050 |
0.618 |
4.974 |
0.500 |
4.950 |
0.382 |
4.926 |
LOW |
4.850 |
0.618 |
4.726 |
1.000 |
4.650 |
1.618 |
4.526 |
2.618 |
4.326 |
4.250 |
4.000 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4.950 |
4.954 |
PP |
4.922 |
4.925 |
S1 |
4.895 |
4.896 |
|