NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
4.816 |
4.876 |
0.060 |
1.2% |
5.431 |
| High |
4.931 |
4.894 |
-0.037 |
-0.8% |
5.531 |
| Low |
4.789 |
4.743 |
-0.046 |
-1.0% |
5.014 |
| Close |
4.859 |
4.767 |
-0.092 |
-1.9% |
5.057 |
| Range |
0.142 |
0.151 |
0.009 |
6.3% |
0.517 |
| ATR |
0.199 |
0.196 |
-0.003 |
-1.7% |
0.000 |
| Volume |
75,337 |
89,828 |
14,491 |
19.2% |
281,306 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.254 |
5.162 |
4.850 |
|
| R3 |
5.103 |
5.011 |
4.809 |
|
| R2 |
4.952 |
4.952 |
4.795 |
|
| R1 |
4.860 |
4.860 |
4.781 |
4.831 |
| PP |
4.801 |
4.801 |
4.801 |
4.787 |
| S1 |
4.709 |
4.709 |
4.753 |
4.680 |
| S2 |
4.650 |
4.650 |
4.739 |
|
| S3 |
4.499 |
4.558 |
4.725 |
|
| S4 |
4.348 |
4.407 |
4.684 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.752 |
6.421 |
5.341 |
|
| R3 |
6.235 |
5.904 |
5.199 |
|
| R2 |
5.718 |
5.718 |
5.152 |
|
| R1 |
5.387 |
5.387 |
5.104 |
5.294 |
| PP |
5.201 |
5.201 |
5.201 |
5.154 |
| S1 |
4.870 |
4.870 |
5.010 |
4.777 |
| S2 |
4.684 |
4.684 |
4.962 |
|
| S3 |
4.167 |
4.353 |
4.915 |
|
| S4 |
3.650 |
3.836 |
4.773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.157 |
4.743 |
0.414 |
8.7% |
0.143 |
3.0% |
6% |
False |
True |
76,292 |
| 10 |
5.531 |
4.743 |
0.788 |
16.5% |
0.170 |
3.6% |
3% |
False |
True |
76,692 |
| 20 |
5.638 |
4.743 |
0.895 |
18.8% |
0.183 |
3.8% |
3% |
False |
True |
58,271 |
| 40 |
5.940 |
4.743 |
1.197 |
25.1% |
0.206 |
4.3% |
2% |
False |
True |
40,798 |
| 60 |
5.940 |
4.595 |
1.345 |
28.2% |
0.213 |
4.5% |
13% |
False |
False |
33,311 |
| 80 |
5.940 |
4.595 |
1.345 |
28.2% |
0.210 |
4.4% |
13% |
False |
False |
27,505 |
| 100 |
6.180 |
4.595 |
1.585 |
33.2% |
0.206 |
4.3% |
11% |
False |
False |
23,566 |
| 120 |
6.180 |
4.595 |
1.585 |
33.2% |
0.206 |
4.3% |
11% |
False |
False |
20,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.536 |
|
2.618 |
5.289 |
|
1.618 |
5.138 |
|
1.000 |
5.045 |
|
0.618 |
4.987 |
|
HIGH |
4.894 |
|
0.618 |
4.836 |
|
0.500 |
4.819 |
|
0.382 |
4.801 |
|
LOW |
4.743 |
|
0.618 |
4.650 |
|
1.000 |
4.592 |
|
1.618 |
4.499 |
|
2.618 |
4.348 |
|
4.250 |
4.101 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.819 |
4.845 |
| PP |
4.801 |
4.819 |
| S1 |
4.784 |
4.793 |
|