NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.425 |
5.202 |
-0.223 |
-4.1% |
5.489 |
| High |
5.444 |
5.222 |
-0.222 |
-4.1% |
5.572 |
| Low |
5.196 |
5.078 |
-0.118 |
-2.3% |
5.078 |
| Close |
5.226 |
5.121 |
-0.105 |
-2.0% |
5.121 |
| Range |
0.248 |
0.144 |
-0.104 |
-41.9% |
0.494 |
| ATR |
0.206 |
0.202 |
-0.004 |
-2.0% |
0.000 |
| Volume |
20,912 |
27,881 |
6,969 |
33.3% |
97,641 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.572 |
5.491 |
5.200 |
|
| R3 |
5.428 |
5.347 |
5.161 |
|
| R2 |
5.284 |
5.284 |
5.147 |
|
| R1 |
5.203 |
5.203 |
5.134 |
5.172 |
| PP |
5.140 |
5.140 |
5.140 |
5.125 |
| S1 |
5.059 |
5.059 |
5.108 |
5.028 |
| S2 |
4.996 |
4.996 |
5.095 |
|
| S3 |
4.852 |
4.915 |
5.081 |
|
| S4 |
4.708 |
4.771 |
5.042 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.739 |
6.424 |
5.393 |
|
| R3 |
6.245 |
5.930 |
5.257 |
|
| R2 |
5.751 |
5.751 |
5.212 |
|
| R1 |
5.436 |
5.436 |
5.166 |
5.347 |
| PP |
5.257 |
5.257 |
5.257 |
5.212 |
| S1 |
4.942 |
4.942 |
5.076 |
4.853 |
| S2 |
4.763 |
4.763 |
5.030 |
|
| S3 |
4.269 |
4.448 |
4.985 |
|
| S4 |
3.775 |
3.954 |
4.849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.572 |
5.078 |
0.494 |
9.6% |
0.208 |
4.1% |
9% |
False |
True |
27,293 |
| 10 |
5.683 |
5.078 |
0.605 |
11.8% |
0.192 |
3.7% |
7% |
False |
True |
36,432 |
| 20 |
5.767 |
5.078 |
0.689 |
13.5% |
0.187 |
3.7% |
6% |
False |
True |
25,841 |
| 40 |
5.956 |
5.078 |
0.878 |
17.1% |
0.198 |
3.9% |
5% |
False |
True |
17,806 |
| 60 |
5.956 |
4.656 |
1.300 |
25.4% |
0.210 |
4.1% |
36% |
False |
False |
13,854 |
| 80 |
5.956 |
4.656 |
1.300 |
25.4% |
0.198 |
3.9% |
36% |
False |
False |
11,336 |
| 100 |
6.200 |
4.656 |
1.544 |
30.2% |
0.191 |
3.7% |
30% |
False |
False |
9,530 |
| 120 |
6.200 |
4.656 |
1.544 |
30.2% |
0.185 |
3.6% |
30% |
False |
False |
8,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.834 |
|
2.618 |
5.599 |
|
1.618 |
5.455 |
|
1.000 |
5.366 |
|
0.618 |
5.311 |
|
HIGH |
5.222 |
|
0.618 |
5.167 |
|
0.500 |
5.150 |
|
0.382 |
5.133 |
|
LOW |
5.078 |
|
0.618 |
4.989 |
|
1.000 |
4.934 |
|
1.618 |
4.845 |
|
2.618 |
4.701 |
|
4.250 |
4.466 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.150 |
5.261 |
| PP |
5.140 |
5.214 |
| S1 |
5.131 |
5.168 |
|