NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.553 |
5.374 |
-0.179 |
-3.2% |
5.582 |
High |
5.571 |
5.524 |
-0.047 |
-0.8% |
5.810 |
Low |
5.479 |
5.348 |
-0.131 |
-2.4% |
5.447 |
Close |
5.553 |
5.374 |
-0.179 |
-3.2% |
5.636 |
Range |
0.092 |
0.176 |
0.084 |
91.3% |
0.363 |
ATR |
0.179 |
0.181 |
0.002 |
1.0% |
0.000 |
Volume |
5,150 |
4,821 |
-329 |
-6.4% |
35,325 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.943 |
5.835 |
5.471 |
|
R3 |
5.767 |
5.659 |
5.422 |
|
R2 |
5.591 |
5.591 |
5.406 |
|
R1 |
5.483 |
5.483 |
5.390 |
5.462 |
PP |
5.415 |
5.415 |
5.415 |
5.405 |
S1 |
5.307 |
5.307 |
5.358 |
5.286 |
S2 |
5.239 |
5.239 |
5.342 |
|
S3 |
5.063 |
5.131 |
5.326 |
|
S4 |
4.887 |
4.955 |
5.277 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.720 |
6.541 |
5.836 |
|
R3 |
6.357 |
6.178 |
5.736 |
|
R2 |
5.994 |
5.994 |
5.703 |
|
R1 |
5.815 |
5.815 |
5.669 |
5.905 |
PP |
5.631 |
5.631 |
5.631 |
5.676 |
S1 |
5.452 |
5.452 |
5.603 |
5.542 |
S2 |
5.268 |
5.268 |
5.569 |
|
S3 |
4.905 |
5.089 |
5.536 |
|
S4 |
4.542 |
4.726 |
5.436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.703 |
5.348 |
0.355 |
6.6% |
0.159 |
3.0% |
7% |
False |
True |
6,308 |
10 |
5.810 |
5.348 |
0.462 |
8.6% |
0.168 |
3.1% |
6% |
False |
True |
6,285 |
20 |
5.894 |
5.265 |
0.629 |
11.7% |
0.163 |
3.0% |
17% |
False |
False |
4,759 |
40 |
6.075 |
5.265 |
0.810 |
15.1% |
0.176 |
3.3% |
13% |
False |
False |
4,040 |
60 |
6.075 |
4.848 |
1.227 |
22.8% |
0.184 |
3.4% |
43% |
False |
False |
3,427 |
80 |
6.152 |
4.848 |
1.304 |
24.3% |
0.174 |
3.2% |
40% |
False |
False |
2,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.272 |
2.618 |
5.985 |
1.618 |
5.809 |
1.000 |
5.700 |
0.618 |
5.633 |
HIGH |
5.524 |
0.618 |
5.457 |
0.500 |
5.436 |
0.382 |
5.415 |
LOW |
5.348 |
0.618 |
5.239 |
1.000 |
5.172 |
1.618 |
5.063 |
2.618 |
4.887 |
4.250 |
4.600 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.436 |
5.526 |
PP |
5.415 |
5.475 |
S1 |
5.395 |
5.425 |
|