NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.330 |
5.127 |
-0.203 |
-3.8% |
5.512 |
| High |
5.330 |
5.216 |
-0.114 |
-2.1% |
5.703 |
| Low |
5.226 |
5.075 |
-0.151 |
-2.9% |
5.226 |
| Close |
5.262 |
5.127 |
-0.135 |
-2.6% |
5.262 |
| Range |
0.104 |
0.141 |
0.037 |
35.6% |
0.477 |
| ATR |
0.179 |
0.179 |
0.001 |
0.3% |
0.000 |
| Volume |
7,454 |
6,929 |
-525 |
-7.0% |
26,093 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.562 |
5.486 |
5.205 |
|
| R3 |
5.421 |
5.345 |
5.166 |
|
| R2 |
5.280 |
5.280 |
5.153 |
|
| R1 |
5.204 |
5.204 |
5.140 |
5.198 |
| PP |
5.139 |
5.139 |
5.139 |
5.136 |
| S1 |
5.063 |
5.063 |
5.114 |
5.057 |
| S2 |
4.998 |
4.998 |
5.101 |
|
| S3 |
4.857 |
4.922 |
5.088 |
|
| S4 |
4.716 |
4.781 |
5.049 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.828 |
6.522 |
5.524 |
|
| R3 |
6.351 |
6.045 |
5.393 |
|
| R2 |
5.874 |
5.874 |
5.349 |
|
| R1 |
5.568 |
5.568 |
5.306 |
5.483 |
| PP |
5.397 |
5.397 |
5.397 |
5.354 |
| S1 |
5.091 |
5.091 |
5.218 |
5.006 |
| S2 |
4.920 |
4.920 |
5.175 |
|
| S3 |
4.443 |
4.614 |
5.131 |
|
| S4 |
3.966 |
4.137 |
5.000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.703 |
5.075 |
0.628 |
12.2% |
0.141 |
2.7% |
8% |
False |
True |
6,604 |
| 10 |
5.810 |
5.075 |
0.735 |
14.3% |
0.156 |
3.0% |
7% |
False |
True |
6,834 |
| 20 |
5.880 |
5.075 |
0.805 |
15.7% |
0.160 |
3.1% |
6% |
False |
True |
5,286 |
| 40 |
6.075 |
5.075 |
1.000 |
19.5% |
0.170 |
3.3% |
5% |
False |
True |
4,275 |
| 60 |
6.075 |
4.848 |
1.227 |
23.9% |
0.183 |
3.6% |
23% |
False |
False |
3,616 |
| 80 |
6.075 |
4.848 |
1.227 |
23.9% |
0.173 |
3.4% |
23% |
False |
False |
3,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.815 |
|
2.618 |
5.585 |
|
1.618 |
5.444 |
|
1.000 |
5.357 |
|
0.618 |
5.303 |
|
HIGH |
5.216 |
|
0.618 |
5.162 |
|
0.500 |
5.146 |
|
0.382 |
5.129 |
|
LOW |
5.075 |
|
0.618 |
4.988 |
|
1.000 |
4.934 |
|
1.618 |
4.847 |
|
2.618 |
4.706 |
|
4.250 |
4.476 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.146 |
5.300 |
| PP |
5.139 |
5.242 |
| S1 |
5.133 |
5.185 |
|