NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.155 |
5.056 |
-0.099 |
-1.9% |
5.512 |
| High |
5.155 |
5.148 |
-0.007 |
-0.1% |
5.703 |
| Low |
5.028 |
5.031 |
0.003 |
0.1% |
5.226 |
| Close |
5.032 |
5.086 |
0.054 |
1.1% |
5.262 |
| Range |
0.127 |
0.117 |
-0.010 |
-7.9% |
0.477 |
| ATR |
0.175 |
0.171 |
-0.004 |
-2.4% |
0.000 |
| Volume |
6,502 |
5,829 |
-673 |
-10.4% |
26,093 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.439 |
5.380 |
5.150 |
|
| R3 |
5.322 |
5.263 |
5.118 |
|
| R2 |
5.205 |
5.205 |
5.107 |
|
| R1 |
5.146 |
5.146 |
5.097 |
5.176 |
| PP |
5.088 |
5.088 |
5.088 |
5.103 |
| S1 |
5.029 |
5.029 |
5.075 |
5.059 |
| S2 |
4.971 |
4.971 |
5.065 |
|
| S3 |
4.854 |
4.912 |
5.054 |
|
| S4 |
4.737 |
4.795 |
5.022 |
|
|
| 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 |
5.524 |
5.028 |
0.496 |
9.8% |
0.133 |
2.6% |
12% |
False |
False |
6,307 |
| 10 |
5.703 |
5.028 |
0.675 |
13.3% |
0.138 |
2.7% |
9% |
False |
False |
6,631 |
| 20 |
5.810 |
5.028 |
0.782 |
15.4% |
0.157 |
3.1% |
7% |
False |
False |
5,646 |
| 40 |
6.075 |
5.028 |
1.047 |
20.6% |
0.167 |
3.3% |
6% |
False |
False |
4,469 |
| 60 |
6.075 |
4.848 |
1.227 |
24.1% |
0.180 |
3.5% |
19% |
False |
False |
3,772 |
| 80 |
6.075 |
4.848 |
1.227 |
24.1% |
0.173 |
3.4% |
19% |
False |
False |
3,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.645 |
|
2.618 |
5.454 |
|
1.618 |
5.337 |
|
1.000 |
5.265 |
|
0.618 |
5.220 |
|
HIGH |
5.148 |
|
0.618 |
5.103 |
|
0.500 |
5.090 |
|
0.382 |
5.076 |
|
LOW |
5.031 |
|
0.618 |
4.959 |
|
1.000 |
4.914 |
|
1.618 |
4.842 |
|
2.618 |
4.725 |
|
4.250 |
4.534 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.090 |
5.122 |
| PP |
5.088 |
5.110 |
| S1 |
5.087 |
5.098 |
|