NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4.806 |
4.797 |
-0.009 |
-0.2% |
4.912 |
| High |
4.987 |
4.843 |
-0.144 |
-2.9% |
5.085 |
| Low |
4.777 |
4.779 |
0.002 |
0.0% |
4.777 |
| Close |
4.806 |
4.820 |
0.014 |
0.3% |
4.820 |
| Range |
0.210 |
0.064 |
-0.146 |
-69.5% |
0.308 |
| ATR |
0.157 |
0.150 |
-0.007 |
-4.2% |
0.000 |
| Volume |
9,547 |
11,808 |
2,261 |
23.7% |
44,526 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.006 |
4.977 |
4.855 |
|
| R3 |
4.942 |
4.913 |
4.838 |
|
| R2 |
4.878 |
4.878 |
4.832 |
|
| R1 |
4.849 |
4.849 |
4.826 |
4.864 |
| PP |
4.814 |
4.814 |
4.814 |
4.821 |
| S1 |
4.785 |
4.785 |
4.814 |
4.800 |
| S2 |
4.750 |
4.750 |
4.808 |
|
| S3 |
4.686 |
4.721 |
4.802 |
|
| S4 |
4.622 |
4.657 |
4.785 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.818 |
5.627 |
4.989 |
|
| R3 |
5.510 |
5.319 |
4.905 |
|
| R2 |
5.202 |
5.202 |
4.876 |
|
| R1 |
5.011 |
5.011 |
4.848 |
4.953 |
| PP |
4.894 |
4.894 |
4.894 |
4.865 |
| S1 |
4.703 |
4.703 |
4.792 |
4.645 |
| S2 |
4.586 |
4.586 |
4.764 |
|
| S3 |
4.278 |
4.395 |
4.735 |
|
| S4 |
3.970 |
4.087 |
4.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.085 |
4.777 |
0.308 |
6.4% |
0.126 |
2.6% |
14% |
False |
False |
8,905 |
| 10 |
5.216 |
4.777 |
0.439 |
9.1% |
0.122 |
2.5% |
10% |
False |
False |
7,390 |
| 20 |
5.810 |
4.777 |
1.033 |
21.4% |
0.140 |
2.9% |
4% |
False |
False |
7,023 |
| 40 |
6.050 |
4.777 |
1.273 |
26.4% |
0.157 |
3.3% |
3% |
False |
False |
5,462 |
| 60 |
6.075 |
4.777 |
1.298 |
26.9% |
0.168 |
3.5% |
3% |
False |
False |
4,443 |
| 80 |
6.075 |
4.777 |
1.298 |
26.9% |
0.171 |
3.5% |
3% |
False |
False |
3,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.115 |
|
2.618 |
5.011 |
|
1.618 |
4.947 |
|
1.000 |
4.907 |
|
0.618 |
4.883 |
|
HIGH |
4.843 |
|
0.618 |
4.819 |
|
0.500 |
4.811 |
|
0.382 |
4.803 |
|
LOW |
4.779 |
|
0.618 |
4.739 |
|
1.000 |
4.715 |
|
1.618 |
4.675 |
|
2.618 |
4.611 |
|
4.250 |
4.507 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.817 |
4.889 |
| PP |
4.814 |
4.866 |
| S1 |
4.811 |
4.843 |
|