NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.300 |
5.250 |
-0.050 |
-0.9% |
5.602 |
| High |
5.300 |
5.250 |
-0.050 |
-0.9% |
5.789 |
| Low |
5.166 |
5.120 |
-0.046 |
-0.9% |
5.309 |
| Close |
5.215 |
5.123 |
-0.092 |
-1.8% |
5.346 |
| Range |
0.134 |
0.130 |
-0.004 |
-3.0% |
0.480 |
| ATR |
0.168 |
0.165 |
-0.003 |
-1.6% |
0.000 |
| Volume |
3,380 |
4,878 |
1,498 |
44.3% |
12,340 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.554 |
5.469 |
5.195 |
|
| R3 |
5.424 |
5.339 |
5.159 |
|
| R2 |
5.294 |
5.294 |
5.147 |
|
| R1 |
5.209 |
5.209 |
5.135 |
5.187 |
| PP |
5.164 |
5.164 |
5.164 |
5.153 |
| S1 |
5.079 |
5.079 |
5.111 |
5.057 |
| S2 |
5.034 |
5.034 |
5.099 |
|
| S3 |
4.904 |
4.949 |
5.087 |
|
| S4 |
4.774 |
4.819 |
5.052 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.921 |
6.614 |
5.610 |
|
| R3 |
6.441 |
6.134 |
5.478 |
|
| R2 |
5.961 |
5.961 |
5.434 |
|
| R1 |
5.654 |
5.654 |
5.390 |
5.568 |
| PP |
5.481 |
5.481 |
5.481 |
5.438 |
| S1 |
5.174 |
5.174 |
5.302 |
5.088 |
| S2 |
5.001 |
5.001 |
5.258 |
|
| S3 |
4.521 |
4.694 |
5.214 |
|
| S4 |
4.041 |
4.214 |
5.082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.656 |
5.120 |
0.536 |
10.5% |
0.128 |
2.5% |
1% |
False |
True |
3,329 |
| 10 |
5.789 |
5.120 |
0.669 |
13.1% |
0.142 |
2.8% |
0% |
False |
True |
3,222 |
| 20 |
5.884 |
5.120 |
0.764 |
14.9% |
0.147 |
2.9% |
0% |
False |
True |
2,615 |
| 40 |
6.160 |
5.120 |
1.040 |
20.3% |
0.148 |
2.9% |
0% |
False |
True |
2,206 |
| 60 |
6.160 |
4.970 |
1.190 |
23.2% |
0.158 |
3.1% |
13% |
False |
False |
2,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.803 |
|
2.618 |
5.590 |
|
1.618 |
5.460 |
|
1.000 |
5.380 |
|
0.618 |
5.330 |
|
HIGH |
5.250 |
|
0.618 |
5.200 |
|
0.500 |
5.185 |
|
0.382 |
5.170 |
|
LOW |
5.120 |
|
0.618 |
5.040 |
|
1.000 |
4.990 |
|
1.618 |
4.910 |
|
2.618 |
4.780 |
|
4.250 |
4.568 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.185 |
5.270 |
| PP |
5.164 |
5.221 |
| S1 |
5.144 |
5.172 |
|