NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.120 |
5.180 |
0.060 |
1.2% |
5.602 |
| High |
5.229 |
5.180 |
-0.049 |
-0.9% |
5.789 |
| Low |
5.120 |
5.076 |
-0.044 |
-0.9% |
5.309 |
| Close |
5.181 |
5.093 |
-0.088 |
-1.7% |
5.346 |
| Range |
0.109 |
0.104 |
-0.005 |
-4.6% |
0.480 |
| ATR |
0.161 |
0.157 |
-0.004 |
-2.5% |
0.000 |
| Volume |
2,826 |
2,051 |
-775 |
-27.4% |
12,340 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.428 |
5.365 |
5.150 |
|
| R3 |
5.324 |
5.261 |
5.122 |
|
| R2 |
5.220 |
5.220 |
5.112 |
|
| R1 |
5.157 |
5.157 |
5.103 |
5.137 |
| PP |
5.116 |
5.116 |
5.116 |
5.106 |
| S1 |
5.053 |
5.053 |
5.083 |
5.033 |
| S2 |
5.012 |
5.012 |
5.074 |
|
| S3 |
4.908 |
4.949 |
5.064 |
|
| S4 |
4.804 |
4.845 |
5.036 |
|
|
| 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 |
5.419 |
5.076 |
0.343 |
6.7% |
0.117 |
2.3% |
5% |
False |
True |
3,180 |
| 10 |
5.789 |
5.076 |
0.713 |
14.0% |
0.135 |
2.7% |
2% |
False |
True |
3,011 |
| 20 |
5.884 |
5.076 |
0.808 |
15.9% |
0.144 |
2.8% |
2% |
False |
True |
2,675 |
| 40 |
6.160 |
5.076 |
1.084 |
21.3% |
0.147 |
2.9% |
2% |
False |
True |
2,223 |
| 60 |
6.160 |
4.970 |
1.190 |
23.4% |
0.151 |
3.0% |
10% |
False |
False |
2,313 |
| 80 |
6.160 |
4.970 |
1.190 |
23.4% |
0.151 |
3.0% |
10% |
False |
False |
2,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.622 |
|
2.618 |
5.452 |
|
1.618 |
5.348 |
|
1.000 |
5.284 |
|
0.618 |
5.244 |
|
HIGH |
5.180 |
|
0.618 |
5.140 |
|
0.500 |
5.128 |
|
0.382 |
5.116 |
|
LOW |
5.076 |
|
0.618 |
5.012 |
|
1.000 |
4.972 |
|
1.618 |
4.908 |
|
2.618 |
4.804 |
|
4.250 |
4.634 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.128 |
5.163 |
| PP |
5.116 |
5.140 |
| S1 |
5.105 |
5.116 |
|