NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.180 |
5.135 |
-0.045 |
-0.9% |
5.300 |
High |
5.180 |
5.170 |
-0.010 |
-0.2% |
5.300 |
Low |
5.076 |
5.098 |
0.022 |
0.4% |
5.076 |
Close |
5.093 |
5.145 |
0.052 |
1.0% |
5.145 |
Range |
0.104 |
0.072 |
-0.032 |
-30.8% |
0.224 |
ATR |
0.157 |
0.152 |
-0.006 |
-3.6% |
0.000 |
Volume |
2,051 |
3,243 |
1,192 |
58.1% |
16,378 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.354 |
5.321 |
5.185 |
|
R3 |
5.282 |
5.249 |
5.165 |
|
R2 |
5.210 |
5.210 |
5.158 |
|
R1 |
5.177 |
5.177 |
5.152 |
5.194 |
PP |
5.138 |
5.138 |
5.138 |
5.146 |
S1 |
5.105 |
5.105 |
5.138 |
5.122 |
S2 |
5.066 |
5.066 |
5.132 |
|
S3 |
4.994 |
5.033 |
5.125 |
|
S4 |
4.922 |
4.961 |
5.105 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.846 |
5.719 |
5.268 |
|
R3 |
5.622 |
5.495 |
5.207 |
|
R2 |
5.398 |
5.398 |
5.186 |
|
R1 |
5.271 |
5.271 |
5.166 |
5.223 |
PP |
5.174 |
5.174 |
5.174 |
5.149 |
S1 |
5.047 |
5.047 |
5.124 |
4.999 |
S2 |
4.950 |
4.950 |
5.104 |
|
S3 |
4.726 |
4.823 |
5.083 |
|
S4 |
4.502 |
4.599 |
5.022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.300 |
5.076 |
0.224 |
4.4% |
0.110 |
2.1% |
31% |
False |
False |
3,275 |
10 |
5.789 |
5.076 |
0.713 |
13.9% |
0.133 |
2.6% |
10% |
False |
False |
3,049 |
20 |
5.884 |
5.076 |
0.808 |
15.7% |
0.141 |
2.7% |
9% |
False |
False |
2,772 |
40 |
6.160 |
5.076 |
1.084 |
21.1% |
0.146 |
2.8% |
6% |
False |
False |
2,256 |
60 |
6.160 |
4.970 |
1.190 |
23.1% |
0.151 |
2.9% |
15% |
False |
False |
2,360 |
80 |
6.160 |
4.970 |
1.190 |
23.1% |
0.148 |
2.9% |
15% |
False |
False |
2,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.476 |
2.618 |
5.358 |
1.618 |
5.286 |
1.000 |
5.242 |
0.618 |
5.214 |
HIGH |
5.170 |
0.618 |
5.142 |
0.500 |
5.134 |
0.382 |
5.126 |
LOW |
5.098 |
0.618 |
5.054 |
1.000 |
5.026 |
1.618 |
4.982 |
2.618 |
4.910 |
4.250 |
4.792 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.141 |
5.153 |
PP |
5.138 |
5.150 |
S1 |
5.134 |
5.148 |
|