NYMEX Natural Gas Future August 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 |
5.146 |
5.082 |
-0.064 |
-1.2% |
5.204 |
| High |
5.146 |
5.130 |
-0.016 |
-0.3% |
5.210 |
| Low |
5.040 |
5.060 |
0.020 |
0.4% |
5.040 |
| Close |
5.055 |
5.107 |
0.052 |
1.0% |
5.107 |
| Range |
0.106 |
0.070 |
-0.036 |
-34.0% |
0.170 |
| ATR |
0.155 |
0.149 |
-0.006 |
-3.7% |
0.000 |
| Volume |
2,546 |
2,964 |
418 |
16.4% |
15,418 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.309 |
5.278 |
5.146 |
|
| R3 |
5.239 |
5.208 |
5.126 |
|
| R2 |
5.169 |
5.169 |
5.120 |
|
| R1 |
5.138 |
5.138 |
5.113 |
5.154 |
| PP |
5.099 |
5.099 |
5.099 |
5.107 |
| S1 |
5.068 |
5.068 |
5.101 |
5.084 |
| S2 |
5.029 |
5.029 |
5.094 |
|
| S3 |
4.959 |
4.998 |
5.088 |
|
| S4 |
4.889 |
4.928 |
5.069 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.629 |
5.538 |
5.201 |
|
| R3 |
5.459 |
5.368 |
5.154 |
|
| R2 |
5.289 |
5.289 |
5.138 |
|
| R1 |
5.198 |
5.198 |
5.123 |
5.159 |
| PP |
5.119 |
5.119 |
5.119 |
5.099 |
| S1 |
5.028 |
5.028 |
5.091 |
4.989 |
| S2 |
4.949 |
4.949 |
5.076 |
|
| S3 |
4.779 |
4.858 |
5.060 |
|
| S4 |
4.609 |
4.688 |
5.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.210 |
5.040 |
0.170 |
3.3% |
0.088 |
1.7% |
39% |
False |
False |
3,083 |
| 10 |
5.752 |
5.040 |
0.712 |
13.9% |
0.116 |
2.3% |
9% |
False |
False |
3,628 |
| 20 |
5.864 |
5.040 |
0.824 |
16.1% |
0.130 |
2.5% |
8% |
False |
False |
3,251 |
| 40 |
6.111 |
5.040 |
1.071 |
21.0% |
0.144 |
2.8% |
6% |
False |
False |
2,881 |
| 60 |
6.111 |
4.920 |
1.191 |
23.3% |
0.156 |
3.1% |
16% |
False |
False |
2,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.428 |
|
2.618 |
5.313 |
|
1.618 |
5.243 |
|
1.000 |
5.200 |
|
0.618 |
5.173 |
|
HIGH |
5.130 |
|
0.618 |
5.103 |
|
0.500 |
5.095 |
|
0.382 |
5.087 |
|
LOW |
5.060 |
|
0.618 |
5.017 |
|
1.000 |
4.990 |
|
1.618 |
4.947 |
|
2.618 |
4.877 |
|
4.250 |
4.763 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.103 |
5.120 |
| PP |
5.099 |
5.115 |
| S1 |
5.095 |
5.111 |
|