NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5.050 |
4.997 |
-0.053 |
-1.0% |
5.204 |
| High |
5.139 |
5.027 |
-0.112 |
-2.2% |
5.210 |
| Low |
4.960 |
4.960 |
0.000 |
0.0% |
5.040 |
| Close |
4.976 |
4.997 |
0.021 |
0.4% |
5.107 |
| Range |
0.179 |
0.067 |
-0.112 |
-62.6% |
0.170 |
| ATR |
0.151 |
0.145 |
-0.006 |
-4.0% |
0.000 |
| Volume |
2,690 |
4,327 |
1,637 |
60.9% |
15,418 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.196 |
5.163 |
5.034 |
|
| R3 |
5.129 |
5.096 |
5.015 |
|
| R2 |
5.062 |
5.062 |
5.009 |
|
| R1 |
5.029 |
5.029 |
5.003 |
5.031 |
| PP |
4.995 |
4.995 |
4.995 |
4.995 |
| S1 |
4.962 |
4.962 |
4.991 |
4.964 |
| S2 |
4.928 |
4.928 |
4.985 |
|
| S3 |
4.861 |
4.895 |
4.979 |
|
| S4 |
4.794 |
4.828 |
4.960 |
|
|
| 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 |
5.199 |
4.960 |
0.239 |
4.8% |
0.107 |
2.1% |
15% |
False |
True |
3,098 |
| 10 |
5.626 |
4.960 |
0.666 |
13.3% |
0.104 |
2.1% |
6% |
False |
True |
3,682 |
| 20 |
5.864 |
4.960 |
0.904 |
18.1% |
0.127 |
2.5% |
4% |
False |
True |
3,383 |
| 40 |
6.111 |
4.960 |
1.151 |
23.0% |
0.138 |
2.8% |
3% |
False |
True |
2,955 |
| 60 |
6.111 |
4.920 |
1.191 |
23.8% |
0.154 |
3.1% |
6% |
False |
False |
2,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.312 |
|
2.618 |
5.202 |
|
1.618 |
5.135 |
|
1.000 |
5.094 |
|
0.618 |
5.068 |
|
HIGH |
5.027 |
|
0.618 |
5.001 |
|
0.500 |
4.994 |
|
0.382 |
4.986 |
|
LOW |
4.960 |
|
0.618 |
4.919 |
|
1.000 |
4.893 |
|
1.618 |
4.852 |
|
2.618 |
4.785 |
|
4.250 |
4.675 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.996 |
5.050 |
| PP |
4.995 |
5.032 |
| S1 |
4.994 |
5.015 |
|