NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5.006 |
4.840 |
-0.166 |
-3.3% |
5.050 |
| High |
5.050 |
4.910 |
-0.140 |
-2.8% |
5.139 |
| Low |
4.850 |
4.840 |
-0.010 |
-0.2% |
4.840 |
| Close |
4.867 |
4.883 |
0.016 |
0.3% |
4.883 |
| Range |
0.200 |
0.070 |
-0.130 |
-65.0% |
0.299 |
| ATR |
0.145 |
0.140 |
-0.005 |
-3.7% |
0.000 |
| Volume |
3,754 |
6,494 |
2,740 |
73.0% |
21,000 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.088 |
5.055 |
4.922 |
|
| R3 |
5.018 |
4.985 |
4.902 |
|
| R2 |
4.948 |
4.948 |
4.896 |
|
| R1 |
4.915 |
4.915 |
4.889 |
4.932 |
| PP |
4.878 |
4.878 |
4.878 |
4.886 |
| S1 |
4.845 |
4.845 |
4.877 |
4.862 |
| S2 |
4.808 |
4.808 |
4.870 |
|
| S3 |
4.738 |
4.775 |
4.864 |
|
| S4 |
4.668 |
4.705 |
4.845 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.851 |
5.666 |
5.047 |
|
| R3 |
5.552 |
5.367 |
4.965 |
|
| R2 |
5.253 |
5.253 |
4.938 |
|
| R1 |
5.068 |
5.068 |
4.910 |
5.011 |
| PP |
4.954 |
4.954 |
4.954 |
4.926 |
| S1 |
4.769 |
4.769 |
4.856 |
4.712 |
| S2 |
4.655 |
4.655 |
4.828 |
|
| S3 |
4.356 |
4.470 |
4.801 |
|
| S4 |
4.057 |
4.171 |
4.719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.139 |
4.840 |
0.299 |
6.1% |
0.120 |
2.5% |
14% |
False |
True |
4,200 |
| 10 |
5.210 |
4.840 |
0.370 |
7.6% |
0.104 |
2.1% |
12% |
False |
True |
3,641 |
| 20 |
5.864 |
4.840 |
1.024 |
21.0% |
0.123 |
2.5% |
4% |
False |
True |
3,748 |
| 40 |
6.111 |
4.840 |
1.271 |
26.0% |
0.136 |
2.8% |
3% |
False |
True |
3,095 |
| 60 |
6.111 |
4.840 |
1.271 |
26.0% |
0.151 |
3.1% |
3% |
False |
True |
3,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.208 |
|
2.618 |
5.093 |
|
1.618 |
5.023 |
|
1.000 |
4.980 |
|
0.618 |
4.953 |
|
HIGH |
4.910 |
|
0.618 |
4.883 |
|
0.500 |
4.875 |
|
0.382 |
4.867 |
|
LOW |
4.840 |
|
0.618 |
4.797 |
|
1.000 |
4.770 |
|
1.618 |
4.727 |
|
2.618 |
4.657 |
|
4.250 |
4.543 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.880 |
4.949 |
| PP |
4.878 |
4.927 |
| S1 |
4.875 |
4.905 |
|