NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5.500 |
5.540 |
0.040 |
0.7% |
5.680 |
| High |
5.582 |
5.619 |
0.037 |
0.7% |
5.680 |
| Low |
5.496 |
5.446 |
-0.050 |
-0.9% |
5.493 |
| Close |
5.570 |
5.450 |
-0.120 |
-2.2% |
5.570 |
| Range |
0.086 |
0.173 |
0.087 |
101.2% |
0.187 |
| ATR |
0.133 |
0.136 |
0.003 |
2.1% |
0.000 |
| Volume |
1,344 |
933 |
-411 |
-30.6% |
6,391 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.024 |
5.910 |
5.545 |
|
| R3 |
5.851 |
5.737 |
5.498 |
|
| R2 |
5.678 |
5.678 |
5.482 |
|
| R1 |
5.564 |
5.564 |
5.466 |
5.535 |
| PP |
5.505 |
5.505 |
5.505 |
5.490 |
| S1 |
5.391 |
5.391 |
5.434 |
5.362 |
| S2 |
5.332 |
5.332 |
5.418 |
|
| S3 |
5.159 |
5.218 |
5.402 |
|
| S4 |
4.986 |
5.045 |
5.355 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.142 |
6.043 |
5.673 |
|
| R3 |
5.955 |
5.856 |
5.621 |
|
| R2 |
5.768 |
5.768 |
5.604 |
|
| R1 |
5.669 |
5.669 |
5.587 |
5.625 |
| PP |
5.581 |
5.581 |
5.581 |
5.559 |
| S1 |
5.482 |
5.482 |
5.553 |
5.438 |
| S2 |
5.394 |
5.394 |
5.536 |
|
| S3 |
5.207 |
5.295 |
5.519 |
|
| S4 |
5.020 |
5.108 |
5.467 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.354 |
|
2.618 |
6.072 |
|
1.618 |
5.899 |
|
1.000 |
5.792 |
|
0.618 |
5.726 |
|
HIGH |
5.619 |
|
0.618 |
5.553 |
|
0.500 |
5.533 |
|
0.382 |
5.512 |
|
LOW |
5.446 |
|
0.618 |
5.339 |
|
1.000 |
5.273 |
|
1.618 |
5.166 |
|
2.618 |
4.993 |
|
4.250 |
4.711 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.533 |
5.533 |
| PP |
5.505 |
5.505 |
| S1 |
5.478 |
5.478 |
|