NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.406 |
5.485 |
0.079 |
1.5% |
5.247 |
High |
5.500 |
5.598 |
0.098 |
1.8% |
5.598 |
Low |
5.227 |
5.383 |
0.156 |
3.0% |
5.227 |
Close |
5.416 |
5.515 |
0.099 |
1.8% |
5.515 |
Range |
0.273 |
0.215 |
-0.058 |
-21.2% |
0.371 |
ATR |
0.246 |
0.243 |
-0.002 |
-0.9% |
0.000 |
Volume |
97,203 |
132,333 |
35,130 |
36.1% |
520,234 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.144 |
6.044 |
5.633 |
|
R3 |
5.929 |
5.829 |
5.574 |
|
R2 |
5.714 |
5.714 |
5.554 |
|
R1 |
5.614 |
5.614 |
5.535 |
5.664 |
PP |
5.499 |
5.499 |
5.499 |
5.524 |
S1 |
5.399 |
5.399 |
5.495 |
5.449 |
S2 |
5.284 |
5.284 |
5.476 |
|
S3 |
5.069 |
5.184 |
5.456 |
|
S4 |
4.854 |
4.969 |
5.397 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.560 |
6.408 |
5.719 |
|
R3 |
6.189 |
6.037 |
5.617 |
|
R2 |
5.818 |
5.818 |
5.583 |
|
R1 |
5.666 |
5.666 |
5.549 |
5.742 |
PP |
5.447 |
5.447 |
5.447 |
5.485 |
S1 |
5.295 |
5.295 |
5.481 |
5.371 |
S2 |
5.076 |
5.076 |
5.447 |
|
S3 |
4.705 |
4.924 |
5.413 |
|
S4 |
4.334 |
4.553 |
5.311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.598 |
5.227 |
0.371 |
6.7% |
0.212 |
3.8% |
78% |
True |
False |
104,046 |
10 |
5.786 |
5.060 |
0.726 |
13.2% |
0.217 |
3.9% |
63% |
False |
False |
98,715 |
20 |
5.810 |
5.060 |
0.750 |
13.6% |
0.230 |
4.2% |
61% |
False |
False |
82,227 |
40 |
6.027 |
4.937 |
1.090 |
19.8% |
0.245 |
4.4% |
53% |
False |
False |
58,231 |
60 |
6.027 |
4.550 |
1.477 |
26.8% |
0.238 |
4.3% |
65% |
False |
False |
44,710 |
80 |
6.242 |
4.550 |
1.692 |
30.7% |
0.234 |
4.2% |
57% |
False |
False |
35,843 |
100 |
6.242 |
4.550 |
1.692 |
30.7% |
0.227 |
4.1% |
57% |
False |
False |
30,028 |
120 |
6.242 |
4.550 |
1.692 |
30.7% |
0.215 |
3.9% |
57% |
False |
False |
25,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.512 |
2.618 |
6.161 |
1.618 |
5.946 |
1.000 |
5.813 |
0.618 |
5.731 |
HIGH |
5.598 |
0.618 |
5.516 |
0.500 |
5.491 |
0.382 |
5.465 |
LOW |
5.383 |
0.618 |
5.250 |
1.000 |
5.168 |
1.618 |
5.035 |
2.618 |
4.820 |
4.250 |
4.469 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.507 |
5.481 |
PP |
5.499 |
5.447 |
S1 |
5.491 |
5.413 |
|