NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.602 |
0.117 |
2.1% |
5.247 |
High |
5.598 |
5.680 |
0.082 |
1.5% |
5.598 |
Low |
5.383 |
5.396 |
0.013 |
0.2% |
5.227 |
Close |
5.515 |
5.401 |
-0.114 |
-2.1% |
5.515 |
Range |
0.215 |
0.284 |
0.069 |
32.1% |
0.371 |
ATR |
0.243 |
0.246 |
0.003 |
1.2% |
0.000 |
Volume |
132,333 |
149,134 |
16,801 |
12.7% |
520,234 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.344 |
6.157 |
5.557 |
|
R3 |
6.060 |
5.873 |
5.479 |
|
R2 |
5.776 |
5.776 |
5.453 |
|
R1 |
5.589 |
5.589 |
5.427 |
5.541 |
PP |
5.492 |
5.492 |
5.492 |
5.468 |
S1 |
5.305 |
5.305 |
5.375 |
5.257 |
S2 |
5.208 |
5.208 |
5.349 |
|
S3 |
4.924 |
5.021 |
5.323 |
|
S4 |
4.640 |
4.737 |
5.245 |
|
|
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 |
5.680 |
5.227 |
0.453 |
8.4% |
0.226 |
4.2% |
38% |
True |
False |
117,937 |
10 |
5.680 |
5.060 |
0.620 |
11.5% |
0.228 |
4.2% |
55% |
True |
False |
105,113 |
20 |
5.804 |
5.060 |
0.744 |
13.8% |
0.233 |
4.3% |
46% |
False |
False |
87,182 |
40 |
6.027 |
4.937 |
1.090 |
20.2% |
0.244 |
4.5% |
43% |
False |
False |
60,415 |
60 |
6.027 |
4.550 |
1.477 |
27.3% |
0.240 |
4.4% |
58% |
False |
False |
46,916 |
80 |
6.242 |
4.550 |
1.692 |
31.3% |
0.233 |
4.3% |
50% |
False |
False |
37,591 |
100 |
6.242 |
4.550 |
1.692 |
31.3% |
0.228 |
4.2% |
50% |
False |
False |
31,448 |
120 |
6.242 |
4.550 |
1.692 |
31.3% |
0.217 |
4.0% |
50% |
False |
False |
26,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.887 |
2.618 |
6.424 |
1.618 |
6.140 |
1.000 |
5.964 |
0.618 |
5.856 |
HIGH |
5.680 |
0.618 |
5.572 |
0.500 |
5.538 |
0.382 |
5.504 |
LOW |
5.396 |
0.618 |
5.220 |
1.000 |
5.112 |
1.618 |
4.936 |
2.618 |
4.652 |
4.250 |
4.189 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.538 |
5.454 |
PP |
5.492 |
5.436 |
S1 |
5.447 |
5.419 |
|