NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.602 |
5.420 |
-0.182 |
-3.2% |
5.247 |
High |
5.680 |
5.466 |
-0.214 |
-3.8% |
5.598 |
Low |
5.396 |
5.262 |
-0.134 |
-2.5% |
5.227 |
Close |
5.401 |
5.290 |
-0.111 |
-2.1% |
5.515 |
Range |
0.284 |
0.204 |
-0.080 |
-28.2% |
0.371 |
ATR |
0.246 |
0.243 |
-0.003 |
-1.2% |
0.000 |
Volume |
149,134 |
140,790 |
-8,344 |
-5.6% |
520,234 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.951 |
5.825 |
5.402 |
|
R3 |
5.747 |
5.621 |
5.346 |
|
R2 |
5.543 |
5.543 |
5.327 |
|
R1 |
5.417 |
5.417 |
5.309 |
5.378 |
PP |
5.339 |
5.339 |
5.339 |
5.320 |
S1 |
5.213 |
5.213 |
5.271 |
5.174 |
S2 |
5.135 |
5.135 |
5.253 |
|
S3 |
4.931 |
5.009 |
5.234 |
|
S4 |
4.727 |
4.805 |
5.178 |
|
|
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 |
8.6% |
0.235 |
4.4% |
14% |
False |
False |
124,875 |
10 |
5.680 |
5.060 |
0.620 |
11.7% |
0.220 |
4.1% |
37% |
False |
False |
113,650 |
20 |
5.804 |
5.060 |
0.744 |
14.1% |
0.230 |
4.3% |
31% |
False |
False |
91,920 |
40 |
6.027 |
5.060 |
0.967 |
18.3% |
0.237 |
4.5% |
24% |
False |
False |
62,691 |
60 |
6.027 |
4.550 |
1.477 |
27.9% |
0.242 |
4.6% |
50% |
False |
False |
49,033 |
80 |
6.242 |
4.550 |
1.692 |
32.0% |
0.232 |
4.4% |
44% |
False |
False |
39,210 |
100 |
6.242 |
4.550 |
1.692 |
32.0% |
0.227 |
4.3% |
44% |
False |
False |
32,797 |
120 |
6.242 |
4.550 |
1.692 |
32.0% |
0.217 |
4.1% |
44% |
False |
False |
28,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.333 |
2.618 |
6.000 |
1.618 |
5.796 |
1.000 |
5.670 |
0.618 |
5.592 |
HIGH |
5.466 |
0.618 |
5.388 |
0.500 |
5.364 |
0.382 |
5.340 |
LOW |
5.262 |
0.618 |
5.136 |
1.000 |
5.058 |
1.618 |
4.932 |
2.618 |
4.728 |
4.250 |
4.395 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.364 |
5.471 |
PP |
5.339 |
5.411 |
S1 |
5.315 |
5.350 |
|