NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.169 |
5.217 |
0.048 |
0.9% |
5.706 |
High |
5.261 |
5.410 |
0.149 |
2.8% |
5.724 |
Low |
5.085 |
5.214 |
0.129 |
2.5% |
5.056 |
Close |
5.120 |
5.405 |
0.285 |
5.6% |
5.120 |
Range |
0.176 |
0.196 |
0.020 |
11.4% |
0.668 |
ATR |
0.229 |
0.233 |
0.004 |
1.9% |
0.000 |
Volume |
29,339 |
25,506 |
-3,833 |
-13.1% |
137,313 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.931 |
5.864 |
5.513 |
|
R3 |
5.735 |
5.668 |
5.459 |
|
R2 |
5.539 |
5.539 |
5.441 |
|
R1 |
5.472 |
5.472 |
5.423 |
5.506 |
PP |
5.343 |
5.343 |
5.343 |
5.360 |
S1 |
5.276 |
5.276 |
5.387 |
5.310 |
S2 |
5.147 |
5.147 |
5.369 |
|
S3 |
4.951 |
5.080 |
5.351 |
|
S4 |
4.755 |
4.884 |
5.297 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.304 |
6.880 |
5.487 |
|
R3 |
6.636 |
6.212 |
5.304 |
|
R2 |
5.968 |
5.968 |
5.242 |
|
R1 |
5.544 |
5.544 |
5.181 |
5.422 |
PP |
5.300 |
5.300 |
5.300 |
5.239 |
S1 |
4.876 |
4.876 |
5.059 |
4.754 |
S2 |
4.632 |
4.632 |
4.998 |
|
S3 |
3.964 |
4.208 |
4.936 |
|
S4 |
3.296 |
3.540 |
4.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.621 |
5.056 |
0.565 |
10.5% |
0.212 |
3.9% |
62% |
False |
False |
26,172 |
10 |
5.738 |
5.056 |
0.682 |
12.6% |
0.199 |
3.7% |
51% |
False |
False |
24,629 |
20 |
5.930 |
5.056 |
0.874 |
16.2% |
0.222 |
4.1% |
40% |
False |
False |
25,654 |
40 |
5.940 |
4.595 |
1.345 |
24.9% |
0.224 |
4.1% |
60% |
False |
False |
22,040 |
60 |
5.940 |
4.595 |
1.345 |
24.9% |
0.218 |
4.0% |
60% |
False |
False |
18,213 |
80 |
6.180 |
4.595 |
1.585 |
29.3% |
0.210 |
3.9% |
51% |
False |
False |
15,654 |
100 |
6.180 |
4.595 |
1.585 |
29.3% |
0.210 |
3.9% |
51% |
False |
False |
13,679 |
120 |
6.180 |
4.595 |
1.585 |
29.3% |
0.193 |
3.6% |
51% |
False |
False |
11,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.243 |
2.618 |
5.923 |
1.618 |
5.727 |
1.000 |
5.606 |
0.618 |
5.531 |
HIGH |
5.410 |
0.618 |
5.335 |
0.500 |
5.312 |
0.382 |
5.289 |
LOW |
5.214 |
0.618 |
5.093 |
1.000 |
5.018 |
1.618 |
4.897 |
2.618 |
4.701 |
4.250 |
4.381 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.374 |
5.348 |
PP |
5.343 |
5.290 |
S1 |
5.312 |
5.233 |
|