NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.405 |
5.432 |
0.027 |
0.5% |
5.706 |
High |
5.505 |
5.529 |
0.024 |
0.4% |
5.724 |
Low |
5.357 |
5.337 |
-0.020 |
-0.4% |
5.056 |
Close |
5.432 |
5.389 |
-0.043 |
-0.8% |
5.120 |
Range |
0.148 |
0.192 |
0.044 |
29.7% |
0.668 |
ATR |
0.227 |
0.225 |
-0.003 |
-1.1% |
0.000 |
Volume |
31,847 |
33,312 |
1,465 |
4.6% |
137,313 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.994 |
5.884 |
5.495 |
|
R3 |
5.802 |
5.692 |
5.442 |
|
R2 |
5.610 |
5.610 |
5.424 |
|
R1 |
5.500 |
5.500 |
5.407 |
5.459 |
PP |
5.418 |
5.418 |
5.418 |
5.398 |
S1 |
5.308 |
5.308 |
5.371 |
5.267 |
S2 |
5.226 |
5.226 |
5.354 |
|
S3 |
5.034 |
5.116 |
5.336 |
|
S4 |
4.842 |
4.924 |
5.283 |
|
|
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 |
5.529 |
5.056 |
0.473 |
8.8% |
0.178 |
3.3% |
70% |
True |
False |
29,541 |
10 |
5.738 |
5.056 |
0.682 |
12.7% |
0.198 |
3.7% |
49% |
False |
False |
27,233 |
20 |
5.930 |
5.056 |
0.874 |
16.2% |
0.220 |
4.1% |
38% |
False |
False |
27,207 |
40 |
5.940 |
4.820 |
1.120 |
20.8% |
0.224 |
4.2% |
51% |
False |
False |
22,699 |
60 |
5.940 |
4.595 |
1.345 |
25.0% |
0.218 |
4.0% |
59% |
False |
False |
18,994 |
80 |
6.180 |
4.595 |
1.585 |
29.4% |
0.211 |
3.9% |
50% |
False |
False |
16,234 |
100 |
6.180 |
4.595 |
1.585 |
29.4% |
0.208 |
3.9% |
50% |
False |
False |
14,260 |
120 |
6.180 |
4.595 |
1.585 |
29.4% |
0.195 |
3.6% |
50% |
False |
False |
12,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.345 |
2.618 |
6.032 |
1.618 |
5.840 |
1.000 |
5.721 |
0.618 |
5.648 |
HIGH |
5.529 |
0.618 |
5.456 |
0.500 |
5.433 |
0.382 |
5.410 |
LOW |
5.337 |
0.618 |
5.218 |
1.000 |
5.145 |
1.618 |
5.026 |
2.618 |
4.834 |
4.250 |
4.521 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.433 |
5.383 |
PP |
5.418 |
5.377 |
S1 |
5.404 |
5.372 |
|