NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.432 |
5.389 |
-0.043 |
-0.8% |
5.706 |
High |
5.529 |
5.465 |
-0.064 |
-1.2% |
5.724 |
Low |
5.337 |
5.203 |
-0.134 |
-2.5% |
5.056 |
Close |
5.389 |
5.384 |
-0.005 |
-0.1% |
5.120 |
Range |
0.192 |
0.262 |
0.070 |
36.5% |
0.668 |
ATR |
0.225 |
0.227 |
0.003 |
1.2% |
0.000 |
Volume |
33,312 |
34,772 |
1,460 |
4.4% |
137,313 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.137 |
6.022 |
5.528 |
|
R3 |
5.875 |
5.760 |
5.456 |
|
R2 |
5.613 |
5.613 |
5.432 |
|
R1 |
5.498 |
5.498 |
5.408 |
5.425 |
PP |
5.351 |
5.351 |
5.351 |
5.314 |
S1 |
5.236 |
5.236 |
5.360 |
5.163 |
S2 |
5.089 |
5.089 |
5.336 |
|
S3 |
4.827 |
4.974 |
5.312 |
|
S4 |
4.565 |
4.712 |
5.240 |
|
|
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 |
5.085 |
0.444 |
8.2% |
0.195 |
3.6% |
67% |
False |
False |
30,955 |
10 |
5.738 |
5.056 |
0.682 |
12.7% |
0.202 |
3.7% |
48% |
False |
False |
28,801 |
20 |
5.930 |
5.056 |
0.874 |
16.2% |
0.216 |
4.0% |
38% |
False |
False |
28,057 |
40 |
5.940 |
4.971 |
0.969 |
18.0% |
0.223 |
4.1% |
43% |
False |
False |
23,227 |
60 |
5.940 |
4.595 |
1.345 |
25.0% |
0.220 |
4.1% |
59% |
False |
False |
19,439 |
80 |
6.180 |
4.595 |
1.585 |
29.4% |
0.213 |
3.9% |
50% |
False |
False |
16,586 |
100 |
6.180 |
4.595 |
1.585 |
29.4% |
0.208 |
3.9% |
50% |
False |
False |
14,553 |
120 |
6.180 |
4.595 |
1.585 |
29.4% |
0.196 |
3.6% |
50% |
False |
False |
12,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.579 |
2.618 |
6.151 |
1.618 |
5.889 |
1.000 |
5.727 |
0.618 |
5.627 |
HIGH |
5.465 |
0.618 |
5.365 |
0.500 |
5.334 |
0.382 |
5.303 |
LOW |
5.203 |
0.618 |
5.041 |
1.000 |
4.941 |
1.618 |
4.779 |
2.618 |
4.517 |
4.250 |
4.090 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.367 |
5.378 |
PP |
5.351 |
5.372 |
S1 |
5.334 |
5.366 |
|