NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.328 |
5.288 |
-0.040 |
-0.8% |
5.217 |
High |
5.353 |
5.395 |
0.042 |
0.8% |
5.557 |
Low |
5.222 |
5.273 |
0.051 |
1.0% |
5.203 |
Close |
5.278 |
5.383 |
0.105 |
2.0% |
5.483 |
Range |
0.131 |
0.122 |
-0.009 |
-6.9% |
0.354 |
ATR |
0.220 |
0.213 |
-0.007 |
-3.2% |
0.000 |
Volume |
69,154 |
88,602 |
19,448 |
28.1% |
166,312 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.716 |
5.672 |
5.450 |
|
R3 |
5.594 |
5.550 |
5.417 |
|
R2 |
5.472 |
5.472 |
5.405 |
|
R1 |
5.428 |
5.428 |
5.394 |
5.450 |
PP |
5.350 |
5.350 |
5.350 |
5.362 |
S1 |
5.306 |
5.306 |
5.372 |
5.328 |
S2 |
5.228 |
5.228 |
5.361 |
|
S3 |
5.106 |
5.184 |
5.349 |
|
S4 |
4.984 |
5.062 |
5.316 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.476 |
6.334 |
5.678 |
|
R3 |
6.122 |
5.980 |
5.580 |
|
R2 |
5.768 |
5.768 |
5.548 |
|
R1 |
5.626 |
5.626 |
5.515 |
5.697 |
PP |
5.414 |
5.414 |
5.414 |
5.450 |
S1 |
5.272 |
5.272 |
5.451 |
5.343 |
S2 |
5.060 |
5.060 |
5.418 |
|
S3 |
4.706 |
4.918 |
5.386 |
|
S4 |
4.352 |
4.564 |
5.288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.638 |
5.222 |
0.416 |
7.7% |
0.186 |
3.4% |
39% |
False |
False |
60,927 |
10 |
5.638 |
5.085 |
0.553 |
10.3% |
0.190 |
3.5% |
54% |
False |
False |
45,941 |
20 |
5.738 |
5.056 |
0.682 |
12.7% |
0.200 |
3.7% |
48% |
False |
False |
35,919 |
40 |
5.940 |
5.056 |
0.884 |
16.4% |
0.214 |
4.0% |
37% |
False |
False |
27,872 |
60 |
5.940 |
4.595 |
1.345 |
25.0% |
0.223 |
4.1% |
59% |
False |
False |
23,678 |
80 |
6.180 |
4.595 |
1.585 |
29.4% |
0.211 |
3.9% |
50% |
False |
False |
19,954 |
100 |
6.180 |
4.595 |
1.585 |
29.4% |
0.205 |
3.8% |
50% |
False |
False |
17,314 |
120 |
6.180 |
4.595 |
1.585 |
29.4% |
0.200 |
3.7% |
50% |
False |
False |
15,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.914 |
2.618 |
5.714 |
1.618 |
5.592 |
1.000 |
5.517 |
0.618 |
5.470 |
HIGH |
5.395 |
0.618 |
5.348 |
0.500 |
5.334 |
0.382 |
5.320 |
LOW |
5.273 |
0.618 |
5.198 |
1.000 |
5.151 |
1.618 |
5.076 |
2.618 |
4.954 |
4.250 |
4.755 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.367 |
5.366 |
PP |
5.350 |
5.349 |
S1 |
5.334 |
5.332 |
|