NYMEX Natural Gas Future May 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 |
5.225 |
5.292 |
0.067 |
1.3% |
5.731 |
High |
5.305 |
5.456 |
0.151 |
2.8% |
5.754 |
Low |
5.139 |
5.260 |
0.121 |
2.4% |
5.110 |
Close |
5.171 |
5.450 |
0.279 |
5.4% |
5.171 |
Range |
0.166 |
0.196 |
0.030 |
18.1% |
0.644 |
ATR |
0.214 |
0.219 |
0.005 |
2.4% |
0.000 |
Volume |
15,249 |
14,632 |
-617 |
-4.0% |
68,767 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.977 |
5.909 |
5.558 |
|
R3 |
5.781 |
5.713 |
5.504 |
|
R2 |
5.585 |
5.585 |
5.486 |
|
R1 |
5.517 |
5.517 |
5.468 |
5.551 |
PP |
5.389 |
5.389 |
5.389 |
5.406 |
S1 |
5.321 |
5.321 |
5.432 |
5.355 |
S2 |
5.193 |
5.193 |
5.414 |
|
S3 |
4.997 |
5.125 |
5.396 |
|
S4 |
4.801 |
4.929 |
5.342 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.277 |
6.868 |
5.525 |
|
R3 |
6.633 |
6.224 |
5.348 |
|
R2 |
5.989 |
5.989 |
5.289 |
|
R1 |
5.580 |
5.580 |
5.230 |
5.463 |
PP |
5.345 |
5.345 |
5.345 |
5.286 |
S1 |
4.936 |
4.936 |
5.112 |
4.819 |
S2 |
4.701 |
4.701 |
5.053 |
|
S3 |
4.057 |
4.292 |
4.994 |
|
S4 |
3.413 |
3.648 |
4.817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.643 |
5.110 |
0.533 |
9.8% |
0.200 |
3.7% |
64% |
False |
False |
13,037 |
10 |
5.767 |
5.110 |
0.657 |
12.1% |
0.177 |
3.3% |
52% |
False |
False |
13,116 |
20 |
5.956 |
5.110 |
0.846 |
15.5% |
0.201 |
3.7% |
40% |
False |
False |
12,556 |
40 |
5.956 |
4.656 |
1.300 |
23.9% |
0.209 |
3.8% |
61% |
False |
False |
9,597 |
60 |
5.956 |
4.656 |
1.300 |
23.9% |
0.202 |
3.7% |
61% |
False |
False |
7,637 |
80 |
6.200 |
4.656 |
1.544 |
28.3% |
0.192 |
3.5% |
51% |
False |
False |
6,451 |
100 |
6.200 |
4.656 |
1.544 |
28.3% |
0.190 |
3.5% |
51% |
False |
False |
5,530 |
120 |
6.200 |
4.656 |
1.544 |
28.3% |
0.173 |
3.2% |
51% |
False |
False |
4,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.289 |
2.618 |
5.969 |
1.618 |
5.773 |
1.000 |
5.652 |
0.618 |
5.577 |
HIGH |
5.456 |
0.618 |
5.381 |
0.500 |
5.358 |
0.382 |
5.335 |
LOW |
5.260 |
0.618 |
5.139 |
1.000 |
5.064 |
1.618 |
4.943 |
2.618 |
4.747 |
4.250 |
4.427 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.419 |
5.394 |
PP |
5.389 |
5.339 |
S1 |
5.358 |
5.283 |
|