NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.292 |
5.483 |
0.191 |
3.6% |
5.731 |
High |
5.456 |
5.547 |
0.091 |
1.7% |
5.754 |
Low |
5.260 |
5.408 |
0.148 |
2.8% |
5.110 |
Close |
5.450 |
5.483 |
0.033 |
0.6% |
5.171 |
Range |
0.196 |
0.139 |
-0.057 |
-29.1% |
0.644 |
ATR |
0.219 |
0.214 |
-0.006 |
-2.6% |
0.000 |
Volume |
14,632 |
15,300 |
668 |
4.6% |
68,767 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.896 |
5.829 |
5.559 |
|
R3 |
5.757 |
5.690 |
5.521 |
|
R2 |
5.618 |
5.618 |
5.508 |
|
R1 |
5.551 |
5.551 |
5.496 |
5.553 |
PP |
5.479 |
5.479 |
5.479 |
5.480 |
S1 |
5.412 |
5.412 |
5.470 |
5.414 |
S2 |
5.340 |
5.340 |
5.458 |
|
S3 |
5.201 |
5.273 |
5.445 |
|
S4 |
5.062 |
5.134 |
5.407 |
|
|
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 |
5.547 |
5.110 |
0.437 |
8.0% |
0.184 |
3.4% |
85% |
True |
False |
14,030 |
10 |
5.767 |
5.110 |
0.657 |
12.0% |
0.172 |
3.1% |
57% |
False |
False |
13,461 |
20 |
5.956 |
5.110 |
0.846 |
15.4% |
0.201 |
3.7% |
44% |
False |
False |
13,024 |
40 |
5.956 |
4.682 |
1.274 |
23.2% |
0.208 |
3.8% |
63% |
False |
False |
9,826 |
60 |
5.956 |
4.656 |
1.300 |
23.7% |
0.201 |
3.7% |
64% |
False |
False |
7,834 |
80 |
6.200 |
4.656 |
1.544 |
28.2% |
0.192 |
3.5% |
54% |
False |
False |
6,608 |
100 |
6.200 |
4.656 |
1.544 |
28.2% |
0.191 |
3.5% |
54% |
False |
False |
5,674 |
120 |
6.200 |
4.656 |
1.544 |
28.2% |
0.173 |
3.2% |
54% |
False |
False |
4,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.138 |
2.618 |
5.911 |
1.618 |
5.772 |
1.000 |
5.686 |
0.618 |
5.633 |
HIGH |
5.547 |
0.618 |
5.494 |
0.500 |
5.478 |
0.382 |
5.461 |
LOW |
5.408 |
0.618 |
5.322 |
1.000 |
5.269 |
1.618 |
5.183 |
2.618 |
5.044 |
4.250 |
4.817 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.481 |
5.436 |
PP |
5.479 |
5.390 |
S1 |
5.478 |
5.343 |
|