NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.484 |
5.601 |
0.117 |
2.1% |
5.292 |
High |
5.597 |
5.683 |
0.086 |
1.5% |
5.597 |
Low |
5.411 |
5.425 |
0.014 |
0.3% |
5.253 |
Close |
5.535 |
5.428 |
-0.107 |
-1.9% |
5.535 |
Range |
0.186 |
0.258 |
0.072 |
38.7% |
0.344 |
ATR |
0.211 |
0.215 |
0.003 |
1.6% |
0.000 |
Volume |
23,319 |
53,335 |
30,016 |
128.7% |
93,737 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.286 |
6.115 |
5.570 |
|
R3 |
6.028 |
5.857 |
5.499 |
|
R2 |
5.770 |
5.770 |
5.475 |
|
R1 |
5.599 |
5.599 |
5.452 |
5.556 |
PP |
5.512 |
5.512 |
5.512 |
5.490 |
S1 |
5.341 |
5.341 |
5.404 |
5.298 |
S2 |
5.254 |
5.254 |
5.381 |
|
S3 |
4.996 |
5.083 |
5.357 |
|
S4 |
4.738 |
4.825 |
5.286 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.494 |
6.358 |
5.724 |
|
R3 |
6.150 |
6.014 |
5.630 |
|
R2 |
5.806 |
5.806 |
5.598 |
|
R1 |
5.670 |
5.670 |
5.567 |
5.738 |
PP |
5.462 |
5.462 |
5.462 |
5.496 |
S1 |
5.326 |
5.326 |
5.503 |
5.394 |
S2 |
5.118 |
5.118 |
5.472 |
|
S3 |
4.774 |
4.982 |
5.440 |
|
S4 |
4.430 |
4.638 |
5.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.683 |
5.253 |
0.430 |
7.9% |
0.201 |
3.7% |
41% |
True |
False |
26,488 |
10 |
5.683 |
5.110 |
0.573 |
10.6% |
0.200 |
3.7% |
55% |
True |
False |
19,762 |
20 |
5.767 |
5.110 |
0.657 |
12.1% |
0.199 |
3.7% |
48% |
False |
False |
16,806 |
40 |
5.956 |
5.067 |
0.889 |
16.4% |
0.206 |
3.8% |
41% |
False |
False |
12,113 |
60 |
5.956 |
4.656 |
1.300 |
23.9% |
0.206 |
3.8% |
59% |
False |
False |
9,513 |
80 |
6.200 |
4.656 |
1.544 |
28.4% |
0.196 |
3.6% |
50% |
False |
False |
7,987 |
100 |
6.200 |
4.656 |
1.544 |
28.4% |
0.189 |
3.5% |
50% |
False |
False |
6,800 |
120 |
6.200 |
4.656 |
1.544 |
28.4% |
0.178 |
3.3% |
50% |
False |
False |
5,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.780 |
2.618 |
6.358 |
1.618 |
6.100 |
1.000 |
5.941 |
0.618 |
5.842 |
HIGH |
5.683 |
0.618 |
5.584 |
0.500 |
5.554 |
0.382 |
5.524 |
LOW |
5.425 |
0.618 |
5.266 |
1.000 |
5.167 |
1.618 |
5.008 |
2.618 |
4.750 |
4.250 |
4.329 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.554 |
5.468 |
PP |
5.512 |
5.455 |
S1 |
5.470 |
5.441 |
|