NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.601 |
5.466 |
-0.135 |
-2.4% |
5.292 |
High |
5.683 |
5.501 |
-0.182 |
-3.2% |
5.597 |
Low |
5.425 |
5.301 |
-0.124 |
-2.3% |
5.253 |
Close |
5.428 |
5.328 |
-0.100 |
-1.8% |
5.535 |
Range |
0.258 |
0.200 |
-0.058 |
-22.5% |
0.344 |
ATR |
0.215 |
0.214 |
-0.001 |
-0.5% |
0.000 |
Volume |
53,335 |
47,398 |
-5,937 |
-11.1% |
93,737 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.977 |
5.852 |
5.438 |
|
R3 |
5.777 |
5.652 |
5.383 |
|
R2 |
5.577 |
5.577 |
5.365 |
|
R1 |
5.452 |
5.452 |
5.346 |
5.415 |
PP |
5.377 |
5.377 |
5.377 |
5.358 |
S1 |
5.252 |
5.252 |
5.310 |
5.215 |
S2 |
5.177 |
5.177 |
5.291 |
|
S3 |
4.977 |
5.052 |
5.273 |
|
S4 |
4.777 |
4.852 |
5.218 |
|
|
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 |
8.1% |
0.213 |
4.0% |
17% |
False |
False |
32,907 |
10 |
5.683 |
5.110 |
0.573 |
10.8% |
0.199 |
3.7% |
38% |
False |
False |
23,469 |
20 |
5.767 |
5.110 |
0.657 |
12.3% |
0.197 |
3.7% |
33% |
False |
False |
18,542 |
40 |
5.956 |
5.110 |
0.846 |
15.9% |
0.201 |
3.8% |
26% |
False |
False |
13,147 |
60 |
5.956 |
4.656 |
1.300 |
24.4% |
0.208 |
3.9% |
52% |
False |
False |
10,248 |
80 |
6.200 |
4.656 |
1.544 |
29.0% |
0.196 |
3.7% |
44% |
False |
False |
8,558 |
100 |
6.200 |
4.656 |
1.544 |
29.0% |
0.188 |
3.5% |
44% |
False |
False |
7,259 |
120 |
6.200 |
4.656 |
1.544 |
29.0% |
0.179 |
3.4% |
44% |
False |
False |
6,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.351 |
2.618 |
6.025 |
1.618 |
5.825 |
1.000 |
5.701 |
0.618 |
5.625 |
HIGH |
5.501 |
0.618 |
5.425 |
0.500 |
5.401 |
0.382 |
5.377 |
LOW |
5.301 |
0.618 |
5.177 |
1.000 |
5.101 |
1.618 |
4.977 |
2.618 |
4.777 |
4.250 |
4.451 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.401 |
5.492 |
PP |
5.377 |
5.437 |
S1 |
5.352 |
5.383 |
|