NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.466 |
5.386 |
-0.080 |
-1.5% |
5.292 |
High |
5.501 |
5.408 |
-0.093 |
-1.7% |
5.597 |
Low |
5.301 |
5.288 |
-0.013 |
-0.2% |
5.253 |
Close |
5.328 |
5.340 |
0.012 |
0.2% |
5.535 |
Range |
0.200 |
0.120 |
-0.080 |
-40.0% |
0.344 |
ATR |
0.214 |
0.207 |
-0.007 |
-3.1% |
0.000 |
Volume |
47,398 |
51,258 |
3,860 |
8.1% |
93,737 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.705 |
5.643 |
5.406 |
|
R3 |
5.585 |
5.523 |
5.373 |
|
R2 |
5.465 |
5.465 |
5.362 |
|
R1 |
5.403 |
5.403 |
5.351 |
5.374 |
PP |
5.345 |
5.345 |
5.345 |
5.331 |
S1 |
5.283 |
5.283 |
5.329 |
5.254 |
S2 |
5.225 |
5.225 |
5.318 |
|
S3 |
5.105 |
5.163 |
5.307 |
|
S4 |
4.985 |
5.043 |
5.274 |
|
|
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% |
0.202 |
3.8% |
20% |
False |
False |
39,563 |
10 |
5.683 |
5.110 |
0.573 |
10.7% |
0.186 |
3.5% |
40% |
False |
False |
27,422 |
20 |
5.767 |
5.110 |
0.657 |
12.3% |
0.193 |
3.6% |
35% |
False |
False |
20,498 |
40 |
5.956 |
5.110 |
0.846 |
15.8% |
0.199 |
3.7% |
27% |
False |
False |
14,141 |
60 |
5.956 |
4.656 |
1.300 |
24.3% |
0.208 |
3.9% |
53% |
False |
False |
11,051 |
80 |
6.200 |
4.656 |
1.544 |
28.9% |
0.196 |
3.7% |
44% |
False |
False |
9,169 |
100 |
6.200 |
4.656 |
1.544 |
28.9% |
0.187 |
3.5% |
44% |
False |
False |
7,752 |
120 |
6.200 |
4.656 |
1.544 |
28.9% |
0.180 |
3.4% |
44% |
False |
False |
6,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.918 |
2.618 |
5.722 |
1.618 |
5.602 |
1.000 |
5.528 |
0.618 |
5.482 |
HIGH |
5.408 |
0.618 |
5.362 |
0.500 |
5.348 |
0.382 |
5.334 |
LOW |
5.288 |
0.618 |
5.214 |
1.000 |
5.168 |
1.618 |
5.094 |
2.618 |
4.974 |
4.250 |
4.778 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.348 |
5.486 |
PP |
5.345 |
5.437 |
S1 |
5.343 |
5.389 |
|