NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.386 |
5.367 |
-0.019 |
-0.4% |
5.292 |
High |
5.408 |
5.455 |
0.047 |
0.9% |
5.597 |
Low |
5.288 |
5.342 |
0.054 |
1.0% |
5.253 |
Close |
5.340 |
5.443 |
0.103 |
1.9% |
5.535 |
Range |
0.120 |
0.113 |
-0.007 |
-5.8% |
0.344 |
ATR |
0.207 |
0.200 |
-0.007 |
-3.2% |
0.000 |
Volume |
51,258 |
52,549 |
1,291 |
2.5% |
93,737 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.752 |
5.711 |
5.505 |
|
R3 |
5.639 |
5.598 |
5.474 |
|
R2 |
5.526 |
5.526 |
5.464 |
|
R1 |
5.485 |
5.485 |
5.453 |
5.506 |
PP |
5.413 |
5.413 |
5.413 |
5.424 |
S1 |
5.372 |
5.372 |
5.433 |
5.393 |
S2 |
5.300 |
5.300 |
5.422 |
|
S3 |
5.187 |
5.259 |
5.412 |
|
S4 |
5.074 |
5.146 |
5.381 |
|
|
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 |
5.288 |
0.395 |
7.3% |
0.175 |
3.2% |
39% |
False |
False |
45,571 |
10 |
5.683 |
5.139 |
0.544 |
10.0% |
0.180 |
3.3% |
56% |
False |
False |
31,352 |
20 |
5.767 |
5.110 |
0.657 |
12.1% |
0.183 |
3.4% |
51% |
False |
False |
22,467 |
40 |
5.956 |
5.110 |
0.846 |
15.5% |
0.197 |
3.6% |
39% |
False |
False |
15,327 |
60 |
5.956 |
4.656 |
1.300 |
23.9% |
0.208 |
3.8% |
61% |
False |
False |
11,852 |
80 |
6.200 |
4.656 |
1.544 |
28.4% |
0.194 |
3.6% |
51% |
False |
False |
9,797 |
100 |
6.200 |
4.656 |
1.544 |
28.4% |
0.186 |
3.4% |
51% |
False |
False |
8,249 |
120 |
6.200 |
4.656 |
1.544 |
28.4% |
0.180 |
3.3% |
51% |
False |
False |
7,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.935 |
2.618 |
5.751 |
1.618 |
5.638 |
1.000 |
5.568 |
0.618 |
5.525 |
HIGH |
5.455 |
0.618 |
5.412 |
0.500 |
5.399 |
0.382 |
5.385 |
LOW |
5.342 |
0.618 |
5.272 |
1.000 |
5.229 |
1.618 |
5.159 |
2.618 |
5.046 |
4.250 |
4.862 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.428 |
5.427 |
PP |
5.413 |
5.411 |
S1 |
5.399 |
5.395 |
|