NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.367 |
5.432 |
0.065 |
1.2% |
5.601 |
High |
5.455 |
5.568 |
0.113 |
2.1% |
5.683 |
Low |
5.342 |
5.250 |
-0.092 |
-1.7% |
5.250 |
Close |
5.443 |
5.495 |
0.052 |
1.0% |
5.495 |
Range |
0.113 |
0.318 |
0.205 |
181.4% |
0.433 |
ATR |
0.200 |
0.209 |
0.008 |
4.2% |
0.000 |
Volume |
52,549 |
38,826 |
-13,723 |
-26.1% |
243,366 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.392 |
6.261 |
5.670 |
|
R3 |
6.074 |
5.943 |
5.582 |
|
R2 |
5.756 |
5.756 |
5.553 |
|
R1 |
5.625 |
5.625 |
5.524 |
5.691 |
PP |
5.438 |
5.438 |
5.438 |
5.470 |
S1 |
5.307 |
5.307 |
5.466 |
5.373 |
S2 |
5.120 |
5.120 |
5.437 |
|
S3 |
4.802 |
4.989 |
5.408 |
|
S4 |
4.484 |
4.671 |
5.320 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.775 |
6.568 |
5.733 |
|
R3 |
6.342 |
6.135 |
5.614 |
|
R2 |
5.909 |
5.909 |
5.574 |
|
R1 |
5.702 |
5.702 |
5.535 |
5.589 |
PP |
5.476 |
5.476 |
5.476 |
5.420 |
S1 |
5.269 |
5.269 |
5.455 |
5.156 |
S2 |
5.043 |
5.043 |
5.416 |
|
S3 |
4.610 |
4.836 |
5.376 |
|
S4 |
4.177 |
4.403 |
5.257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.683 |
5.250 |
0.433 |
7.9% |
0.202 |
3.7% |
57% |
False |
True |
48,673 |
10 |
5.683 |
5.250 |
0.433 |
7.9% |
0.195 |
3.6% |
57% |
False |
True |
33,710 |
20 |
5.767 |
5.110 |
0.657 |
12.0% |
0.186 |
3.4% |
59% |
False |
False |
23,474 |
40 |
5.956 |
5.110 |
0.846 |
15.4% |
0.202 |
3.7% |
46% |
False |
False |
16,179 |
60 |
5.956 |
4.656 |
1.300 |
23.7% |
0.210 |
3.8% |
65% |
False |
False |
12,441 |
80 |
6.200 |
4.656 |
1.544 |
28.1% |
0.196 |
3.6% |
54% |
False |
False |
10,263 |
100 |
6.200 |
4.656 |
1.544 |
28.1% |
0.188 |
3.4% |
54% |
False |
False |
8,617 |
120 |
6.200 |
4.656 |
1.544 |
28.1% |
0.182 |
3.3% |
54% |
False |
False |
7,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.920 |
2.618 |
6.401 |
1.618 |
6.083 |
1.000 |
5.886 |
0.618 |
5.765 |
HIGH |
5.568 |
0.618 |
5.447 |
0.500 |
5.409 |
0.382 |
5.371 |
LOW |
5.250 |
0.618 |
5.053 |
1.000 |
4.932 |
1.618 |
4.735 |
2.618 |
4.417 |
4.250 |
3.899 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.466 |
5.466 |
PP |
5.438 |
5.438 |
S1 |
5.409 |
5.409 |
|