NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.368 |
5.591 |
0.223 |
4.2% |
5.774 |
High |
5.450 |
5.590 |
0.140 |
2.6% |
5.880 |
Low |
5.290 |
5.406 |
0.116 |
2.2% |
5.265 |
Close |
5.322 |
5.591 |
0.269 |
5.1% |
5.322 |
Range |
0.160 |
0.184 |
0.024 |
15.0% |
0.615 |
ATR |
0.198 |
0.203 |
0.005 |
2.5% |
0.000 |
Volume |
5,443 |
3,220 |
-2,223 |
-40.8% |
17,628 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.081 |
6.020 |
5.692 |
|
R3 |
5.897 |
5.836 |
5.642 |
|
R2 |
5.713 |
5.713 |
5.625 |
|
R1 |
5.652 |
5.652 |
5.608 |
5.683 |
PP |
5.529 |
5.529 |
5.529 |
5.545 |
S1 |
5.468 |
5.468 |
5.574 |
5.499 |
S2 |
5.345 |
5.345 |
5.557 |
|
S3 |
5.161 |
5.284 |
5.540 |
|
S4 |
4.977 |
5.100 |
5.490 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.334 |
6.943 |
5.660 |
|
R3 |
6.719 |
6.328 |
5.491 |
|
R2 |
6.104 |
6.104 |
5.435 |
|
R1 |
5.713 |
5.713 |
5.378 |
5.601 |
PP |
5.489 |
5.489 |
5.489 |
5.433 |
S1 |
5.098 |
5.098 |
5.266 |
4.986 |
S2 |
4.874 |
4.874 |
5.209 |
|
S3 |
4.259 |
4.483 |
5.153 |
|
S4 |
3.644 |
3.868 |
4.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.713 |
5.265 |
0.448 |
8.0% |
0.174 |
3.1% |
73% |
False |
False |
3,635 |
10 |
5.894 |
5.265 |
0.629 |
11.3% |
0.161 |
2.9% |
52% |
False |
False |
3,375 |
20 |
6.050 |
5.265 |
0.785 |
14.0% |
0.176 |
3.2% |
42% |
False |
False |
3,704 |
40 |
6.075 |
4.848 |
1.227 |
21.9% |
0.185 |
3.3% |
61% |
False |
False |
3,066 |
60 |
6.075 |
4.848 |
1.227 |
21.9% |
0.179 |
3.2% |
61% |
False |
False |
2,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.372 |
2.618 |
6.072 |
1.618 |
5.888 |
1.000 |
5.774 |
0.618 |
5.704 |
HIGH |
5.590 |
0.618 |
5.520 |
0.500 |
5.498 |
0.382 |
5.476 |
LOW |
5.406 |
0.618 |
5.292 |
1.000 |
5.222 |
1.618 |
5.108 |
2.618 |
4.924 |
4.250 |
4.624 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.560 |
5.537 |
PP |
5.529 |
5.482 |
S1 |
5.498 |
5.428 |
|