NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.591 |
5.626 |
0.035 |
0.6% |
5.774 |
High |
5.590 |
5.671 |
0.081 |
1.4% |
5.880 |
Low |
5.406 |
5.555 |
0.149 |
2.8% |
5.265 |
Close |
5.591 |
5.626 |
0.035 |
0.6% |
5.322 |
Range |
0.184 |
0.116 |
-0.068 |
-37.0% |
0.615 |
ATR |
0.203 |
0.197 |
-0.006 |
-3.1% |
0.000 |
Volume |
3,220 |
3,112 |
-108 |
-3.4% |
17,628 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.965 |
5.912 |
5.690 |
|
R3 |
5.849 |
5.796 |
5.658 |
|
R2 |
5.733 |
5.733 |
5.647 |
|
R1 |
5.680 |
5.680 |
5.637 |
5.684 |
PP |
5.617 |
5.617 |
5.617 |
5.620 |
S1 |
5.564 |
5.564 |
5.615 |
5.568 |
S2 |
5.501 |
5.501 |
5.605 |
|
S3 |
5.385 |
5.448 |
5.594 |
|
S4 |
5.269 |
5.332 |
5.562 |
|
|
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 |
5.671 |
5.265 |
0.406 |
7.2% |
0.165 |
2.9% |
89% |
True |
False |
3,766 |
10 |
5.894 |
5.265 |
0.629 |
11.2% |
0.154 |
2.7% |
57% |
False |
False |
3,244 |
20 |
6.050 |
5.265 |
0.785 |
14.0% |
0.176 |
3.1% |
46% |
False |
False |
3,719 |
40 |
6.075 |
4.928 |
1.147 |
20.4% |
0.183 |
3.3% |
61% |
False |
False |
3,096 |
60 |
6.075 |
4.848 |
1.227 |
21.8% |
0.179 |
3.2% |
63% |
False |
False |
2,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.164 |
2.618 |
5.975 |
1.618 |
5.859 |
1.000 |
5.787 |
0.618 |
5.743 |
HIGH |
5.671 |
0.618 |
5.627 |
0.500 |
5.613 |
0.382 |
5.599 |
LOW |
5.555 |
0.618 |
5.483 |
1.000 |
5.439 |
1.618 |
5.367 |
2.618 |
5.251 |
4.250 |
5.062 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.622 |
5.578 |
PP |
5.617 |
5.529 |
S1 |
5.613 |
5.481 |
|