NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.626 |
5.560 |
-0.066 |
-1.2% |
5.774 |
High |
5.671 |
5.706 |
0.035 |
0.6% |
5.880 |
Low |
5.555 |
5.560 |
0.005 |
0.1% |
5.265 |
Close |
5.626 |
5.583 |
-0.043 |
-0.8% |
5.322 |
Range |
0.116 |
0.146 |
0.030 |
25.9% |
0.615 |
ATR |
0.197 |
0.194 |
-0.004 |
-1.9% |
0.000 |
Volume |
3,112 |
4,531 |
1,419 |
45.6% |
17,628 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.054 |
5.965 |
5.663 |
|
R3 |
5.908 |
5.819 |
5.623 |
|
R2 |
5.762 |
5.762 |
5.610 |
|
R1 |
5.673 |
5.673 |
5.596 |
5.718 |
PP |
5.616 |
5.616 |
5.616 |
5.639 |
S1 |
5.527 |
5.527 |
5.570 |
5.572 |
S2 |
5.470 |
5.470 |
5.556 |
|
S3 |
5.324 |
5.381 |
5.543 |
|
S4 |
5.178 |
5.235 |
5.503 |
|
|
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 |
5.706 |
5.265 |
0.441 |
7.9% |
0.155 |
2.8% |
72% |
True |
False |
4,108 |
10 |
5.894 |
5.265 |
0.629 |
11.3% |
0.158 |
2.8% |
51% |
False |
False |
3,233 |
20 |
6.050 |
5.265 |
0.785 |
14.1% |
0.174 |
3.1% |
41% |
False |
False |
3,825 |
40 |
6.075 |
5.021 |
1.054 |
18.9% |
0.184 |
3.3% |
53% |
False |
False |
3,122 |
60 |
6.075 |
4.848 |
1.227 |
22.0% |
0.179 |
3.2% |
60% |
False |
False |
2,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.327 |
2.618 |
6.088 |
1.618 |
5.942 |
1.000 |
5.852 |
0.618 |
5.796 |
HIGH |
5.706 |
0.618 |
5.650 |
0.500 |
5.633 |
0.382 |
5.616 |
LOW |
5.560 |
0.618 |
5.470 |
1.000 |
5.414 |
1.618 |
5.324 |
2.618 |
5.178 |
4.250 |
4.940 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.633 |
5.574 |
PP |
5.616 |
5.565 |
S1 |
5.600 |
5.556 |
|