NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.560 |
5.597 |
0.037 |
0.7% |
5.774 |
High |
5.706 |
5.604 |
-0.102 |
-1.8% |
5.880 |
Low |
5.560 |
5.404 |
-0.156 |
-2.8% |
5.265 |
Close |
5.583 |
5.573 |
-0.010 |
-0.2% |
5.322 |
Range |
0.146 |
0.200 |
0.054 |
37.0% |
0.615 |
ATR |
0.194 |
0.194 |
0.000 |
0.2% |
0.000 |
Volume |
4,531 |
3,751 |
-780 |
-17.2% |
17,628 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.127 |
6.050 |
5.683 |
|
R3 |
5.927 |
5.850 |
5.628 |
|
R2 |
5.727 |
5.727 |
5.610 |
|
R1 |
5.650 |
5.650 |
5.591 |
5.589 |
PP |
5.527 |
5.527 |
5.527 |
5.496 |
S1 |
5.450 |
5.450 |
5.555 |
5.389 |
S2 |
5.327 |
5.327 |
5.536 |
|
S3 |
5.127 |
5.250 |
5.518 |
|
S4 |
4.927 |
5.050 |
5.463 |
|
|
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 |
5.290 |
0.416 |
7.5% |
0.161 |
2.9% |
68% |
False |
False |
4,011 |
10 |
5.894 |
5.265 |
0.629 |
11.3% |
0.162 |
2.9% |
49% |
False |
False |
3,455 |
20 |
6.050 |
5.265 |
0.785 |
14.1% |
0.174 |
3.1% |
39% |
False |
False |
3,900 |
40 |
6.075 |
5.241 |
0.834 |
15.0% |
0.181 |
3.3% |
40% |
False |
False |
3,153 |
60 |
6.075 |
4.848 |
1.227 |
22.0% |
0.181 |
3.2% |
59% |
False |
False |
2,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.454 |
2.618 |
6.128 |
1.618 |
5.928 |
1.000 |
5.804 |
0.618 |
5.728 |
HIGH |
5.604 |
0.618 |
5.528 |
0.500 |
5.504 |
0.382 |
5.480 |
LOW |
5.404 |
0.618 |
5.280 |
1.000 |
5.204 |
1.618 |
5.080 |
2.618 |
4.880 |
4.250 |
4.554 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.550 |
5.567 |
PP |
5.527 |
5.561 |
S1 |
5.504 |
5.555 |
|