NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.597 |
5.639 |
0.042 |
0.8% |
5.591 |
High |
5.604 |
5.726 |
0.122 |
2.2% |
5.726 |
Low |
5.404 |
5.555 |
0.151 |
2.8% |
5.404 |
Close |
5.573 |
5.677 |
0.104 |
1.9% |
5.677 |
Range |
0.200 |
0.171 |
-0.029 |
-14.5% |
0.322 |
ATR |
0.194 |
0.192 |
-0.002 |
-0.8% |
0.000 |
Volume |
3,751 |
5,141 |
1,390 |
37.1% |
19,755 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.166 |
6.092 |
5.771 |
|
R3 |
5.995 |
5.921 |
5.724 |
|
R2 |
5.824 |
5.824 |
5.708 |
|
R1 |
5.750 |
5.750 |
5.693 |
5.787 |
PP |
5.653 |
5.653 |
5.653 |
5.671 |
S1 |
5.579 |
5.579 |
5.661 |
5.616 |
S2 |
5.482 |
5.482 |
5.646 |
|
S3 |
5.311 |
5.408 |
5.630 |
|
S4 |
5.140 |
5.237 |
5.583 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.568 |
6.445 |
5.854 |
|
R3 |
6.246 |
6.123 |
5.766 |
|
R2 |
5.924 |
5.924 |
5.736 |
|
R1 |
5.801 |
5.801 |
5.707 |
5.863 |
PP |
5.602 |
5.602 |
5.602 |
5.633 |
S1 |
5.479 |
5.479 |
5.647 |
5.541 |
S2 |
5.280 |
5.280 |
5.618 |
|
S3 |
4.958 |
5.157 |
5.588 |
|
S4 |
4.636 |
4.835 |
5.500 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.726 |
5.404 |
0.322 |
5.7% |
0.163 |
2.9% |
85% |
True |
False |
3,951 |
10 |
5.880 |
5.265 |
0.615 |
10.8% |
0.165 |
2.9% |
67% |
False |
False |
3,738 |
20 |
5.900 |
5.265 |
0.635 |
11.2% |
0.172 |
3.0% |
65% |
False |
False |
4,010 |
40 |
6.075 |
5.241 |
0.834 |
14.7% |
0.183 |
3.2% |
52% |
False |
False |
3,218 |
60 |
6.075 |
4.848 |
1.227 |
21.6% |
0.181 |
3.2% |
68% |
False |
False |
2,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.453 |
2.618 |
6.174 |
1.618 |
6.003 |
1.000 |
5.897 |
0.618 |
5.832 |
HIGH |
5.726 |
0.618 |
5.661 |
0.500 |
5.641 |
0.382 |
5.620 |
LOW |
5.555 |
0.618 |
5.449 |
1.000 |
5.384 |
1.618 |
5.278 |
2.618 |
5.107 |
4.250 |
4.828 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.665 |
5.640 |
PP |
5.653 |
5.602 |
S1 |
5.641 |
5.565 |
|