NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.639 |
5.582 |
-0.057 |
-1.0% |
5.591 |
High |
5.726 |
5.810 |
0.084 |
1.5% |
5.726 |
Low |
5.555 |
5.580 |
0.025 |
0.5% |
5.404 |
Close |
5.677 |
5.582 |
-0.095 |
-1.7% |
5.677 |
Range |
0.171 |
0.230 |
0.059 |
34.5% |
0.322 |
ATR |
0.192 |
0.195 |
0.003 |
1.4% |
0.000 |
Volume |
5,141 |
8,055 |
2,914 |
56.7% |
19,755 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.347 |
6.195 |
5.709 |
|
R3 |
6.117 |
5.965 |
5.645 |
|
R2 |
5.887 |
5.887 |
5.624 |
|
R1 |
5.735 |
5.735 |
5.603 |
5.697 |
PP |
5.657 |
5.657 |
5.657 |
5.639 |
S1 |
5.505 |
5.505 |
5.561 |
5.467 |
S2 |
5.427 |
5.427 |
5.540 |
|
S3 |
5.197 |
5.275 |
5.519 |
|
S4 |
4.967 |
5.045 |
5.456 |
|
|
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 |
5.810 |
5.404 |
0.406 |
7.3% |
0.173 |
3.1% |
44% |
True |
False |
4,918 |
10 |
5.810 |
5.265 |
0.545 |
9.8% |
0.173 |
3.1% |
58% |
True |
False |
4,276 |
20 |
5.900 |
5.265 |
0.635 |
11.4% |
0.178 |
3.2% |
50% |
False |
False |
4,191 |
40 |
6.075 |
5.241 |
0.834 |
14.9% |
0.184 |
3.3% |
41% |
False |
False |
3,364 |
60 |
6.075 |
4.848 |
1.227 |
22.0% |
0.183 |
3.3% |
60% |
False |
False |
2,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.788 |
2.618 |
6.412 |
1.618 |
6.182 |
1.000 |
6.040 |
0.618 |
5.952 |
HIGH |
5.810 |
0.618 |
5.722 |
0.500 |
5.695 |
0.382 |
5.668 |
LOW |
5.580 |
0.618 |
5.438 |
1.000 |
5.350 |
1.618 |
5.208 |
2.618 |
4.978 |
4.250 |
4.603 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.695 |
5.607 |
PP |
5.657 |
5.599 |
S1 |
5.620 |
5.590 |
|