NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.599 |
5.585 |
-0.014 |
-0.3% |
5.582 |
High |
5.607 |
5.690 |
0.083 |
1.5% |
5.810 |
Low |
5.502 |
5.460 |
-0.042 |
-0.8% |
5.447 |
Close |
5.599 |
5.636 |
0.037 |
0.7% |
5.636 |
Range |
0.105 |
0.230 |
0.125 |
119.0% |
0.363 |
ATR |
0.182 |
0.185 |
0.003 |
1.9% |
0.000 |
Volume |
7,550 |
5,351 |
-2,199 |
-29.1% |
35,325 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.285 |
6.191 |
5.763 |
|
R3 |
6.055 |
5.961 |
5.699 |
|
R2 |
5.825 |
5.825 |
5.678 |
|
R1 |
5.731 |
5.731 |
5.657 |
5.778 |
PP |
5.595 |
5.595 |
5.595 |
5.619 |
S1 |
5.501 |
5.501 |
5.615 |
5.548 |
S2 |
5.365 |
5.365 |
5.594 |
|
S3 |
5.135 |
5.271 |
5.573 |
|
S4 |
4.905 |
5.041 |
5.510 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.720 |
6.541 |
5.836 |
|
R3 |
6.357 |
6.178 |
5.736 |
|
R2 |
5.994 |
5.994 |
5.703 |
|
R1 |
5.815 |
5.815 |
5.669 |
5.905 |
PP |
5.631 |
5.631 |
5.631 |
5.676 |
S1 |
5.452 |
5.452 |
5.603 |
5.542 |
S2 |
5.268 |
5.268 |
5.569 |
|
S3 |
4.905 |
5.089 |
5.536 |
|
S4 |
4.542 |
4.726 |
5.436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.810 |
5.447 |
0.363 |
6.4% |
0.171 |
3.0% |
52% |
False |
False |
7,065 |
10 |
5.810 |
5.404 |
0.406 |
7.2% |
0.167 |
3.0% |
57% |
False |
False |
5,508 |
20 |
5.894 |
5.265 |
0.629 |
11.2% |
0.164 |
2.9% |
59% |
False |
False |
4,591 |
40 |
6.075 |
5.265 |
0.810 |
14.4% |
0.178 |
3.2% |
46% |
False |
False |
3,783 |
60 |
6.075 |
4.848 |
1.227 |
21.8% |
0.185 |
3.3% |
64% |
False |
False |
3,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.668 |
2.618 |
6.292 |
1.618 |
6.062 |
1.000 |
5.920 |
0.618 |
5.832 |
HIGH |
5.690 |
0.618 |
5.602 |
0.500 |
5.575 |
0.382 |
5.548 |
LOW |
5.460 |
0.618 |
5.318 |
1.000 |
5.230 |
1.618 |
5.088 |
2.618 |
4.858 |
4.250 |
4.483 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.616 |
5.614 |
PP |
5.595 |
5.591 |
S1 |
5.575 |
5.569 |
|