NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.514 |
5.689 |
0.175 |
3.2% |
5.879 |
High |
5.553 |
5.689 |
0.136 |
2.4% |
5.971 |
Low |
5.396 |
5.545 |
0.149 |
2.8% |
5.390 |
Close |
5.425 |
5.689 |
0.264 |
4.9% |
5.425 |
Range |
0.157 |
0.144 |
-0.013 |
-8.3% |
0.581 |
ATR |
0.178 |
0.184 |
0.006 |
3.4% |
0.000 |
Volume |
3,075 |
1,550 |
-1,525 |
-49.6% |
9,291 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.073 |
6.025 |
5.768 |
|
R3 |
5.929 |
5.881 |
5.729 |
|
R2 |
5.785 |
5.785 |
5.715 |
|
R1 |
5.737 |
5.737 |
5.702 |
5.761 |
PP |
5.641 |
5.641 |
5.641 |
5.653 |
S1 |
5.593 |
5.593 |
5.676 |
5.617 |
S2 |
5.497 |
5.497 |
5.663 |
|
S3 |
5.353 |
5.449 |
5.649 |
|
S4 |
5.209 |
5.305 |
5.610 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.338 |
6.963 |
5.745 |
|
R3 |
6.757 |
6.382 |
5.585 |
|
R2 |
6.176 |
6.176 |
5.532 |
|
R1 |
5.801 |
5.801 |
5.478 |
5.698 |
PP |
5.595 |
5.595 |
5.595 |
5.544 |
S1 |
5.220 |
5.220 |
5.372 |
5.117 |
S2 |
5.014 |
5.014 |
5.318 |
|
S3 |
4.433 |
4.639 |
5.265 |
|
S4 |
3.852 |
4.058 |
5.105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.797 |
5.390 |
0.407 |
7.2% |
0.143 |
2.5% |
73% |
False |
False |
1,921 |
10 |
5.987 |
5.390 |
0.597 |
10.5% |
0.126 |
2.2% |
50% |
False |
False |
1,869 |
20 |
6.160 |
5.390 |
0.770 |
13.5% |
0.144 |
2.5% |
39% |
False |
False |
1,838 |
40 |
6.160 |
4.970 |
1.190 |
20.9% |
0.156 |
2.7% |
60% |
False |
False |
2,199 |
60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.152 |
2.7% |
60% |
False |
False |
1,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.301 |
2.618 |
6.066 |
1.618 |
5.922 |
1.000 |
5.833 |
0.618 |
5.778 |
HIGH |
5.689 |
0.618 |
5.634 |
0.500 |
5.617 |
0.382 |
5.600 |
LOW |
5.545 |
0.618 |
5.456 |
1.000 |
5.401 |
1.618 |
5.312 |
2.618 |
5.168 |
4.250 |
4.933 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.665 |
5.639 |
PP |
5.641 |
5.589 |
S1 |
5.617 |
5.540 |
|